Pre-Market IV Report January 30, 2019

Pre-Market IV Report January 30, 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: AMD AAPL NVAX ZNGA NIO CRON YELP CMG TWLO AMGN MCD BA QCOM HON T TSLA FB MSFT

Options expected to have increasing volume: AAPL AKS AMD AMZN FB GE HON MCD QCOM EBAY AMGN TSLA PCG PYPL AMGN

Microsoft (MSFT) February weekly call option implied volatility is at 67, February is at 35; compared to its 52-week range of 16 to 44 into the expected release of EPS today. Call put ratio 2 calls to 1 put.

PayPal (PYPL) February weekly call option implied volatility is at 77, February is at 39; compared to its 52-week range of 22 to 50 into the expected release of EPS today. Call put ratio 1.4 calls to 1 put.

Tesla (TSLA) February weekly call option implied volatility is at 140, February is at 81; compared to its 52-week range of 37 to 87 into the expected release of EPS today after the market close. Call put ratio 1 call to 1 put.

Cree (CREE) February weekly call option implied volatility is at 109, February is at 55; compared to its 52-week range of 19 to 71 into the expected release of EPS today after the bell. Call put ratio 1 call to 4.5 puts.

Facebook (FB) February weekly call option implied volatility is at 100, February is at 51; compared to its 52-week range of 20 to 53 into the expected release of EPS after the bell on January 30. Call put ratio 1.5 calls to 1 put.

Qualcomm (QCOM) February weekly call option implied volatility is at 78, February is at 43; compared to its 52-week range of 19 to 53 into the expected release of EPS after the bell on January 30. Call put ratio 1.1 calls to 1 put.

Amazon (AMZN) February weekly call option implied volatility is at 88, February is at 48; compared to its 52-week range of 18 to 54 into the expected release of EPS after the bell on January 31. Call put ratio 1.4 calls to 1 put.

Straddle prices for stocks expected to report results this week

Alibaba (BABA) February weekly 155 straddle priced for move of 6.5% into the expected release of EPS on January 30

Allegiant (ALGT) February 125 straddle priced for move of 9% into the expected release of EPS on January 30

AT&T (T) February weekly 30.50 straddle priced for move of 4% into the expected release of EPS before the open on January 30

Facebook (FB) February weekly 144 straddle priced for move of 7% into the expected release of EPS after the market close on January 30

Boeing (BA) February weekly 365 straddle priced for move of 4.5% into the expected release of EPS on January 30

McDonalds (MCD) February weekly 182.50 straddle priced for move of 4% into the expected release of EPS on January 30

Qualcomm (QCOM) February weekly 549.50 straddle priced for move of 5.5% into the expected release of EPS on January 30

Microsoft (MSFT) February weekly 105 straddle priced for move of 4% into the expected release of EPS on January 30

General Electric (GE) February weekly 9 straddle priced for move of 10% into the expected release of EPS on January 31

Amazon (AMZN) February weekly 1595 straddle priced for move of 6% into the expected release of EPS on February 1

Altria (MO) February weekly 46 straddle priced for move of 4% into the expected release of EPS on February 1

Apollo Management (APO) February weekly27.50 straddle priced for move of 4.5% into the expected release of EPS on February 1

Baker Hughes (BHGE) February weekly 23 straddle priced for move of 6% into the expected release of EPS on February 1

Baxter (BAX) February weekly 70 straddle priced for move of 7% into the expected release of EPS on February 1

Blackstone (BX) February weekly 33 straddle priced for move of 3.7% into the expected release of EPS on January 31

Charter Communications (CHTR) February weekly 290 straddle priced for move of 6% into the expected release of EPS on February 1

Ferrari (RACE) February weekly 110 straddle priced for move of 5.5% into the expected release of EPS on February 1

Hershey (HSY) February weekly 105 straddle priced for move of 4% into the expected release of EPS on February 1

Raytheon (RTN) February weekly 171 straddle priced for move of 3.5% into the expected release of EPS on February 1

Sprint (S) February weekly 6 straddle priced for move of 6% into the expected release of EPS on February 1

Symantec (SYMC) February weekly 20.50 straddle priced for move of 12% into the expected release of EPS on February 1

UPS (UPS) February weekly 101 straddle priced for move of 5% into the expected release of EPS on February 1

Yum China (YUMC) February weekly 35 straddle priced for move of 10% into the expected release of EPS on February 1

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