Pre-Market IV Report January 25, 2019

Pre-Market IV Report January 25, 2019

The following report is a snapshot of noteworthy changes in stock and option volumes, as well as changes in option implied volatilities. By monitoring this market data, traders can create strategies that capitalize on this often overlooked information.

Options with increasing option implied volatility: PCG PM STX PFE MO WDC INTC MO AABA GOOS AAOI TTD OLED ARNC

Active options: GE INTC FB MU AAPL AMD NVDA NFLX TSLA BAC SQ SBUX F QCOM BMY FCX BABA PCG AMZN MSFT

PG&E Corp. (PCG) January weekly call option implied volatility is at 310, February is at 190, March is at 152; compared to its 52-week range of 26 to 202 into disclosing ‘continued extensive litigation’ following Cal Fire announcement earlier. Call put ratio 1 call to 1.3 puts.

Federal National Mortgage Association (FNMA) 10 day historical volatility is 179%, one week ago 128.51%, 1 month ago 50.83% into White House will announce a plan by next month to end government control of Fannie Mae and Freddie Mac – Politico.

Federal Home Loan Mortgage Corp (FMCC) 10 day historical volatility is 170%, one week ago 125%, 1 month ago 53%.

Straddle prices for stocks expected to report results next week

Rambus (RMBS) February 9 straddle priced for move of 10% into the expected release of EPS on January 28
Shutterfly (SFLY) February 45 straddle priced for move of 12% into the expected release of EPS after the bell on January 28
Whirlpool (WHR) February weekly straddle priced for move of 8% into the expected release of EPS after the bell on January 29
Advanced Micro Devices (AMD) February weekly 21 straddle priced for move of 14% into the expected release of EPS after the bell on January 29
AK Steel (AKS) February weekly 2.5 straddle priced for move of 12% into the expected release of EPS after the bell on January 29
3M (MMM) February weekly 192.50 straddle priced for move of 4% into the expected release of EPS before the bell on January 29
8×8 (EGHT) February 20 straddle priced for move of 10% into the expected release of EPS on January 29
AFLAC (AFL) February weekly 47.50 straddle priced for move of 3% into the expected release of EPS on January 29
Allergan (AGN) February weekly 157.50 straddle priced for move of 4.5% into the expected release of EPS on January 29
Amgen (AMGN) February weekly 200 straddle priced for move of 4.5% into the expected release of EPS after the bell on January 29
Apple (AAPL) February weekly 152.50 straddle priced for move of 5% into the expected release of EPS after the bell on January 29
Biogen (BIIB) February weekly 332.50 straddle priced for move of 5.5% into the expected release of EPS on January 29
Brinker (EAT) February 45 straddle priced for move of 9% into the expected release of EPS on January 29
C.H. Robinson (CHRW) February weekly 87.50 straddle priced for move of 6% into the expected release of EPS after the bell on January 29
Canadian National Railway (CNI) February weekly 80 straddle priced for move of 5.5% into the expected release of EPS on January 29
Corning (GLW) February weekly 30 straddle priced for move of 6% into the expected release of EPS on January 29
Extreme Networks (EXTR) February 7 straddle priced for move of 14% into the expected release of EPS on January 29
Harley-Davidson (HOG) February weekly 36.50 straddle priced for move of 7.5% into the expected release of EPS on January 29
Danaher (DHR) February weekly 157.50 straddle priced for move of 4.5% into the expected release of EPS on January 29
EBay (EBAY) February weekly 157.50 straddle priced for move of 4.5% into the expected release of EPS after the bell on January 29
HCA Healthcare (HCA) February weekly 133 straddle priced for move of 5.5% into the expected release of EPS on January 29
Lockheed Martin (LMT) February weekly 285 straddle priced for move of 3.5% into the expected release of EPS on January 29
Microsoft (MSFT) February weekly 106 straddle priced for move of 4% into the expected release of EPS on January 29
Nucor (NUE) February weekly 57 straddle priced for move of 5% into the expected release of EPS on January 29
Pfizer (PFE) February weekly 41 straddle priced for move of 4% into the expected release of EPS on January 29
Polaris (PII) February 10 straddle priced for move of 10% into the expected release of EPS on January 29
Rockwell Automation (ROK) February 160 straddle priced for move of 7% into the expected release of EPS on January 29
Verizon (VZ) February weekly straddle 57 priced for move of 3.5% into the expected release of EPS on January 29
Xerox (XRX) February 24 straddle priced for move of 8% into the expected release of EPS on January 29

Impactful Headlines the market is unsure of how to digest: Special counsel: Stone arrested in Florida, the on-going government shutdown, US Commerce Secretary Wilbur Ross’ comments that the US and China were not close to a trade deal, political unrest in Venezuela.

This information helps investors and traders incorporate into their trading decisions.

Increasing unusual option volume: EWU MKC FFIV FOLD OKE XLNX AVP GRA CWEN ADTN TPX
Increasing unusual call option volume: AVP GRA MKC CWEN TPX ADTN OKE XLNX LPLA FFIV
Increasing unusual put option volume: FOLD FFIV ERIC EWU XLNX PAH OKE UCTT MHK MKC
Popular stocks with increasing volume: FCX PCG SQ QCOM
Options with decreasing option implied volatility: TXN GWW LUV F URI Z TXT UNP TXN F CTXS XLNX