Pre-Market IV Report March 12, 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.​
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Options with increasing option implied volatility: FOXA BMY S TLRD CELG ABB CTXS LLY BMY KNDI HCA VKTX RRC CVS HEAR SFIX DKS BBBY RCII BA SPWR ORCL WSM ADBE CAG​

Options expected to have increasing volume: FIT ADT SFIX COUP DKS BA SPR WSM ADBE ORCL ​
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Apple (AAPL) March call option implied volatility is at 21, April is at 19; compared to its weekly range of 16 to 46 into hosting a “special event” live from the Steve Jobs Theater in Cupertino, California on March 25, 2019.​
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Boeing (BA) March call option implied volatility is at 43, April is at 31; compared to its 52-week range of 19 to 45 after Singapore, Australia, China, Indonesia ground Boeing’s 737 MAX 8. ​
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Spirit AeroSystems (SPR) March call option implied volatility is at 23, April is at 24; compared to its 52-week range of 20 to 50 after Singapore, Australia, China, Indonesia ground Boeing (BA) 737 MAX 8. Call put ratio 2.9 calls to 1 put. ​

Arthur J. Gallagher (AJG) March call option implied volatility is at 16, April is at 15; compared to its 52-week range of 12 to 29 into a company hosted investor day today.​

Ligand (LGND) March call option implied volatility is at 58, April is at 54; compared to its 52-week range of 29 to 92 into a company hosted investor day today.​

Cypress Semiconductor (CY) March call option implied volatility is at 42, April is at 30; compared to its 52-week range of 28 to 59 into a company hosted analyst day on March 13. ​
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Straddle prices for stocks expected to report results this week​

Williams-Sonoma (WSM) March 57.50 straddle priced for move of 3.5% into the expected release of EPS after the bell on March 12​
Tailored Brands (TLRD) March 12 straddle priced for move of 17% into the expected release of EPS after the bell on March 13​
Build-A-Bear Workshop (BBW) March 5 straddle priced for move of 15% into the expected release of EPS on March 13​
Adobe (ADBE) March 260 straddle priced for move of 5% into the expected release of EPS after the bell on March 14​
Broadcom (AVGO) March 270 straddle priced for move of 4.5% into the expected release of EPS after the bell on March 14​
Dollar General (DG) March 120 straddle priced for move of 6% into the expected release of EPS before the bell on March 14​
Jabil (JBL) March 27 straddle priced for move of 7% into the expected release of EPS after the bell on March 14​
Kandi Technologies (KNDI) March 7 straddle priced for move of 13% into the expected release of EPS on March 14​
Oracle (ORCL) March 52.50 straddle priced for move of 5.5% into the expected release of EPS after the bell on March 14​
Ulta Beauty (ULTA) March 310 straddle priced for move of 8% into the expected release of EPS after the bell on March 14​
Buckle (BKE) March 19 straddle priced for move of 7% into the expected release of EPS after the bell on March 15​

Increasing unusual option volume: BRFS AMG AXGT DKS RLGY BTG MLNX TLRD PSA SFIX​
Increasing unusual call option volume: BRFS DKS PSA KAR BTG AXGT MLNX CNAT SE ​
Increasing unusual put option volume: TLRD AMG RLGY MLNX ZTS QEP SFIX​
Popular stocks with increasing unusual: LLY VALE WFC​
Options with decreasing option implied volatility: BIG COST OKTA MRVL CWH AOBC AXSM TLRD AMG​
Active options: LLY AAPL NIO AMZN GE TSLA NVDA FB AMD NFLX MU BAC ELAN BABA CVS MSFT JD COST F BMY​
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