Pre-Market IV Report March 28, 2019

Pre-Market IV Report March 28, 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 overlooked information.

Options with increasing option implied volatility: LULU RH KPTI TWTR S CMG MAT BB KMX

Options expected to have increasing volume: LULU RH PVH WCG CNC

Apple (AAPL) March weekly call option implied volatility is at 27, April is at 24; compared to its 52-week range of 16 to 46. IV has decreased after special event.

Option implied volatility for Apple suppliers

Universal Display (OLED) 30-day option implied volatility is at 41; compared to its 52-week range of 36 to 80
Skyworks (SWKS) 30-day option implied volatility is at 33; compared to its 52-week range of 22 to 54
Lumentum (LITE) 30-day option implied volatility is at 45; compared to its 52-week range of 38 to 69
Qorvo (QRVO) 30-day option implied volatility is at 31; compared to its 52-week range of 27 to 56
Broadcom (AVGO) 30-day option implied volatility is at 25; compared to its 52-week range of 22 to 48
Qualcomm (QCOM) 30-day option implied volatility is at 29 compared to its 52-week range of 19 to 53
Cirrus Logic (CRUS) 30-day option implied volatility is at 34; compared to its 52-week range of 29 to 71
STMicroelectronics NV (STM) 30-day option implied volatility is at 42; compared to its 52-week range of 30 to 58
Marvell Technology (MRVL) 30-day option implied volatility is at 35; compared to its 52-week range of 29 to 58
Micron (MU) 30-day option implied volatility is at 42; compared to its 52-week range of 34 to 65
Intel (INTC) 30-day option implied volatility is at 30; compared to its 52-week range of 19 to 45

Straddle prices for stocks expected to report results this week
BlackBerry (BB) March weekly straddle 9 priced for move of 8.5% into the expected release of EPS before the bell on March 29

CarMax (KMX) March weekly 64 straddle priced for move of 5% into the expected release of EPS before the bell on March 29

Utilities Sel Sect Spdr Fd (XLU) and gold stocks option implied volatility at low end of range as interest rates trend lower

Utilities Sel Sect Spdr Fd (XLU) March weekly call option implied volatility is at 14, April is at 13; compared to its 52-week range of 11 to 30.

Goldcorp (GG) March weekly call option implied volatility is at 26, April is at 24; compared to its 52-week range of 22 to 47. Call put ratio 3.2 calls to 1 put.

Barrick Gold (GOLD) March weekly call option implied volatility is at 29, April is at 25; compared to its 52-week range of 20 to 43. Call put ratio 2.9 calls to 1 put.

Newmont Mining (NEM) March weekly call option implied volatility is at 23, April is at 24; compared to its 52-week range of 19 to 39. Call put ratio 1.5 calls to 1 put.

iShares China Large-Cap (FXI) March weekly call option implied volatility is at 22, April is at 20; compared to its 52-week range of 17 to 31 into U.S. – China trade talks.

Db X-trackers Harvest Csi 300 China A – Shares Fund (ASHR) March weekly call option implied volatility is at 20, April is at 22; compared to its 52-week range of 17 to 36. Call put ratio 14 calls to 1 put.

Increasing unusual option volume: CNC WPC WCG SCVL CATM HOME NLY XEO
Increasing unusual call option volume: CNC NLY WCG HOME AVB TAK SYNA PVH
Increasing unusual put option volume: CNC BRFS CATM TUR PVH HIG XEO LQD LL IRDM NLSN
Popular stocks with increasing unusual: SQ CVS PBR PAYX TBT
Options with decreasing option implied volatility: CNC CAG WSM TIF CCL NKE
Active options: AAPL AMD COTY BAC TSLA FB BA AMZN GE NFLX NVDA MU MSFT CNC CVS JD PBR CELG SQ T