Pre-Market IV Report January 8, 2019

Pre-Market IV Report January 8, 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: TLRY LQD GPRO BBBY SNAP GME X ECA CZR TSRO PCG BMRN MAT BCS ROKU

Options expected to have increasing volume: NVDA DAL LEN CREE ILMN UNP

Straddle prices for stocks expected to report results this week

Bed Bath & Beyond (BBBY) January weekly 12 straddle priced for move of 17% before the open on January 9
Delta Air Lines (DAL) January weekly 48 straddle priced for move of 3.5% before the open on January 9
KB Home (KBH) January 21 straddle priced for move of 9% before the open on January 9
Lennar (LEN) January 42 straddle priced for move of 9% before the open on January 9
Infosys (INFY) January weekly 9.50 straddle priced for move of 8.5% before the open on January 10

QEP Resources (QEP) January call option implied volatility is at 63, February is at 25; compared to its 52-week range of 38 to 86 after Elliott Management offers to buy QEP Resources for $8.75 per share in cash. Call put ratio 1.4 calls to 1 put with focus on March 9 calls.

Parsley Energy (PE) January call option implied volatility is at 57, February is at 50; compared to its 52-week range of 32 to 70 after Elliott Management offers to buy QEP Resources (QEP). Call put ratio 41 calls to 1 put with focus on February 17.50 and 20 calls.

Cimarex Energy (XEC) January call option implied volatility is at 46, February is at 50; compared to its 52-week range of 27 to 63 after Elliott Management offers to buy QEP Resources (QEP). Call put ratio 1 call to 1.6 puts.

Jagged Peak Energy (JAG) January call option implied volatility is at 43, February is at 40; compared to its 52-week range of 36 to 61 after Elliott Management offers to buy QEP Resources (QEP). Call put ratio 86 calls to 1 put.

Matador Resources (MTDR) January call option implied volatility is at 55, February is at 56; compared to its 52-week range of 33 to 77 after Elliott Management offers to buy QEP Resources (QEP). Call put ratio 2.7 calls to 1 put.

Diamondback Energy (FANG) January call option implied volatility is at 41, February is at 45; compared to its 52-week range of 28 to 62 after Elliott Management offers to buy QEP Resources (QEP). Call put ratio 1.2 calls to 1 put.

Option implied volatility into CES 2019

Pandora (P) 30-day option implied volatility is at 37, compared to its 52-week range of 29 to 111
NVDIA (NVDA) 30-day option implied volatility is at 54, compared to its 52-week range of 25 to 86
Qualcomm (QCOM) 30-day option implied volatility is at 37, compared to its 52-week range of 19 to 53
AMD (AMD) 30-day option implied volatility is at 89, compared to its 52-week range of 37 to 101
Dolby Laboratories (DLB) 30-day option implied volatility is at 35, compared to its 52-week range of 18 to 38
T-Mobile (TMUS) 30-day option implied volatility is at 31, compared to its 52-week range of 18 to 38
Netflix (NFLX) 30-day option implied volatility is at 66, compared to its 52-week range of 26 to 76
Seagate (STX) 30-day option implied volatility is at 52, compared to its 52-week range of 26 to 69
HP Inc (HPQ) 30-day option implied volatility is at 34, compared to its 52-week range of 18 to 44
Energous (WATT) 30-day option implied volatility is at 136, compared to its 52-week range of 57 to 152
Roku (ROKU) 30-day option implied volatility is at 78, compared to its 52-week range of 45 to 123
Western Digital (WDC) 30-day option implied volatility is at 55, compared to its 52-week range of 25 to 73
Akamai Technologies (AKAM) 30-day option implied volatility is at 40, compared to its 52-week range of 21 to 56

Increasing unusual option volume: LOXO QEP EUO CPE WETF DXC WETF DXC TRU EXP PE
Increasing unusual call option volume: WETF TRU QEP CPE DXC CIM EXPD PE APO URA PEGI IPI DGX
Increasing unusual put option volume: EUO QEP DXC XAU ENDP EWY BMRN CROX SDOW NVAX MBI URBN
Popular stocks with increasing volume: ROKU URBN BMY MA FCAU TIF KEY
Options with decreasing option implied volatility: NKE FDX VIX QEP CELG SAGE AMRN MGM EXAS SRPT BKLN DIS CRON CGC VZ
Active options: AAPL GE AMD BAC NFLX NVDA AMZN T MU TSLA FB BABA C BMY MSFT ROKU JD SQ WFC PBR