Pre-Market IV Report June 4, 2019

Pre-Market IV Report June 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 over looked information.

Options with increasing option implied volatility: ZYNE S UCO LK HOME TIVO TEVA QEP WAGE BBBY DVA USO FB FDX

Options expected to have increasing volume: CRM TIF NAV BOX UBER COUP CLR FB AAPL GOOGL GOOG AMZN BYND

Salesforce (CRM) June weekly call option implied volatility is at 75, June is at 45, July is at 37; compared to its 52-week range of 19 to 56 into the expected release of quarterly results today after the bell.

Weekly option implied volatility bid as Silicon Valley is targeted by U.S. over antitrust

Amazon (AMZN) June weekly call option implied volatility is at 38, June is at 32, July is at 30; compared to its 52-week range of 18 to 54 as Silicon Valley is targeted by U.S. over antitrust.

Facebook (FB) June weekly call option implied volatility is at 50, June is at 37, July is at 32; compared to its 52-week range of 20 to 53.

Alphabet (GOOG) June weekly call option implied volatility is at 32, June is at 27, July is at 25; compared to its 52-week range of 17 to 40.

Apple (AAPL) June weekly call option implied volatility is at 35, June is at 32, July is at 28; compared to its 52-week range of 16 to 46.

Uber (UBER) June weekly call option implied volatility is at 48, June and July is at 44; compared to its 3-week range of 48 to 49 into initiated with a Buy at Mizuho, initiated with an Overweight at Barclays, initiated with an Outperform at JMP Securities.

Lyft (LYFT) June weekly call option implied volatility is at 57, June is at 52; compared to its 5-week range of 48 to 78.

Walmart (WMT) June weekly call option implied volatility is at 21, June is at 19, July is at 18; compared to its 52-week range of 14 to 30 into its annual meeting on June 5.

Kohls (KSS) June weekly call option implied volatility is at 40, June is at 37, July is at 36; compared to its 52-week range of 27 to 58 as shares trade at lower end of historic range.

TJX (TJX) June and July call option implied volatility is at 24; compared to its 52-week range of as shares trade at lower end of historic range 16 to 38.

Macy (M) June weekly call option implied volatility is at 39, June is at 34, July is at 35; compared to its 52-week range of 30 to 60 as shares trade at lower end of range.

Nordstrom (JWN) June weekly call option implied volatility is at 36, June is at 34, July is at 32; compared to its 52-week range of 28 to 58 as shares trade at lower end of historic range.

Straddle prices for stocks expected to report quarterly results this week

Navistar (NAV) June weekly 31 straddle priced for move of 9% into the expected release of quarterly results today before the bell.

Ambarella (AMBA) June weekly 38 straddle priced for move of 11.5% into the expected release of quarterly results today after the bell.

GameStop (GME) June weekly 7.5 straddle priced for move of 13% into the expected release of quarterly results today after the bell.

Salesforce (CRM) June weekly 145 straddle priced for move of 6.5% into the expected release of quarterly results today after the bell.

Kraft Heinz (KHC) June weekly 28.50 straddle priced for move of 3.55% into the expected release of quarterly results.

Tiffany (TIF) June weekly 90 straddle priced for move of 7% into the expected release of quarterly results today before the bell.

American Eagle (AEO) June weekly 18 straddle priced for move of 9% into the expected release of quarterly results before the bell on June 5.

Campbell Soup (CPB) June weekly 37.50 straddle priced for move of 5.5% into the expected release of quarterly results before the bell on June 5.

Cloudera (CLDR) June weekly 9 straddle priced for move of 16% into the expected release of quarterly results after the bell on June 5.

Stich Fix (SFIX) June weekly 22.50 straddle priced for move of 15% into the expected release of quarterly results after the bell on June 5.

United Natural Foods (UNFI) June 10 straddle priced for move of 19% into the expected release of quarterly results after the bell on June 5.

At Home (ATHM) June 85 straddle priced for move of 11% into the expected release of quarterly results before the bell on June 5.

Beyond Meat (BYND) June weekly 96 straddle priced for move of 18% into the expected release of quarterly results after the bell on June 6.

Ciena (CIEN) June weekly 35 straddle priced for move of 9% into the expected release of quarterly results before the bell on June 6.

Signet Jewelers (SIG) June weekly 19 straddle priced for move of 16% into the expected release of quarterly results before the bell on June 6.

The J.M. Smucker Company (SJM) June 125 straddle priced for move of 5% into the expected release of quarterly results before the bell on June 6.

Vail Resorts (MTN) June 210 straddle priced for move of 6.5% into the expected release of quarterly results after the bell on June 6.

Zoom Video (ZM) June 75 straddle priced for move of 16% into the expected release of quarterly results after the bell on June 6.

Zumiez (ZUMZ) June 20 straddle priced for move of 12% into the expected release of quarterly results after the bell on June 6.

Increasing unusual option volume: DAN LGCY EWC EZA BFR CAL MRTX BPMC GES DOCU
Increasing unusual call option volume: BFR BPMC DOCU LGCY CAL EZA MRTX SFLY PRGO KWEB CY
Increasing unusual put option volume: EWC GES WU CMI MRTX CY GWRE ENB CLDR MBI BOX
Popular stocks with increasing unusual volume: CRM SNAP VZ
Options with decreasing option implied volatility: CARA JMIA CPRI DBI NTNX MOMO ZS BIG CY ANF DKS
Active options: FB AAPL AMD TSLA AMZN BAC MSFT BABA NFLX NIO BA NVDA T TWTR CNC CRM F VZ SNAP