Pre-Market IV Report January 31, 2019

Pre-Market IV Report January 31, 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: ZNGA YELP CRON PDD NVAX ZNGA ON YELP CMG AAOI OSTK WTW I FL OLED THC LL JWM M BBY PANW

Options expected to have increasing volume: TSLA FB AMZN QCOM GE HON XOM UPC

iShares China Large-Cap (FXI) February weekly call option implied volatility is at 26, February is at 20; compared to its 52-week range of 17 to 33 into January USA employment report and China trade talks. Call put ratio 2.7 calls to 1 put.

Straddle prices for stocks expected to report results this week

General Electric (GE) February weekly 9 straddle priced for move of 10% into the expected release of EPS today before the open
Blackstone (BX) February weekly 33 straddle priced for move of 3% into the expected release of EPS today
Amazon.com (AMZN) February weekly 1670 straddle priced for move of 3% into the expected release of EPS today after the close

Altria (MO) February weekly 48 straddle priced for move of 5% into the expected release of EPS on February 1

Apollo Management (APO) February weekly 27.50 straddle priced for move of 3.5% into the expected release of EPS on February 1
Baker Hughes (BHGE) February weekly 24 straddle priced for move of 6% into the expected release of EPS on February 1
Baxter (BAX) February weekly 71.50 straddle priced for move of 7% into the expected release of EPS on February 1
Charter Communications (CHTR) February weekly 290 straddle priced for move of 6.5% into the expected release of EPS on February 1

Ferrari (RACE) February weekly 112 straddle priced for move of 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 7% into the expected release of EPS on February 1
Exxon Mobil (XOM) February weekly 72.50 straddle priced for move of 2.5% into the expected release of EPS on February 1
Symantec (SYMC) February weekly 21 straddle priced for move of 8% into the expected release of EPS on February 1
UPS (UPS) February weekly 101 straddle priced for move of 5.5% into the expected release of EPS on February 1

YRC Worldwide (YRCW) February 6 straddle priced for move of 14% into the expected release of EPS on January 31

Yum China (YUMC) February weekly 36 straddle priced for move of 10% into the expected release of EPS on February 1
Aon (AON) February 155 straddle priced for move of 3.5% into the expected release of EPS on February 1
Booz Allen (BAH) February 10 straddle priced for move of 9% into the expected release of EPS on February 1
Chevron (CVX) February weekly 113 straddle priced for move of 3% into the expected release of EPS on February 1

Cigna (CI) February weekly 200 straddle priced for move of 4% into the expected release of EPS on February 1

Deutsche Bank (DB) February weekly 9 straddle priced for move of 8% into the expected release of EPS on February 1
Honeywell (HON) February weekly 143 straddle priced for move of 3% into the expected release of EPS on February 1

Illinois Tool Works (ITW) February weekly 135 straddle priced for move of 3% into the expected release of EPS on February 1

Johnson Controls (JCI) February 33 straddle priced for move of 6% into the expected release of EPS on February 1
KKR (KKR) February weekly 22 straddle priced for move of 5% into the expected release of EPS on February 1
Madison Square Garden (MSG) February 15 straddle priced for move of 6% into the expected release of EPS on February 1

Merck (MRK) February weekly 73.50 straddle priced for move of 2.8% into the expected release of EPS on February 1

Sony (SNE) February weekly 49 straddle priced for move of 6% into the expected release of EPS on February 1

Spirit Aerosystems (SPR) February 82.50 straddle priced for move of 7% into the expected release of EPS on February 1
Weyerhaeuser (WY) February weekly 26 straddle priced for move of 3.5% into the expected release of EPS on February 1

Increasing unusual option volume: JEF TUP PI LOGM AKCA CARS SRCL UN FBHS NIO
Increasing unusual call option volume: RDFN SRCL UN VIAB MCHI WING EQM HOG RACE ZEN HPT
Increasing unusual put option volume: TUP CERN NVAX ZEN CDK VLY MLNX HSIC
Popular stocks with increasing unusual: VALE CLF QCOM EBAY
Options with decreasing option implied volatility: IBM UNG AAPL CELG PCG IMMU BOIL UNG EXTR TEAM AMD
Active options: AAPL AMD FB BABA GE MSFT T NVDA BAC TSLA BA INTC NFLX EBAY VALE QCOM NIO MU AMZN CLF