Daily IV Report
Pre-Market IV Report March 4, 2019
Pre-Market IV Report March 4, 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. Options with increasing option implied volatility: MLNX MO GE CIEN […]
Pre-Market IV Report March 4, 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.
Options with increasing option implied volatility: MLNX MO GE CIEN WATT COST AEO WMT WBA NIO CELG BERY S ORCL KR ASHR
Options expected to have increasing volume: CRM URBN UNFI TGT KSS VALE XOM CIEN CVS ROST
Tesla (TSLA) March weekly call option implied volatility is at 49, March weekly is at 51, March and April is at 52; compared to its 52-week range of 38 to 87 into Elon Musk says Tesla to unveil Model Y crossover SUV on March 14.
Vale S.A. (VALE) March weekly call option implied volatility is at 34, March is at 36, April is at 35; compared to its 52-week range of 30 to 58 into Chief Executive Fabio Schvartsman and several other senior executives resigning.
Db X-trackers Harvest Csi 300 China A – Shares Fund (ASHR) March call option implied volatility is at 31, March is at 33, April is at 31; compared to its 52-week range of 17 to 36. Call put ratio 6.8 calls to 1 put with focus on March weekly 28 calls on sharp price movement.
Straddle prices for stocks expected to report results this week
Salesforce (CRM) March weekly 165 straddle priced for move of 6.7% into the expected release of EPS after the bell on March 4
Ambarella (AMBA) March weekly 40 straddle priced for move of 11% into the expected release of EPS after the bell on March 5
Target (TGT) March weekly 72 straddle priced for move of 4% into the expected release of EPS before the bell on March 5
Kohls (KSS) March weekly 68 straddle priced for move of 8.5% into the expected release of EPS before the bell on March 5
Ross Stores (ROST) March 95 straddle priced for move of 7% into the expected release of EPS after the bell on March 5
Nio (NIO) March weekly 10 straddle priced for move of 23% into the expected release of EPS before the bell on March 5
Ciena (CIEN) March weekly 43 straddle priced for move of 10% into the expected release of EPS before the bell on March 5
Copper Cos (CTB) March weekly 32 straddle priced for move of 5.5% into the expected release of EPS on March 5
United Natural Foods (UNFI) March weekly 15 straddle priced for move of 18% into the expected release of EPS on March 5
Urban Outfitters (URBN) March weekly 31 straddle priced for move of 9% into the expected release of EPS after the bell on March 5
Abercrombie & Fitch (ANF) March weekly 22.50 straddle priced for move of 12.5% into the expected release of EPS before the bell on March 6
American Eagle (AEO) March weekly 20.50 straddle priced for move of 10% into the expected release of EPS before the bell on March 6
Dollar Tree (DLTR) March weekly 96.50 straddle priced for move of 7.5% into the expected release of EPS on March 6
Increasing unusual option volume: SESN NVS NPTN TGTX FOLD PBYI AMBC NTNX NIO
Increasing unusual call option volume: NVS SESN FOLD PBYI AMBC TGTX
Increasing unusual put option volume: SNH RESI NUS IMGN LIN NTNX
Popular stocks with increasing unusual: LLY ELAN CHK HPQ
Options with decreasing option implied volatility: MDR ETSY WTW FL KO COTY PCG KHC STMP
Active options: LLY TSLA AAPL BMY AMZN GE JD SQ BABA NIO AMD NFLX NVDA MU BAC ELAN FB MSFT CHK NTNX