Pre-Market IV Report March 14, 2019

Pre-Market IV Report March 14, 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 overlooked information.

Options with increasing option implied volatility: TLRY BMY ORCL NLSN BB BA NKE CELG ASHR OSTK BBBY VHC

Options expected to have increasing volume: FB AMZN AAPL MSFT SNE BA SPR LUV TLRD SMTC ADBE JNJ MDB CLDR

Boeing (BA) March call option implied volatility is at 47, April is at 38; compared to its 52-week range of 19 to 46 after U.S. grounds Boeing 737 Max.

Southwest Airlines (LUV) March call option implied volatility is at 44, April is at 31; compared to its 52-week range of 20 to 46 after U.S. grounds Boeing 737 Max.

Option implied volatility for Airlines on Boeing 737 Max grounding

Delta Air Lines (DAL) 30 day call option implied volatility is at 27; compared to its 52-week range of 20 to 46

United Continental (UAL) 30 day call option implied volatility is at 25; compared to its 52-week range of 22 to 48

American Airlines (AAL) 30 day call option implied volatility is at ; compared to its 52-week range of

Facebook (FB) March call option implied volatility is at 23, April is at 22; compared to its 52-week range of 20 to 53

Coupa Software (COUP) March call option implied volatility is at 40, April is at 30; compared to its 52-week range of 34 to 81 after wide price movement.

Roku (ROKU) March call option implied volatility is at 96, April is at 62; compared to its 52-week range of 45 to 103 after large sell off.

General Electric (GE) March call option implied volatility is at 113, April is at 45; compared to its 52-week range of into 21 to 72 into investor update.

Johnson & Johnson (JNJ) March call option implied volatility is at 32, April is at 17; compared to its 52-week range of 12 to 34 into ordered to pay $29M in talc-linked cancer suit

US stock SPY and Nasdaq were up all day on Wednesday, led by the Nasdaq which was up nearly 1%. SPY 30-day option implied volatility is near its lowest levels since October, 2018. WTI Crude Oil futures prices remain active, up nearly 2%.

S&P Dep Receipts (SPY) March and April call option implied volatility is at 11; compared to its 52-week range of 8 to 32.

United States Oil Fund (USO) March call option implied volatility is at 25, April is at 27; compared to its 52-week range of 23 to 62 after WTI Crude Oil trends higher.

Straddle prices for stocks expected to report results this week

Adobe (ADBE) March 265 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 5.5% into the expected release of EPS after the bell on March 14

Dollar General (DG) March 121 straddle priced for move of 6.5% into the expected release of EPS before the bell on March 14

Jabil (JBL) March 27.50 straddle priced for move of 7% into the expected release of EPS after the bell on March 14

Kandi Technologies (KNDI) March 8 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% into the expected release of EPS after the bell on March 14

Ulta Beauty (ULTA) March 315 straddle priced for move of 7% 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

Increasing unusual option volume: ROKU BA LUV TLRY ARCC CLNE EXP GRMN SIRI YETI NLSN DG ACB BA ASHS
Increasing unusual call option volume: ARCC SIEN CFX CCI CLNE VRAY BCE GRMN PLD MGA KSU EXP SPR COUP
Increasing unusual put option volume: BCE YETI BA STMP ROKU PRTY COTY KNDI
Popular stocks with increasing unusual: BA ROKU LLY NIO
Options with decreasing option implied volatility: COTY KO NTNX MLNX KHC NIO BIG COUP SFIX

Active options: GE AAPL BA NVDA LLY BAC ACB ROKU FB AMD MRK NFLX AMZN TSLA NIO C CVS MU MSFT BABA