Pre-Market IV Report January 29, 2019

Pre-Market IV Report January 29, 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: SYMC NVAX ZNGA CRON VALE YELP SIRI CMG AXDX OSTK OLED ARNC TTD BKNG WMT AAPL FB AMZN GE

Options expected to have increasing volume: AAPL AKS RMBS WHR PCG PFE VZ LMT BIIB AGN GLW LLL HOG PII EAT UTX AMZN FB GE HON

Apple (AAPL) February weekly call option implied volatility is at 63, February is at 38; compared to its 52-week range of 16 to 45 into the expected release of EPS today after the bell.

Alibaba (BABA) February weekly call option implied volatility is at 71, February is at 45; compared to its 52-week range of 26 to 58 into the expected release of EPS before the open on January 30.

PG&E Corp. (PCG) February weekly call option implied volatility is at 219, February is at 163; compared to its 52-week range of 26 to 202 into filing for voluntary Chapter 11 bankruptcy protection, succumbing to liabilities stemming from wildfires in Northern California in 2017 and 2018. Call put ratio 1 call to 1.2 puts.

Straddle prices for stocks expected to report results this week

Advanced Micro Devices (AMD) February weekly 20 straddle priced for move of 12% into the expected release of EPS today after the bell
AK Steel (AKS) February weekly 2.5 straddle priced for move of 14% into the expected release of EPS today after the bell
Allergan (AGN) February weekly 157.50 straddle priced for move of 5% into the expected release of EPS on January 29
Amgen (AMGN) February weekly 190 straddle priced for move of 4.5% into the expected release of EPS after the bell on January 29
Apple (AAPL) February weekly 157.50 straddle priced for move of 5.5% into the expected release of EPS today after the bell
Biogen (BIIB) February weekly 330 straddle priced for move of 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
Canadian National Railway (CNI) February weekly 85 straddle priced for move of 6% 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
Harley-Davidson (HOG) February weekly 37 straddle priced for move of 6.5% into the expected release of EPS on January 29
Danaher (DHR) February weekly 105 straddle priced for move of 4.5% into the expected release of EPS on January 29
EBay (EBAY) February weekly 34 straddle priced for move of 6% into the expected release of EPS today after the bell
HCA Healthcare (HCA) February weekly 132 straddle priced for move of 5% into the expected release of EPS on January 29
Lockheed Martin (LMT) February weekly 287.50 straddle priced for move of 3.5% into the expected release of EPS on January 29

Microsoft (MSFT) February weekly 105 straddle priced for move of 4% into the expected release of EPS today after the bell

Nucor (NUE) February weekly 58.50 straddle priced for move of 5% into the expected release of EPS on January 29

Pfizer (PFE) February weekly 40 straddle priced for move of 4% into the expected release of EPS on January 29
Rockwell Automation (ROK) February 165 straddle priced for move of 6% into the expected release of EPS on January 29

Verizon (VZ) February weekly straddle 55 priced for move of 3% into the expected release of EPS on January 29

Xerox (XRX) February 24 straddle priced for move of 10% into the expected release of EPS on January 29
Alibaba (BABA) February weekly 160 straddle priced for move of 7% into the expected release of EPS on January 30

Allegiant (ALGT) February 125 straddle priced for move of 8% into the expected release of EPS on January 30

AT&T (T) February weekly 30.50 straddle priced for move of 4.5% into the expected release of EPS before the open on January 30
Facebook (FB) February weekly 147 straddle priced for move of 6% into the expected release of EPS after the market close on January 30
Boeing (BA) February weekly 362.50 straddle priced for move of 4% into the expected release of EPS on January 30
McDonalds (MCD) February weekly 182.50 straddle priced for move of 3.5% into the expected release of EPS on January 30
Qualcomm (QCOM) February weekly 50.50 straddle priced for move of 5% into the expected release of EPS on January 30
Amazon.com (AMZN) February weekly 1637 straddle priced for move of 6% into the expected release of EPS on January 31

Increasing unusual option volume: RMD INDA PWR MTW TRP NRG
Increasing unusual call option volume: TRP VIAV MXEF INSM EPC WAB CNP NVRO BC CL GIS TAHO
Increasing unusual put option volume: NRG INDA RMD VALE PFF LOXO USAT XAU NVAX
Popular stocks with increasing unusual: CAT PCG INTC NVDA
Options with decreasing option implied volatility: IBM UNG PCG JNJ CELG IMMU BOIL TEAM NFLX UNG PGR TAL
Active options: NVDA AMD VALE AAPL GE BAC PCG MU CAT MSFT FB INTC TSLA F NFLX QCOM EBAY CRON SQ BABA