Pre-Market IV Report June 18, 2019

Pre-Market IV Report June 18, 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: BKLN KR BB NIO HTZ ZIOP BKS RHT CNX TMUS ZM

Options expected to have increasing volume: ADBE ORCL KMX

Facebook (FB) June call option implied volatility is at 42, July is at 32; compared to its 52-week range of 21 to 53 into announcing blockchain currency Libra with plans to launch in 2020.

Mastercard Inc (MA), Visa Inc Class A (V), American Express (AXP) and PayPal (PYPL) 30 day call option implied volatility into Facebook (FB) announces new crypto currency called ‘Libra’ and FOMC meeting

Mastercard Inc (MA) June call option implied volatility is at 20, July is at 21; compared to its 52-week range of 16 to 45.

Visa Inc Class A (V) June call option implied volatility is at 19, July is at 20; compared to its 52-week range of 15 to 40.

American Express (AXP) June call option implied volatility is at 20, July is at 23; compared to its 52-week range of 14 to 40.

PayPal (PYPL) June call option implied volatility is at 25, July is at 24; compared to its 52-week range of 20 to 51 into Facebook (FB) announces new crypto currency called ‘Libra’ and FOMC meeting.

Kroger (KR) June call option implied volatility is at 90, July is at 40; compared to its 52-week range of 22 to 47 into the expected release of quarterly results before the bell on June 20.

BlackBerry (BB) June call volume, option implied volatility and share price increases

BlackBerry (BB) June call option implied volatility is at 37, July is at 53; compared to its 52-week range of 30 to 61 into the expected release of quarterly results on June 26. Call put ratio 6.6 calls to 1 put with focus on June 8.5 calls.

Straddle prices for stocks expected to report quarterly results this week

Adobe (ADBE) June 275 straddle priced for a move of 4.5% into the expected release of quarterly results today after the bell.

Jabil Circuit (JBL) June 27 straddle priced for a move of 8% into the expected release of quarterly results today after the bell.

La-Z-Boy (LZB) June 30 straddle priced for a move of 9% into the expected release of quarterly results today after the bell.

The Kraft Heinz Company (KHC) June 30 straddle priced for a move of 3% into the expected release of quarterly results.

Oracle (ORCL) June 53 straddle priced for a move of 5% into the expected release of quarterly results after the bell on June 19.

Steelcase (SCC) June 17.50 straddle priced for a move of 8% into the expected release of quarterly results after the bell on June 19.

Winnebago (WGO) June 35 straddle priced for a move of 11% into the expected release of quarterly results before the bell on June 19.

Canopy Growth Corporation (CGC) June straddle 42 priced for a move of 8.5% into the expected release of quarterly results after the bell on June 20.

Darden (DRI) June 120 straddle priced for a move of 5.5% into the expected release of quarterly results before the bell on June 20.

Commercial Metals (CMC) June 15 straddle priced for a move of 8% into the expected release of quarterly results before the bell on June 20.

Korn Ferry (KFY) June 45 straddle priced for a move of 7.5% into the expected release of quarterly results after the bell on June 20.

Kroger (KR) June 24.50 straddle priced for a move of 8% into the expected release of quarterly results before the bell on June 20.

CarMax (KMX) June straddle 84 priced for a move of 8% into the expected release of quarterly results before the bell on June 20.

The CME FedWatch tool data reveals the chance for a FOMC rate cut on Wednesday dropped from 23.3% on Friday to 17.5% on Monday. Investors will be listening FOMC language

Increasing unusual option volume: ERF CYH CNX XES PLT EBIX CNQ TKR BID ACWI AMT
Increasing unusual call option volume: CNQ TKR BID KN AMT PLAN HOLX CCK ALLY GASL HTZ OHI FOLD AEO
Increasing unusual put option volume: CNX CYH ARRY XES BCS BHVN LSTR LIN STNG EROS FTR AKS MJ AMT
Popular stocks with increasing unusual volume: TEVA BYND DIS
Options with decreasing option implied volatility: LOW MYL PLAY CLDR GME ARQL TLRD RH LULU PYX HRB ARRY NYCB NLY
Active options: FB TSLA AMD AAPL DIS BYND NFLX MU BABA GE AMZN BAC MSFT SNAP NVDA RIG CNX BA TEVA QCOM