Pre-Market IV Report March 19, 2020

Pre-Market IV Report March 19, 2020

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: APRN UAL JNUG F JDST ERI SAVE NLY BKLN F GME LUV AMRN EWJ XLE XLF XLU​

Options expected to have increasing volume: BA DIS XOM FB MSFT T​

Boeing (BA) March call option implied volatility is at 307, April is at 211; compared to its 52-week range of 23 to 222.

United States Oil Fund (USO) 30-day option implied volatility is at 147; compared to its 52-week range of 22 to 151 as WTI Crude trades near $23.​
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Option implied volatility for 2019 momentum stocks ​

Virgin Galactic Holdings (SPCE) 30-day option implied volatility is at 210; compared to its 52-week range of 39 to 223.
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Beyond Meat (BYND) 30-day option implied volatility is at 130; compared to its 52-week range of 47 to 140.​
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Tesla (TSLA) 30-day option implied volatility is at 154; compared to its 52-week range of 34 to 154.​
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Uber (UBER) 30-day option implied volatility is at 191; compared to its 52-week range of 36 to 192.​
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Lyft (LYFT) 30-day option implied volatility is at 190; compared to its 52-week range of 38 to 190. ​
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Peloton (PTON) 30-day option implied volatility is at 135; compared to its 52-week range of 58 to 158​.

Smile Direct (SDC) 30-day option implied volatility is at 125; compared to its 52-week range of 59 to 140. ​
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Slack (WORK) 30-day option implied volatility is at 136; compared to its 52-week range of 43 to 169.​
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Luckin Coffee Inc. (LK) 30-day option implied volatility is at 134; compared to its 52-week range of 53 to 162.​

Roku (ROKU) 30-day option implied volatility is at 121; compared to its 52-week range of 50 to 130.​
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Shopify (SHOP) 30-day option implied volatility is at 110; compared to its 52-week range of 37 to 123.​
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Stitch Fix (SFIX) 30-day option implied volatility is at 130; compared to its 52-week range of 46 to 131.​
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Amarin (AMRN) March call option implied volatility is at 177, April is at 168; compared to its 52-week range of 55 to 223 compared to its 52-week range into Vascepa court’s patent litigation decision this spring.​
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Option implied volatility for banks​

Bank of America (BAC) 30-day option implied volatility at 127; compared to its 52-week range of 17 to 124​
JPMorgan (JPM) 30-day option implied volatility at 117; compared to its 52-week range of 15 to 119​
Wells Fargo (WFC) 30-day option implied volatility at 138; compared to its 52-week range of 16 to 138​
Citigroup (C) 30-day option implied volatility at 144; compared to its 52-week range of 18 to 145​
Goldman Sachs (GS) 30-day option implied volatility at 115; compared to its 52-week range of 17 to 115​
Morgan Stanley (MS) 30-day option implied volatility at 115; compared to its 52-week range of 19 to 120​
Bank of New York Mellon (BK) 30-day option implied volatility at 117; compared to its 52-week range of 17 to 118​
Comerica (CMA) 30-day option implied volatility at 158; compared to its 52-week range of 22 to 162​
PNC Financial Services (PNC) 30-day option implied volatility at 111; compared to its 52-week range of 16 to 115​
U.S. Bancorp (USB) 30-day option implied volatility at 125; compared to its 52-week range of 14 to 121​
State Street (STT) 30-day option implied volatility at 58; compared to its 52-week range of 23 to 112​
Capital One Financial (COF) 30-day option implied volatility at 132; compared to its 52-week range of 17 to 96​
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Straddle Prices for Stocks Expected to Report Quarterly Results This Week​

Accenture (ACN) March 150 straddle priced for a move of 15% into the expected release of quarter results today before the bell ​
Commercial Metals (CMC) March 11 straddle priced for a move of 26% into the expected release of quarter results today before the bell ​
Darden (DRI) March 34 straddle priced for a move 28% of into the expected release of quarter results today before the bell ​
Lennar (LEN) March 30 straddle priced for a move of 15 into the expected release of quarter results today before the bell ​
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Increasing unusual option volume: TIP FXY APRN UUP OIL BIP​
Increasing unusual call option volume: UUP APRN APTV EDU OIL JETS UNFI​
Increasing unusual put option volume: FXY APRN HABT BILL AER TDC​
Popular stocks with increasing unusual volume: BA AAL NIO XOM DAL CCL DIS UAL​
Options with decreasing option implied volatility: BHVN AXSM IRBT EFA GUSH S OILU​
Active options March 18: AAPL TSLA BAC MSFT AMD DIS BA UBER AAL GE F GILD NIO AMZN WMT FB DAL XOM NVDA CCL​
Globe S&P futures are recently mixed from previous day. Nikkei 225 down 1%, DAX down mixed, WTI Crude oil is recently at $22.89, gold at $1481 an ounce ​
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