Pre-Market IV Report March 13, 2019

Pre-Market IV Report March 13, 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: BBBY BA ORCL ADBE ULTA LL FFIV ELAN DAL LULU HPE AVGO​

Options expected to have increasing volume: BA SPR LUV ADBE SPY QQQ RUT COUP ULTA AVGO ORCL NKE UA UAA​
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Boeing (BA) option implied volatility stays elevated​

Boeing (BA) March call option implied volatility is at 57, April is at 39; compared to its 52-week range of 19 to 45 as 31. Call put ratio 1 call to 1.1 puts. ​
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Spirit AeroSystems (SPR) March call option implied volatility is at 31, April is at 27; compared to its 52-week range of 20 to 50 as airliners ground Boeing 737 Max aircraft. Call put ratio 1 call to 3.8 puts. ​
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Southwest Airlines (LUV) March call option implied volatility is at 33, April is at 29; compared to its 52-week range of 20 to 46. Call put ratio 1 call to 1.4 puts with focus on March weekly puts. ​
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S&P Dep Receipts (SPY) March call option implied volatility is at 11, April is at 11; compared to its 52-week range of 8 to 31.​
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Ishares S&p Software Index Fund (IGV) March call option implied volatility is at 14, April is at 18; compared to its 52-week range of 16 to 44. Call put ratio 1 call to 5 puts.​
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Market Vectors Semiconductor ETF (SMH) March call option implied volatility is at 22, April is at 23; compared to its 52-week range of 18 to 40. Call put ratio 1 call to 3.1 puts.​
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Technology Select Sector Spdr Fund (XLK) March call option implied volatility is at 13, April is at 14; compared to its 52-week range of 13 to 37 after sharp rally. Call put ratio 3.1 calls to 1 put with focus on April 70 and 73 calls. ​
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Utilities Sel Sect Spdr Fd (XLU) March call option implied volatility is at 12, April is at 12; compared to its 52-week range of 12 to 23 as shares near record high. Call put ratio 1 call to 4.1 puts. ​
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Vanguard Ftse Europe Etf (VGK) March call option implied volatility is at 9, April is at 10; compared to its 52-week range of 11 to 25. Call put ratio 1 call to 21 puts.​

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Ishares Msci Emerging Markets Etf (EEM) March call option implied volatility is at 16, April is at 17; compared to its 52-week range of 15 to 29. Call put ratio 1 call to 3.5 puts.​
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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. Call put ratio 2.3 calls to 1 put. ​
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Cypress Semiconductor (CY) March call option implied volatility is at 35, April is at 30; compared to its 52-week range of 28 to 59 into a company hosted analyst day today. Call put ratio 5.8 calls to 1 put.​

Straddle prices for stocks expected to report results this week​

Tailored Brands (TLRD) March 12 straddle priced for move of 17% into the expected release of EPS after the bell today
Build-A-Bear Workshop (BBW) March 5 straddle priced for move of 15% into the expected release of EPS today
Adobe (ADBE) March 262.50 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 5.5% into the expected release of EPS before the bell on March 14​
Jabil (JBL) March 27.50 straddle priced for move of 7.5% 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 53 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​
Noodles (NDLS) March 7.5 straddle priced for move of 14% into the expected release of EPS 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
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Increasing unusual option volume: SIRI PFE GGB ZTO GDS KODK SWCH VSTM TRP AKRX WDR MDR​
Increasing unusual call option volume: GGB GDS VSTM AKRX IEF WBC TRP HRTX​
Increasing unusual put option volume: ZTO GGB GDS TRP NOG MDR LOCO HAIN ​
Popular stocks with increasing unusual: NIO VALE SNAP SIRI PFE BA ORCL ALK UA​
Options with decreasing option implied volatility: DKS SFIX MOMO CRBP BMY AXSM NIO HIQ CHS BZUN UNFI BIG MLNX COUP IGT ANF HRB​
Active options: LLY AAPL BA ELAN NVDA GE NIO FB AMD BAC TSLA MU AMZN MSFT NFLX BABA VALE WFC SNAP JD​
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