Pre-Market IV Report March 1, 2019​

Pre-Market IV Report March 1, 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: CELG LUV BKLN LUV MIC GE DDD LLY VMW CRBP UNH​

Options expected to have increasing volume: TSLA JWN NTNX MAR GPS DDD WDAY DELL PBYI SPLK ADSK VMW CRM​
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S&P Dep Receipts (SPY) March weekly call option implied volatility is at 8, March is at 11; compared to its 52-week range of 9 to 32 on Wednesday was the 37th straight day into the S&P 500 Index closed above its 10-day moving average, according to data compiled by Bloomberg. The streak is the longest since April 2010.​
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Universal Display (OLED) March weekly call option implied volatility is at 40, March is at 38; compared to its 52-week range of 38 to 80 after sharp two-month rally.​
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Coty (COTY) March weekly call option implied volatility is at 27, March is at 27; compared to its 52-week range of 27 to 89.​
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Boeing (BA) March weekly call option implied volatility is at 24, March is at 23; compared to its 52-week range of 19 to 46 after sharp rally.​
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Straddle prices for stocks expected to report results next week ​

Salesforce (CRM) March weekly 162.50 straddle priced for move of 7% into the expected release of EPS after the bell on March 4​
Ambarella (AMBA) March weekly 40.50 straddle priced for move of 10% into the expected release of EPS after the bell on March 5​
Urban Outfitters (URBN) March weekly 31 straddle priced for move of 8.5% into the expected release of EPS after the bell on March 5​
Abercrombie & Fitch (ANF) March weekly 22 straddle priced for move of 12.5% into the expected release of EPS before the bell on March 6​
American Eagle (AEO) March weekly 20.50 straddle priced for move of 10% into the expected release of EPS before the bell on March 6​
Dollar Tree (DLTR) March weekly 96.50 straddle priced for move of 7% into the expected release of EPS on March 6​
Barnes & Noble (BKS) March 6 straddle priced for move of 14% into the expected release of EPS before the bell on March 7​
Block H&R (HRB) March straddle priced for move of 8% into the expected release of EPS before the bell on March 7​
Burlington Stores (BURL) March weekly 170 straddle priced for move of 8% into the expected release of EPS before the bell on March 7​
Costco (COST) March weekly 217.50 straddle priced for move of 3.5% into the expected release of EPS on March 8​
El Pollo Loco (LOCO) March 15 straddle priced for move of 11% into the expected release of EPS after the bell on March 7​
GNC Holdings (GNC) March 2.5 straddle priced for move of 18% into the expected release of EPS before the bell on March 7​
Kroger (KR) March weekly 30 straddle priced for move of 8% into the expected release of EPS before the bell on March 7​
Stratasys (SSYS) March weekly 28 straddle priced for move of 11% into the expected release of EPS before the bell on March 7​
Big Lots (BIG) March 30 straddle priced for move of 13% into the expected release of EPS before the bell on March 8​
Navistar (NAV) March weekly 38 straddle priced for move of 8% into the expected release of EPS before the bell on March 8​
Vail Resorts (MTN) March 210 straddle priced for move of 7% into the expected release of EPS before the bell on March 8​
Increasing unusual option volume: PRAH ATSG HZNP GTN BID KDP FTCH AMCX​
Increasing unusual call option volume: HZNP RESI CYH YINN FTCH AMCX KDP LUV SE JCP​
Increasing unusual put option volume: BID GTT JWN STNE BOX BHF KDP CARS PRGO DELL​
Popular stocks with increasing unusual: MSFT BA CVS JD SQ CELG FIT ​
Options with decreasing option implied volatility: FIT MNST BKNG LB SQ CROX AYX BUD CVNA BOX​
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