Pre-Market IV Report June 11, 2019

Pre-Market IV Report June 11, 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 over looked information.

Options with increasing option implied volatility: LULU AVGO ONCE MLNX ZAYO BBBY KR PCG BYND AVGO DELL S

Options expected to have increasing volume: LULU AVGO HRB NFLX SFLY APO CASY YRCW DISH

Beyond Meat (BYND) June weekly call option implied volatility is at 192, June is at 167, July is at 130; compared to its 4-week range of 89 to 140 into downgraded to Neutral from Overweight at JPMorgan.

The “FANG’ stocks option implied volatility into Congress tech market power discussions

Facebook (FB) June weekly call option implied volatility is at 32, June is at 30, July is at 28; compared to its 52-week range of 20 to 53.

Amazon (AMZN) June weekly call option implied volatility is at 26, June is at 25, July is at 26; compared to its 52-week range of 19 to 55.

Netflix (NFLX) June weekly call option implied volatility is at 40, June is at 37, July is at 43; compared to its 52-week range of 26 to 76.

Alphabet (GOOG) June weekly call option implied volatility is at 23, June is at 22, July is at 22; compared to its 52-week range of 16 to 40.

Apple (AAPL) June weekly call option implied volatility is at 31, June is at 29, July is at 26; compared to its 52-week range of 16 to 45.

Option Implied Volatility for Media Companies at Electronic Entertainment Expo 2019 E3 scheduled to begin today

Electronic Arts (EA) 30 day option implied volatility is at 35; compared to its 52-week range of 23 to 58
Znga (ZNGA) 30 day option implied volatility is at 38; compared to its 52-week range of 29 t0 74
Take-Two Interactive (TTWO) 30 day option implied volatility is at 34; compared to its 52-week range of 28 to 72
Alphabet (GOOGL) 30 day option implied volatility is at 23; compared to its 52-week range of 18 to 42
Sony (SNE) 30 day option implied volatility is at 29; compared to its 52-week range of 19 to 45
Microsoft (MSFT) 30 day option implied volatility is at 22; compared to its 52-week range of 16 to 43
Alphabet (GOOG) 30 day option implied volatility is at 24; compared to its 52-week range of 18 to 41
GameStop (GME) 30 day option implied volatility is at 51; compared to its 52-week range of 37 to 86
Netflix (NFLX) 30 day option implied volatility is at 35; compared to its 52-week range of 25 to 76

Sprint Corp. (S) June weekly call option implied volatility is at 87, June is at 84; compared to its 52-week range of 24 to 115 into uncertainty of T-Mobile (TMUS) merger.

iShares 20+ Year Treasury Bond ETF (TLT) May weekly call option implied volatility is at 11, June is at 10; compared to its 52-week range of 8 to 13 after the recent rise US Treasury Futures prices.

States Oil Fund (USO) June weekly call option implied volatility is at 39, June is at 35, July is at 33; compared to its 52-week range of 23 to 62.

Shutterfly (SFLY) June call option implied volatility is at 39, July is at 25; compared to its 52-week range of 24 to 81 into being acquired by Apollo Global affiliates for $2.7B or $51 per share. Call put ratio 7.4 calls to 1 put.

Straddle prices for stocks expected to report quarterly results this week

Chicos (CHS) June 3 straddle priced for move of 28% into the expected release of quarterly results today before the bell.

Dave and Busters Entertainment (PLAY) June weekly 50.50 straddle priced for move of 8% into the expected release of quarterly results today after the bell.

H&R Block (HRB) June 27 straddle priced for move of 9% into the expected release of quarterly results today before the bell.

HD Supply (HDS) June 42.50 straddle priced for move of 5.5% into the expected release of quarterly results today before the bell.

Kraft Heinz (KHC) June weekly 30 straddle priced for move of 4%.

lululemon athletica (LULU) June weekly 172.50 straddle priced for move of 9.5% into the expected release of quarterly results after the bell on June 12.

RH (RH) June weekly 92.50 straddle priced for move of 17% into the expected release of quarterly results after the bell on June 12.

Broadcom (AVGO) June weekly 280 straddle priced for move of 6.5% into the expected release of quarterly results after the bell on June 13.

Increasing unusual option volume: CZR RTN UTX NOC LMT SVRA IWF SIL PSA ASH EROS
Increasing unusual call option volume: PSA ASH IYT HGV FLT MRNA REGI PBF HRB
Increasing unusual put option volume: THO LYB QEP EROS HZNP PAGS VWO AG COUP HRB
Popular stocks with increasing unusual volume: CZR BYND CRM SNAP
Options with decreasing option implied volatility: BKS TIVO SFIX GES SIG DOMO PVTL BOX