Pre-Market IV Report March 5, 2019

Pre-Market IV Report March 5, 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: NIO KNDI S NKE ORCL BMY ASHR KR CELG SIG CELG S UNH BSX ENDP XOM CTL ANTM MCD PLCE MCD ZNGA CISN XLNX MLNX​

Options expected to have increasing volume: CRM URBN UNFI TGT KSS CTRP GME NIO CIEN ANF AEO​

Nio (NIO) March call option implied volatility is at 157, April is at 115; compared to its 52-week range of 62 to 157 into the Chinese car company releasing EPS today.
​​
Cision (CISN) 30-day call option implied volatility is at 53; compared to its 52-week range of 24 to 55 after Reuters reported the owner of PR Newswire, is talking with private equity firms and exploring potential sale.​
​
Mellanox Technologies (MLNX) March call option implied volatility is at 58, April is at 42; compared to its 52-week range of 27 to 62 following report of Xilinx (XLNX) roadshow cancellation. Call put ratio 8.1 calls to 1 put with focus on March 110 and 115 calls.​
​
Straddle prices for stocks expected to report results this week​

Target (TGT) March weekly 72.50 straddle priced for move of 6% into the expected release of EPS before the bell on March 5​
Kohls (KSS) March weekly 66.50 straddle priced for move of 8% into the expected release of EPS before the bell on March 5​
Ross Stores (ROST) March 92.5 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 21% into the expected release of EPS before the bell on March 5​
Ciena (CIEN) March weekly 43 straddle priced for move of 9% into the expected release of EPS before the bell on March 5​
United Natural Foods (UNFI) March weekly 15 straddle priced for move of 17% into the expected release of EPS on March 5
Urban Outfitters (URBN) March weekly 30 straddle priced for move of 9% into the expected release of EPS after the bell on March 5​
Abercrombie & Fitch (ANF) March weekly 21.50 straddle priced for move of 13% 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 95.50 straddle priced for move of 7.5% into the expected release of EPS on March 6​
Barnes & Noble (BKS) March 6 straddle priced for move of 14% into the expected release of EPS before the bell on March 7​
Block H&R (HRB) March 24 straddle priced for move of 10% into the expected release of EPS before the bell on March 7​
Burlington Stores (BURL) March weekly 165 straddle priced for move of 8% into the expected release of EPS before the bell on March 7​
Costco (COST) March weekly 217.50 straddle priced for move of 3.5% into the expected release of EPS on March 8​
El Pollo Loco (LOCO) March 15 straddle priced for move of 11% into the expected release of EPS after the bell on March 7​
GNC Holdings (GNC) March 2.5 straddle priced for move of 18% into the expected release of EPS before the bell on March 7​
Kroger (KR) March weekly 28.50 straddle priced for move of 8% into the expected release of EPS before the bell on March 7​
Stratasys (SSYS) March weekly 27 straddle priced for move of 12% into the expected release of EPS before the bell on March 7​
Big Lots (BIG) March 30 straddle priced for move of 13% into the expected release of EPS before the bell on March 8​
Navistar (NAV) March weekly 38 straddle priced for move of 8.5% into the expected release of EPS before the bell on March 8​
Vail Resorts (MTN) March 210 straddle priced for move of 7% into the expected release of EPS before the bell on March 8​

Increasing unusual option volume: CNI SBAC MGA FSM ASND VNET ITCI TKC KAR CSIN MLNX IGV VSM WDC DHI ​
Increasing unusual call option volume: ITCI ASND FSM MGA ELAN STNG GREK BUD CTRP WDAY DRI YY KSS ONCE KODK MLNX ​
Increasing unusual put option volume: SBAC IGV MEET FTCH ASND XON SE RESI CHS SYMC IRDM GPS TAK​
Popular stocks with increasing unusual: NIO ELAN LLY USB K CYH ETSY ENPH RESI FL WTW ACHC​
Options with decreasing option implied volatility: HPQ KO COTY PCG KHC CELG ELAN DDD QEP WMT WYNN DDD GPRO​
​
​