Pre-Market IV Report March 19, 2019

Pre-Market IV Report March 19, 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: YETI DVA NFLX PSEC IBM PFF​

Options expected to have increasing volume: YETI NKE MU FDX DLTH HDS SCS MIK TLRY CGC REV NVDA​

YETI Holdings, Inc. (YETI) April call option implied volatility is at 83, May is at 74; compared to its 52-week range of 48 to 83 as shares trade near a record high.​ (Shares for the ice chest, drinkware are difficult to borrow)
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NVIDIA (NVDA) weekly option implied volatility elevated on more calls than puts into analyst meeting ​
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NVIDIA (NVDA) March weekly call option implied volatility is at 53, April is at 37; compared to its 52-week range of 16 to 45 into a company hosted analyst meeting on March 19. Call put ratio 1.6 calls to 1 put with focus on March weekly 172.50 and 175 calls.​
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S&P Dep Receipts (SPY) 30-day option implied volatility ticked up even as the market rallied into this Wednesday FOMC meeting decision on whether it will move the target Fed Funds rate.​
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S&P Dep Receipts (SPY) 30 day call option implied volatility is at 11 compared to its 52-week range 8 to 31​
Powershares Senior Loan Portfolio (BKLN) 30 day call option implied volatility is at 8 compared to its 52-week range of 4 to 18. July 21 puts are active. ​
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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 32 and 34 puts are active.​
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United States Oil Fund (USO) March weekly call option implied volatility is at 26, April is at 25; compared to its 52-week range of 22 to 62 as WTI crude trades above its 200-day moving average.​
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Proshares Ultra Dj-ubs Crude Oil (UCO) March weekly call option implied volatility is at 44, April is at 49; compared to its 52-week range of 41 to 121 as WTI Crude trades near four-month highs.​

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Straddle prices for stocks expected to report results this week​

FedEx (FDX) March weekly 182.50 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​
Steelcase (SCS) April 17.50 straddle priced for move of 12% into the expected release of EPS after the bell on March 20​
Michael Companies (MIK) April 12.50 straddle priced for move of 11% into the expected release of EPS before the bell on March 19​
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% 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 57.50 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 (LE) 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 87.50 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 6.5% into the expected release of EPS after the bell on March 22​
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Increasing unusual option volume: FIS SYNA ASH XOP MIK COTY DERM VNTR WTI DSW CHL STNG HOME​
Increasing unusual call option volume: FIS MIK ASH WTI USAT BITA COTY HOME STNG​
Increasing unusual put option volume: SYNA FIS COTY DERM MIK MCHI STNE CM LL KEM SBAC DF​
Popular stocks with increasing unusual: GM SNAP ACB TLRY COTY​
Options with decreasing option implied volatility: SFIX KPTI HEAR TLRD CLDR RCII​
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