Pre-Market IV Report January 4, 2019

Pre-Market IV Report January 4, 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: BMY WATT RCII CPRI ATHN KHC BBBY X CAH ABT WDC ECA

Options expected to have increasing volume: USO XOM CVX BP AAPL AMD LITE QRVO AVGO QCOM CRUS OLED MRVL MU NVDA STM DAL AAL LUV UAL ALK ALGT JBLU

China option implied volatility into China Central bank PBOC cuts banks reserve ratio and trade negotiations

iShares China Large-Cap (FXI) January weekly call option implied volatility is at 33, January is at 28, February is at 26; compared to its 52-week range of 17 to 33 into China Central bank PBOC cuts banks reserve ratio. Call put ratio 1 call to 1 put.

Apple (AAPL) January weekly call option implied volatility is at 55, January is at 43, February is at 45; compared to its 52-week range of 16 to 46. Call put ratio 1.2 calls to 1 put.

Alibaba (BABA) January weekly call option implied volatility is at 54, January is at 42, February is at 50; compared to its 52-week range of 26 to 58 into China Central bank PBOC cuts banks reserve ratio. Call put ratio 1.2 calls to put.

Baidu.com (BIDU) January weekly call option implied volatility is at 46, January and February is at 43; compared to its 52-week range of 26 to 58. Call put ratio 1 call to 1.1 put.

Uxin Limited (UXIN) February call option implied volatility is at 112, February is at 123; compared to its 52-week range of 69 to 261. Call put ratio 1 call to 1 put.

JD.com (JD) January weekly call option implied volatility is at 64, January is at 58, February is at 55; compared to its 52-week range of 26 to 69. Call put ratio 1.9 calls to 1 put.

Yum China (YUMC) January call option implied volatility is at 36, February is at 39; compared to its 52-week range of 24 to 54. Call put ratio 1 call to 1.6 puts.

Tiffany (TIF) January weekly call option implied volatility is at 43, January is at 46, February is at 43; compared to its 52-week range of 20 to 51. Call put ratio 1 call to 1.1 puts.

Starbucks (SBUX) January weekly call option implied volatility is at 34, January is at 26, February is at 27; compared to its 52-week range of 15 to 35 into China Central bank PBOC cuts banks reserve ratio. Call put ratio 1 call to 1.5 puts.

Proshares Trust Ultrashort Lehman 20+ Year Treasury (TBT) January weekly call option implied volatility is at 33, January is at 23, February is at 22; compared to its 52-week range of into December employment report. Call put ratio 2.7 calls to 1 put.

iShares 20+ Year Treasury Bond ETF (TLT) January weekly call option implied volatility is at 18, January and February is at 12; compared to its 52-week range of 8 to 16 into December employment report. Call put ratio 1.5 calls to 1 put.

Straddle prices for stocks expected to report results the week of January 7

Commercial Metals (CMC) January 16 straddle priced for move of 11% before the open on January 7

Bed Bath & Beyond (BBBY) January weekly 11.50 straddle priced for move of 16%before the open on January 9

Delta Air Lines (DAL) January weekly 45.50 straddle priced for move of 7% before the open on January 9

KB Home (KBH) January 20 straddle priced for move of 9% before the open on January 9

Lennar (LEN) January 40 straddle priced for move of 9% before the open on January 9

Infosys (INFY) January weekly 9.50 straddle priced for move of 8% before the open on January 10

Option implied volatility CES conference 2019

Adobe (ADBE) 30-day option implied volatility is at 42; compared to its 52-week range 21 to 52
AT&T (T) 30-day option implied volatility is at 31; compared to its 52-week range 14 to 40
Procter & Gamble (PG) 30-day option implied volatility is at 27; compared to its 52-week range 13 to 31
Twitter (TWTR) 30-day option implied volatility is at 57; compared to its 52-week range 35 to 92
NVIDIA (NVDA) 30-day option implied volatility is at 55; compared to its 52-week range 25 to 86
Broadcom (AVGO) 30-day option implied volatility is at 41; compared to its 52-week range 21 to 48
Intel (INTC) 30-day option implied volatility is at 43; compared to its 52-week range 19 to 45
Amazon (AMZN) 30-day option implied volatility is at 51; compared to its 52-week range 18 to 54

Increasing unusual option volume: BMY BMRN CELG CRUS CAR
Increasing unusual call option volume: CBS SAP GILD BMY XME HRTX CZZ TVPT BKLN DNKN DSW
Increasing unusual put option volume: BMY CELG EXTR CRUS INFY LNG SNE WTW ABT
Popular stocks with increasing unusual: AAL FCX PRGO UAL BMY CELG CRUS DAL ALL MAR GILD
Options with decreasing option implied volatility: PTLA CELG UNG WMB TWTR JNJ UXIN FDX
Active options: AAPL BMY AMD FB CELG BAC BABA GE AMZN NFLX NVDA MSFT TSLA MU T SQ INTC FCX AAL PBR