Pre-Market IV Report March 5, 2020

Pre-Market IV Report March 5, 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 LQD CCL SWN BBBY MGM EFA HTZ CRON INO HTZ AMRN TCO IOVA AMTD HPQ OLLI CHNG PLAY PLNT

Options expected to have increasing volume: BA JPM MSFT ZM COP AAPL AMD ADI NOC AAL TLRY MRVL AEO SPLK UNH XOM COST BURL KR HRB LRCX USO XLE XOP YETI CPB

Teladoc (TDOC) March call option implied volatility is at 56, April is at 57; compared to its 52-week range of 36 to 77 amid on telehealth market into company hosted investor meeting today.

YETI Holdings, Inc. (YETI) March weekly call option implied volatility is at 70, March is at 60; compared to its 52-week range of 46 to 97 into Starbucks (SBUX) temporarily halting personal cup use. Call put ratio 3.4 calls to 1 put.

United States Oil Fund (USO) March weekly call option implied volatility is at 69, March is at 51; compared to its 52-week range of 23 to 51 into OPEC meeting. Call put ratio 1 call to 1.4 puts amid WTI Crude Oil trading $46.50.

Market Vectors Russia ETF Trust (RSX) March weekly call option implied volatility is at 35, March is at 36; compared to its 52-week range of 16 to 44 into OPEC meeting. Call put ratio 1 call to 1.4 puts amid WTI Crude Oil trading $46.50.

Option implied volatility for energy stocks into OPEC

ExxonMobil (XOM) 30-day option implied volatility is at 40; compared to its 52-week range of 15 to 55

BP plc (BP) 30-day option implied volatility is at 34; compared to its 52-week range of 15 to 45

Chevron (CVX) 30-day option implied volatility is at 34; compared to its 52-week range of 15 to 50

ConocoPhillips (COP) 30-day option implied volatility is at 43; compared to its 52-week range of 21 to 56

Phillips 66 (PSX) 30-day option implied volatility is at 41; compared to its 52-week range of 17 to 50

Marathon Oil (MRO) 30-day option implied volatility is at 65; compared to its 52-week range of 30 to 84

Diamond Offshore Drilling (DO) 30-day option implied volatility is at 120; compared to its 52-week range of 47 to 145

Concho Resources (CXO) 30-day option implied volatility is at 58; compared to its 52-week range of 29 to 77

Occidental Petroleum (OXY) 30-day option implied volatility is at 54; compared to its 52-week range of 20 to 74

Laredo Petroleum (LPI) 30-day option implied volatility is at 87; compared to its 52-week range of 56 to 136

Continental Resources (CLR) 30-day option implied volatility is at 74; compared to its 52-week range of 35 to 92

Murphy Oil (MUR) 30-day option implied volatility is at 63; compared to its 52-week range of 33 to 75

Chesapeake Energy (CHK) 30-day option implied volatility is at 315; compared to its 52-week range of 56 to 313

Diamondback Energy (FANG) 30-day option implied volatility is at 60; compared to its 52-week range of 30 to 73

Marathon Petroleum (MPC) 30-day option implied volatility is at 55; compared to its 52-week range of 24 to 70

Halliburton (HAL) 30-day option implied volatility is at 57; compared to its 52-week range of 29 to 78

Schlumberger Ltd. (SLB) 30-day option implied volatility is at 47; compared to its 52-week range of 25 to 68

Flour (FLR) 30-day option implied volatility is at 79; compared to its 52-week range of 26 to 84

Straddle prices for stocks expected to report quarterly results this week

Block H&R (HRB) March 22 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 220 straddle priced for a move of 9% into the expected release of quarter results today

Kroger (KR) March weekly 31 straddle priced for a move of 8% into the expected release of quarter results today

Ciena (CIEN) March weekly 41.50 straddle priced for a move of 9% into the expected release of quarter results today before the bell

Costco (COST) March weekly 320 straddle priced for a move of 7% into the expected release of quarter results today

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

National Beverage (FIZZ) March 45 straddle priced for a move of 15% into the expected release of quarter results today

Luxury good stocks 30-day option implied volatility into unknown impact Coronavirus has on consumption

Capri Holdings Limited (CPRI) 30-day option implied volatility is at 51, compared to its 52-week range of 33 to 69

Tapestry (TPR) 30-day option implied volatility is at 51, compared to its 52-week range of 27 to 62

RH (RH) 30-day option implied volatility is at 85, compared to its 52-week range of 32 to 94

Ralph Lauren (RL) 30-day option implied volatility is at 43, compared to its 52-week range of 24 to 56

Canada Goose (GOOS) 30-day option implied volatility is at 59, compared to its 52-week range of 39 to 82

The RealReal Inc. (REAL) 30-day option implied volatility is at 80, compared to its 52-week range of 52 to 164

Options with decreasing option implied volatility: VZ UNH HCA HUM CVS INTC EBAY UNH VIX MEET KPTI FTCH W BYND DDD
Increasing unusual option volume: OPK OCUL AXNX PK FDN CVET QURE H EWJ HTZ
Increasing unusual call option volume: OPK OCUL QRTEA CP EFX EWJ QURE INO PTCT NCLH
Increasing unusual put option volume: HBAN INO QURE CZR IOVA MEET BG JWN
Popular stocks with increasing unusual: SNAP NIO DIS AAL DAL
Active options: AAPL BAC TSLA MSFT AMD FB GE NVDA UBER TWTR MU AMZN DIS T AAL BABA NIO DAL SNAP MCK
Global S&P Futures are recently down 49.25 from previous day. Nikkei 225 up 1%, DAX down 0.5%, WTI Crude oil is recently at $46.88, natural gas up 0.4%, gold at $1643 an ounce