Pre-Market IV Report March 7, 2019

Pre-Market IV Report March 7, 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.​
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Options with increasing option implied volatility: BSX KR ENDP XOM CTL ANTM MCD PLCE SIG BBP CELG GE PLAY NKE ORCL CARS NLNS ADBE BMY OSTK MU WBA​
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Options expected to have increasing volume: COST GWRE CTL NXPI NAV MTN BURL AEO KR AGN​

NXP Semiconductors (NXPI) March weekly call option implied volatility is at 31, March is at 27, April is at 30; compared to its 52-week range of 21 to 75 into shares trading higher in the premarket. Call ratio is 1 call to 1.2 puts.​
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Bank option implied volatility into ECB holding its second meeting of year and the release of February Employment report on March 8​

BNY Mellon (BK) 30-day option implied volatility is at 20; compared to its 52-week range of 16 to 38​
Comerica (CMA) 30-day option implied volatility is at 23; compared to its 52-week range of 18 to 43​
BB&T (BBT) 30-day option implied volatility is at 17; compared to its 52-week range of 17 to 37​
BB&T Corp. (BBT) option implied volatility decreases after announcing SunTrust (STI) deal​
KeyCorp (KEY) 30-day option implied volatility is at 26; compared to its 52-week range of 19 to 49​
Citigroup (C) 30-day option implied volatility is at 23; compared to its 52-week range of 16 to 55​

Straddle prices for stocks expected to report results this week​
Costco (COST) March weekly 220 straddle priced for move of 3.5% into the expected release of EPS today
Big Lots (BIG) March 32.50 straddle priced for move of 13% into the expected release of EPS before the bell on March 8​
Navistar (NAV) March weekly 37 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​
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Increasing unusual option volume: ZAYO ELAN PEG RIO BCE BHP BBL CHUY​
Increasing unusual call option volume: PEG RIO BHP HRB AXSM ANF AVAV PPL BURL ZAYO​
Increasing unusual put option volume: SE EAF BURL CHUY ZAYO OLLI NYT LYB AMG ENDP​
Popular stocks with increasing unusual: ROKU GM CVS NIO​
Options with decreasing option implied volatility: AXSM FIT CVNA NIO CHS KSS NTNX TGT CRM WDAY CTRP SBUX IMGN NTNX HPQ PCG KHC​
Active options: LLY GE NIO FB AAPL AMD BAC MU NVDA RIO QCOM JD TSLA ELAN AMZN ZAYO NFLX GM ROKU CVS​
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