Pre-Market IV Report March 4, 2020

Pre-Market IV Report March 4, 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: AMRN BKLN SWN CCL LQD XLU MCK VIX GLD TLRY INO NVAX NGL GUSH HTZ UCO AAL SAVE UAL

Options expected to have increasing volume: JWN URBN AMBA ROST HPE COST CIEN KR ZM ANTM AAL CVS XOM CVX HUM

Watching April business cash management of intra-day, weekly, monthly liquidity funding

Teladoc (TDOC) March call option implied volatility is at 66, April is at 65; compared to its 52-week range of 36 to 77 amid increased focused on telehealth market into company hosted investor meeting on March 5.

Marriott (MAR) March weekly call option implied volatility is at 88, March is at 61; compared to its 52-week range of 17 to 65 amid China coronavirus outbreak impacting reservations.

Hilton (HLT) March call option implied volatility is at 63, April is at 55; compared to its 52-week range of 18 to 65 into increases stock repurchase authorization by $2B. Call put ratio 1 call to 2 puts.

Managed Care Organization stock option implied volatility amid coronavirus and Super Tuesday

Anthem (ANTM) 30-day option implied volatility is at 54; compared to its 52-week range of 19 to 56 amid coronavirus and Super Tuesday

Centene (CNC) 30-day option implied volatility is at 63; compared to its 52-week range of 25 to 66

CVS Health (CVS) 30-day option implied volatility is at 45; compared to its 52-week range of 19 to 49

Humana (HUM) 30-day option implied volatility is at 53; compared to its 52-week range of 20 to 53

Molina Healthcare (MOH) 30-day option implied volatility is at 56; compared to its 52-week range of 31 to 70

UnitedHealth (UNH) 30-day option implied volatility is at 49; compared to its 52-week range of 19 to 53

Bank option implied volatility after Fed lowers rates

Morgan Stanley (MS) 30 day option implied volatility is at 47; compared to its 52-week range of 18 to 58

Bank of America (BAC) 30 day option implied volatility is at 48; compared to its 52-week range of16 to 56

Goldman Sachs (GS) 30 day option implied volatility is at 41; compared to its 52-week range of 18 to 54

JPMorgan (JPM) 30 day option implied volatility is at 43; compared to its 52-week range of 15 to 53

Wells Fargo (WFC) 30 day option implied volatility is at 42; compared to its 52-week range of 16 to 53

Citigroup (C) 30 day option implied volatility is at 48; compared to its 52-week range of 18 to 57

Visa Inc Class A (V) 30 day option implied volatility is at 42; compared to its 52-week range of 15 to 53

Master Card (MA) 30 day option implied volatility is at 47; compared to its 52-week range of 16 to 54

American Express (AXP) 30 day option implied volatility is at 42; compared to its 52-week range of 14 to 55

Blackrock (BLK) 30 day option implied volatility is at 41; compared to its 52-week range of 16 to 52

Market Vectors Gold Miners ETF (GDX) March weekly call option implied volatility is at 61, March is at 42; compared to its 52-week range of 21 to 43.

Gold, mineral stocks option implied volatility elevated

SPDR Gold Trust (GLD) March weekly call option implied volatility is at 32, March is at 23; compared to its 52-week range of 8 to 20.

Newmont Mining (NEM) March weekly call option implied volatility is at 70, March is at 47; compared to its 52-week range of 19 to 44. Call put ratio 3.4 calls to 1 put.

iShares Gold Trust (IAU) March weekly call option implied volatility is at 28, March is at 22; compared to its 52-week range of 8 to 23. Call put ratio 28 calls to 1 put with focus on April and July 17 calls.

AngloGold Ashanti (AU) March call option implied volatility is at 64, April is at 59; compared to its 52-week range of 34 to 70.

IAMGOLD Corp. (IAG) March call option implied volatility is at 55, April is at 60; compared to its 52-week range of 43 to 80.

Kinross Gold (KGC) March weekly call option implied volatility is at 80, March is at 65; compared to its 52-week range of 35 to 66. Call put ratio 3.7 calls to 1 put.

Direxion Daily Gold Miners Bull 3x Shares (NUGT) March weekly call option implied volatility is at 180, March is at 92; compared to its 52-week range of 62 to 130. Call put ratio 4.4 calls to put with focus on April 32 and April 40 calls.

Barrick Gold (GOLD) March weekly call option implied volatility is at 64, March is at 51; compared to its 52-week range of 25 to 52. Call put ratio 10 calls to 1 put with focus on June 30 calls.

Direxion Daily Junior Gold Miners Index Bull 3x Shares (JNUG) March weekly call option implied volatility is at 216, March is at 135; compared to its 52-week range of 75 to 172.

Ishares Silver Trust (SLV) March weekly call option implied volatility is at 44, March is at 29; compared to its 52-week range of 14 to 30. Call put ratio 4.5 calls to 1 put.

Freeport-McMoran (FCX) March weekly call option implied volatility is at 85, March is at 66; compared to its 52-week range of 35 to 84.

Southern Copper (SCCO) March weekly call option implied volatility is at 55, March is at 41; compared to its 52-week range of 23 to 61.

Vale S.A. (VALE) March weekly call option implied volatility is at 75, March is at 55; compared to its 52-week range of 27 to 59.

Rio Tinto plc (RIO) March weekly call option implied volatility is at 38, March is at 28; compared to its 52-week range of 21 to 51.

BHP Billiton Ltd. (BHP) March weekly call option implied volatility is at 39, March is at 34; compared to its 52-week range of 19 to 49.

Market Rebellion Pre-Market IV Report March 4, 2020

Straddle prices for stocks expected to report quarterly results this week

Campbell Soup (CPB) March weekly 48 straddle priced for a move of 6.5% into the expected release of quarter results today

Dollar Tree (DLTR) March weekly 80 straddle priced for a move of 7.5% into the expected release of quarter results today

Zoom Video (ZM) March weekly 118 straddle priced for a move of 10% into the expected release of quarter results today

Block H&R (HRB) March 21 straddle priced for a move of 9.5% into the expected release of quarter results after the bell on March 5

Burlington Stores (BURL) March weekly 215 straddle priced for a move of 9% into the expected release of quarter results after the bell on March 5

Kroger (KR) March weekly 29 straddle priced for a move of 6.5% into the expected release of quarter results after the bell on March 5

Ciena (CIEN) March weekly 40 straddle priced for a move of 12% into the expected release of quarter results before the bell on March 5

Costco (COST) March weekly 300 straddle priced for a move of 6.5% into the expected release of quarter results on March 5

El Pollo Loco (LOCO) March 13 straddle priced for a move of 15% into the expected release of quarter results after the bell on March 5

National Beverage (FIZZ) March 40 straddle priced for a move of 14% into the expected release of quarter results on March 5

Will the coronavirus (extreme flu? (without prescribed treatment)) come under control this spring (as may have happened in China)?

Options with decreasing option implied volatility: INTC VIAC TSLA TWTR BYND KPTI SPCE
Increasing unusual option volume: CDAY AXL XAU OMER APT IAU LFC
Increasing unusual call option volume: OMER ALT JCI INO OPK MCK PSTG
Increasing unusual put option volume: CDAY WPX AXL ARNC VGK INO ABB
Popular stocks with increasing unusual: T CSCO AAL
Active options: AAPL TSLA AMD BAC MSFT FB AMZN GE UBER NFLX DIS AAL BABA MCK MU CSCO NVDA SQ T CHNG
Global S&P Futures are recently up 55.25 from previous day. Nikkei 225 up 0.08%, DAX up 0.7%, WTI Crude oil is recently at $47.43, natural gas down 0.3%, gold at $1637 an ounce

Market Rebellion Pre-Market IV Report March 4, 2020