Pre-Market IV Report March 18, 2019​

Pre-Market IV Report March 18, 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: DIS BBBY NRG BA CGC UAL DG PGR EGA AXP LUV​

Options expected to have increasing volume: NKE MU DIS MAR ACB CRON TLRY CGC DB CZR​
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Boeing (BA) option expected to be active on WSJ report DOJ probing 737 Max jets​

Boeing (BA) March weekly call option implied volatility is at 37, April is at 30; compared to its 52-week range of 19 to 46 into WSJ report DOJ probing 737 Max jets.​
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Tilray, Inc. (TLRY) March weekly call option implied volatility is at 96, May is at 77; compared to its 52-week range of 68 to 314 into expected release of EPS today after the market close.​
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Deutsche Bank (DB) March weekly call option implied volatility is at 32, April is at 35; compared to its 52-week range of 27 to 61 into confirming merger talks with Commerzbank, Reuters reports.​
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Caesars Entertainment (CZR) March weekly call option implied volatility is at 42, April is at 39; compared to its 52-week range of 33 to 83 into exploring merger, Reuters reports.​

Marriott (MAR) March weekly call option implied volatility is at 29, April is at 23; compared to its 52-week range of 18 to 39 into a company hosted analyst meeting today.​
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NVIDIA (NVDA) March weekly call option implied volatility is at 43, April is at 36; compared to its 52-week range of 16 to 45 into a company hosted analyst meeting on March 19.​
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Straddle prices for stocks expected to report results this week​

Lumber Liquidators (LL) March weekly 10 straddle priced for move of 18% into the expected release of EPS before the bell on March 18​
NII Holdings (NIHD) April 5 straddle priced for move of 33% into the expected release of EPS before the bell on March 18​
Overstock.com, Inc. (OSTK) March weekly 20.50 straddle priced for move of 19% into the expected release of EPS before the bell on March 18​
Revlon (REV) April 20 straddle priced for move of 16% into the expected release of EPS before the bell on March 18​
Tilray (TLRY) March weekly 72.50 straddle priced for move of 12% into the expected release of EPS after the bell on March 18​
Uniti Group (UNIT) April 10 straddle priced for move of 20 into the expected release of EPS on March 18​
Duluth Holdings (DLTH) April 22.50 straddle priced for move of 17% into the expected release of EPS before the bell on March 19​
FedEx (FDX) March weekly 177.50 straddle priced for move of 6.5% into the expected release of EPS after the bell on March 19​
HD Supply (HDS) April 42.50 straddle priced for move of 7.5% into the expected release of EPS before the bell on March 19​
Michael Companies (MIK) April 12.50 straddle priced for move of 13% into the expected release of EPS before the bell on March 19​
Steelcase (SCS) April 17.50 straddle priced for move of 12% into the expected release of EPS after the bell on March 20​
General Mills (GIS) April 47.50 straddle priced for move of 3% into the expected release of EPS before the bell on March 20​
Micron (MU) March weekly 39.50 straddle priced for move of 7.5% into the expected release of EPS after the bell on March 20​
Williams Sonoma (WSM) April 55 straddle priced for move of 11% into the expected release of EPS after the bell on March 20​
Carnival (CCL) March weekly 56.50 straddle priced for move of 3.5% into the expected release of EPS before the bell on March 21​
ConAgra (CAG) April 23 straddle priced for move of 9% into the expected release of EPS before the bell on March 21​
Lands End (b) March weekly 17.50 straddle priced for move of 13% into the expected release of EPS before the bell on March 21​
Nike (NKE) March weekly straddle 87% priced for move of 6% into the expected release of EPS after the bell on March 21​
Tiffany (TIF) March weekly 96.50 straddle priced for move of 7% into the expected release of EPS after the bell on March 22​
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Powershares Senior Loan Portfolio (BKLN) and Spdr Barclays High Yield Bond Etf (JNK) puts active into FOMC meeting​
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Powershares Senior Loan Portfolio (BKLN) 30 day call option implied volatility is at 10; compared to its 52-week range of 4 to 18. October 20 and January 15 puts are active. ​

Spdr Barclays High Yield Bond Etf (JNK) 30 day call option implied volatility is at 8; compared to its 52-week range of 4 to 17. January 22, 34 and 35 puts are active.​
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Increasing unusual option volume: ZGNX NOV QGEN XENT VRAY NSTG RJF AFL COTY ​
Increasing unusual call option volume: SFM ZGNX NOV XENT NSTG VRAY CLNY VSAT​
Increasing unusual put option volume: NTR NOV JBL SKT PDFS VRAY COTY AFL CLDR WETF LL ULTA​
Popular stocks with increasing unusual: SNAP ORCL ADBE COTY AEO BA ORCL DELL MRVL​
Options with decreasing option implied volatility: DKS COUP SFIX CRBP MOMO SFIX MLNX YUMC COTY​
Active options: AAPL FB BA TSLA AMZN MSFT GE SNAP COTY NVDA BAC AMD NFLX QCOM ACB NIO MU BABA ORCL ADBE​
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