Pre-Market IV Report March 20, 2020

Pre-Market IV Report March 20, 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: JDST APRN PENN GES NAV CZR UAL IMAX MGM LB CAKE SAVE NAV ETFC​

Options expected to have increasing volume: BA CCL RCL NCLH UAL DAL SPY QQQ RUT IWM XLU​

Federal Reserve tp buy $107B in securities today
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United States Oil Fund (USO) 30-day option implied volatility is at 149; compared to its 52-week range of 22 to 151 as WTI Crude trades back above $27. Call put ratio 2.2 calls to 1 put. ​
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Boeing (BA) March call option implied volatility is at 294, April is at 231; compared to its 52-week range of 23 to 222. Call put ratio 1.3 calls to 1 put. ​

Coty (COTY) 30-day option implied volatility is at 137; compared to its 52-week range of 33 to 136. Call put ratio 11.4 calls to 1 put with focus on August 6 calls. ​
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Option implied volatility for energy stocks ​
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Conoco (COP) 30-day option implied volatility is at 131; compared to its 52-week range of 20 to 151 into WTI Crude oil at $27.08.​

ExxonMobil (XOM) 30-day option implied volatility is at 107; compared to its 52-week range of 16 to 110 into WTI Crude oil up 7.3% to $27.08.​

BP plc (BP) 30-day option implied volatility is at 131; compared to its 52-week range of 15 to 155 into WTI Crude oil up 7.3% to $27.08.​

Chevron (CVX) 30-day option implied volatility is at 112; compared to its 52-week range of 15 to 112 into WTI Crude oil up 7.3% to $27.08.​

Continental Resources (CLR) 30-day option implied volatility is at 219; compared to its 52-week range of 34 to 252 into WTI Crude oil up 7.3% to $27.08.​

EOG Resources (EOG) 30-day option implied volatility is at 153; compared to its 52-week range of 26 to 153 into WTI Crude oil up 7.3% to $27.08.​

Transocean (RIG) 30-day option implied volatility is at 343; compared to its 52-week range of 44 to 440 into WTI Crude oil up 7.3% to $27.08.​

Diamond Offshore Drilling (DO) 30-day option implied volatility is at 256; compared to its 52-week range of 47 to 420 into WTI Crude oil up 7.3% to $27.08.​

Concho Resources (CXO) 30-day option implied volatility is at 126; compared to its 52-week range of 29 to 150 into WTI Crude oil up 7.3% to $27.08.​

Apache (APA) 30-day option implied volatility is at 253; compared to its 52-week range of 31 to 245 into WTI Crude oil up 7.3% to $27.08.​

Occidental Petroleum (OXY) 30-day option implied volatility is at 179; compared to its 52-week range of 20 to 201.​

Murphy Oil (MUR) 30-day option implied volatility is at 230; compared to its 52-week range of 33 to 230.​

Chesapeake Energy (CHK) 30-day option implied volatility is at 226; compared to its 52-week range of 59 to 447. Call put ratio 4.8 calls to 1 put. ​

Diamondback Energy (FANG) 30-day option implied volatility is at 195; compared to its 52-week range of 30 to 211. ​

Oasis Petroleum (OAS) 30-day option implied volatility is at 379; compared to its 52-week range of 50 to 580. Call put ratio 14.1 calls to 1 put.​

Marathon Oil (MRO) 30-day option implied volatility is at 177; compared to its 52-week range of 30 to 269. Call put ratio 2.8 calls to 1 put.​

Halliburton (HAL) 30-day option implied volatility is at 223; compared to its 52-week range of 28 to 223 into WTI Crude oil is recently at $27.47.​

Schlumberger Ltd. (SLB) 30-day option implied volatility is at 151; compared to its 52-week range of 25 to 173 into WTI Crude oil up 7.3% to $27.08.​
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Magellan Midstream Partners (MMP) 30-day option implied volatility is at 128; compared to its 52-week range of 14 to 142. ​
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Straddle prices for stocks expected to report quarterly results next week​

At Home (ATHM) April 70 straddle priced for a move of 21% into the expected release of quarter results after the bell on March 24.​

Nike (NKE) March weekly 70 straddle priced for a move of 21% into the expected release of quarter results after the bell on March 24.​

Steelcase (SCS) April 7.5 straddle priced for a move of 33% into the expected release of quarter results after the bell on March 24.​

Micron (MU) March weekly 36.50 straddle priced for a move of 16% into the expected release of quarter results after the bell on March 25.​

Paychex (PAYX) April 57.50 straddle priced for a move of 23% into the expected release of quarter results before the bell on March 25. ​

Winnebago (WGO) April 20 straddle priced for a move of 38% into the expected release of quarter results on March 25. ​

GameStop (GME) March weekly 4 straddle priced for a move of 35% into the expected release of quarter results after the bell on March 26. ​

RH (RH) March weekly 90 straddle priced for a move of 31% into the expected release of quarter results on March 26. ​

Signet (SIG) March weekly 8 straddle priced for a move of 50% into the expected release of quarter results on March 26. ​

Carnival Cruise Lines (CCL) March 10 straddle priced for a move of 13% into reports preliminary Q1 EPS 22c, consensus 27c.​

Increasing unusual option volume: WTRH OILU UUP CDAY SUM ADT SNY IMAX​
Increasing unusual call option volume: WTRH OILU UUP TIF ADT SNY TAK KBE ​
Increasing unusual put volume: CDAY OLLI SIRI IMAX ATUS ADT APRN​
Popular stocks with increasing unusual volume: DIS AAL SNAP F​
Options with decreasing option implied volatility: SPXS INO CNXM UVXY SDS OKE KRE WORK​
Active options: AAPL TSLA UBER F BAC MSFT SNAP GILD AMD DIS AMZN GE FB AAL BA NVDA NFLX DAL SQ JPM ​

Globe S&P futures are recently up 2.5% from previous day. Nikkei 225 down 1%, DAX down up 6.4%, WTI Crude oil is recently at $27.47, natural gas up 0.9%, gold at $1517 an ounce. ​
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