Pre-Market IV Report March 21, 2019

Pre-Market IV Report March 21, 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 NFLX SKX DVA VIAB IBM CZZ CSX MLNX DIS MO AMD UPS GRUB​

Options expected to have increasing volume: MU DLTH NKE WSM BA UNIT GES​
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Option implied volatility declined after The Fed held rates steady and indicated they’d pause rate hikes for the remainder of 2019. ​
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10-Year Treasury Note prices rallied after the more dovish statement from the Fed. 10-Year Treasury option implied volatility remains at historically low levels.​

WTI Crude Oil futures prices continued to climb above $60 per barrel, option implied volatility is low. ​
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Asset gathers option implied volatility comes in after FOMC​
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JPMorgan (JPM) 30-day option implied volatility is at 22; compared to its 52-week range 16 to 41​
BlackRock (BLK) 30-day option implied volatility is at 22; compared to its 52-week range 16 to 41​
Blackstone Group (BX) 30-day option implied volatility is at 22; compared to its 52-week range 15 to 48​
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Option implied volatility trends lower for Alphabet and Amazon​

Alphabet (GOOGL) 30-day option implied volatility is at 19; compared to its 52-week range of 17 to 42​
Alphabet (GOOG) 30-day option implied volatility is at 19; compared to its 52-week range of 17 to 41​
Amazon (AMZN) 30-day option implied volatility is at 25; compared to its 52-week range of 18 to 55​
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Market Vectors Semiconductor ETF (SMH) March weekly call option implied volatility is at 26, April is at 23; compared to its 52-week range of 18 to 40 after sharp rally. Call put ratio 1 call to 3.5 puts.​

Intel (INTC) 30-day option implied volatility is at 22; compared to its 52-week range of 19 to 45​
Marvell (MRVL) 30-day option implied volatility is at 33; compared to its 52-week range of 29 to 58​
Microchip (MCHP) 30-day option implied volatility is at 26; compared to its 52-week range of 23 to 56​
Micron (MU) 30-day option implied volatility is at 49; compared to its 52-week range of 34 to 65​
Qualcomm (QCOM) 30-day option implied volatility is at 28; compared to its 52-week range of 19 to 53​
Texas Instruments (TXN) 30-day option implied volatility is at 22; compared to its 52-week range of 18 to 45​
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YETI Holdings, Inc. (YETI) call option volume and implied volatility elevated on wide price movement​

YETI Holdings, Inc. (YETI) April call option implied volatility is at 75, May is at 71; compared to its 52-week range of 48 to 83 as shares trade near a record high. Call put ratio 4.3 calls to 1 put with focus on April 35 calls. ​
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iQIYI (IQ) March weekly call option implied volatility is at 54, April is at 48; compared to its 52-week range of 46 to 122.​
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Straddle prices for stocks expected to report results this week​

Nike (NKE) March weekly straddle 86.50 priced for move of 7% into the expected release of EPS after the bell on March 21​
Tiffany (TIF) March weekly 97 straddle priced for move of 9% into the expected release of EPS after the bell on March 22​
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Increasing unusual option volume: CASY FIS RBS NVRO SAIL EQH ANDX ALLY SCS SPG EXPD​
Increasing unusual call option volume: FIS RBS SAIL ANDX NVRO ALLY GES CMCM GSVC DRI​
Increasing unusual put option volume: SPG SMAR SMG FXB LEA TUP SKT DSW SYNA CPE​
Popular stocks with increasing unusual volume: BMY COTY QCOM CGC DIS ​
Options with decreasing option implied volatility: DERM WAGE KPTI CLDR OSKT HEAR TLRY DSW CELG​
Active options: AMD AAPL MU FB BAC DIS AMZN BA NVDA NFLX MSFT TSLA CGC FDX TWTR BMY COTY BABA F QCOM​
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