Pre-Market IV Report May 1, 2019

Pre-Market IV Report May 1, 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 overlooked information.

Options with increasing option implied volatility: CPRI DKS GPS ULTA CIEN WDAY EB CREE AMD AKAM CLX WW

Options expected to have increasing volume: AAPL AMGN AMD WDC CVS YUM HLT CLX MDLZ FEYE AKAM NUS

Kraft Heinz (KHC) May call option implied volatility is at 33, June is at 35; compared to its 52-week range of 19 to 45 into the expected release of release of EPS today after the bell.

Gilead (GILD) May weekly call option implied volatility is at 55, May is at 31; compared to its 52-week range of 19 to 43 into the expected release of release of EPS after the bell on May 2.

YETI Holdings, Inc. (YETI) May weekly call option implied volatility is at 150, May is at 84; compared to its 52-week range of 48 to 97 into EPS next week. Call put ratio 2.1 calls to 1 put.

Lyft (LYFT) May weekly call option implied volatility is at 55, May is at 79; compared to its three-week range of 49 to 79 into the expected release of EPS next week.

NIO Inc. (NIO) May weekly call option implied volatility is at 85, May is at 80; compared to its 52-week range of 60 to 157 into the expected release of EPS next week. Call put ratio 4.7 calls to 1 put.

Index weekly implied volatility remains low into FOMC meeting

S&P Dep Receipts (SPY) May weekly and May call option implied volatility is at 11; compared to its 52-week range of 9 to 32.

PowerShares QQQ Trust (QQQ) May weekly call option implied volatility is at 16, May is at 15; compared to its 52-week range of 13 to 36.

Ishares Russell 2000 Etf (IWM) May weekly call option implied volatility is at 16, May is at 15; compared to its 52-week range of 12 to 34.

Proshares Trust Ultrashort Lehman 20+ Year Treasury (TBT) May weekly call option implied volatility is at 18, May is at 16; compared to its 52-week range of 16 to 26.

iShares 20+ Year Treasury Bond ETF (TLT) May weekly call option implied volatility is at 10, May is at 8; compared to its 52-week range of 8 to 13.

Wynn Resorts (WYNN) May weekly call option implied volatility is at 41, May is at 41; compared to its 52-week range of 25 to 72 into MA Gaming Commission to let Wynn Resorts retain license.

Straddle prices for stocks expected to report results this week

Square (SQ) May weekly 73 straddle priced for move of 8.5 % into the expected release of release of EPS after the bell on May 1

Apache (APA) May weekly 33 straddle priced for move of 5.5% into the expected release of release of EPS after the bell on May 1

Avis Budget (CAR) May weekly 36 straddle priced for move of 11% into the expected release of release of EPS after the bell on May 1

Caesars Entertainment (CZR) May weekly 9.5 straddle priced for move of 7% into the expected release of release of EPS after the bell on May 1

Cree (CREE) May weekly 66 straddle priced for move of 8.5% into the expected release of release of EPS after the bell on May 1

CVS Health (CVS) May weekly 54.50 straddle priced for move of 5.5% into the expected release of release of EPS after the bell on May 1

Humana (HUM) May weekly 255 straddle priced for move of 4.5% into the expected release of release of EPS before the bell on May 1

Eventbrite (EB) May 25 straddle priced for move of 14% into the expected release of release of EPS after the bell on May 1

Exelon (EXC) May 50 straddle priced for move of 4.5% into the expected release of release of EPS before the bell on May 1

Extreme Networks (EXTR) May 8 straddle priced for move of 12% into the expected release of release of EPS before the bell on May 1

Fitbit (FIT) May weekly 5.5 straddle priced for move of 12% into the expected release of release of EPS after the bell on May 1

MetLife (MET) May weekly 46 straddle priced for move of 3.5% into the expected release of release of EPS after the bell on May 1

Molson Coors (TAP) May weekly 64 straddle priced for move of 5.5% into the expected release of release of EPS before the bell on May 1

Qualcomm (QCOM) May weekly 86 straddle priced for move of 6.5% into the expected release of release of EPS after the bell on May 1

Sprint (S) May weekly 5.5 straddle priced for move of 9% into the expected release of release of EPS before the bell on May 1

Kraft Heinz (KHC) May weekly 33 straddle priced for move of 3.5% into the expected release of release of EPS after the bell on May 1

U.S. Silica (SLCA) May 16 straddle priced for move of 15% into the expected release of release of EPS after the bell on May 1

CBS (CBS) May weekly 51.50 straddle priced for move of 4% into the expected release of release of EPS after the bell on May 2

Cigna (CI) May weekly 160 straddle priced for move of 4% into the expected release of release of EPS before the bell on May 2

Activision Blizzard (ATVI) May weekly 48 straddle priced for move of 7% into the expected release of release of EPS after the bell on May 2

Avon (AVP) May weekly 3 straddle priced for move of 14% into the expected release of release of EPS after the bell on May 2

Discovery (DISCA) May weekly 30 straddle priced for move of 7.5% into the expected release of release of EPS before the bell on May 2

Dunkin Brands (DNKN) May weekly 75 straddle priced for move of 5.5% into the expected release of release of EPS before the bell on May 2

EOG Resources (EOG) May weekly 96 straddle priced for move of 3.5% into the expected release of release of EPS after the bell on May 2

Expedia (EXPE) May weekly 130 straddle priced for move of 7.5% into the expected release of release of EPS after the bell on May 2

First Solar (FSLR) May weekly 61.50 straddle priced for move of 7% into the expected release of release of EPS after the bell on May 2

Flour (FLR) May weekly 40 straddle priced for move of 7% into the expected release of release of EPS after the bell on May 2

Generac (GNRC) May 55 straddle priced for move of 7.5% into the expected release of release of EPS before the bell on May 2

Gilead (GILD) May weekly 65 straddle priced for move of 4% into the expected release of release of EPS after the bell on May 2

GoDaddy (GDDY) May weekly 82.50 straddle priced for move of 7.5% into the expected release of release of EPS after the bell on May 2

Hanesbrands (HBI) May 18 straddle priced for move of 9.5% into the expected release of release of EPS before the bell on May 2

Herbalife (HLF) May weekly 53 straddle priced for move of 6.5% into the expected release of release of EPS after the bell on May 2

Kellogg (K) May weekly 60 straddle priced for move of 5% into the expected release of release of EPS before the bell on May 2

Monster Beverage (MNST) May weekly 60 straddle priced for move of 7.5% into the expected release of release of EPS after the bell on May 2

Penn National Gaming (PENN) May straddle priced for move of 9% into the expected release of release of EPS before the bell on May 2

PG&E (PCG) May weekly 22.50 straddle priced for move of 7% into the expected release of release of EPS before the bell on May 2

Tableau Software (DATA) May weekly 122 straddle priced for move of 8% into the expected release of release of EPS after the bell on May 2

Weight Watchers (WW) May weekly 20.50 straddle priced for move of 18% into the expected release of release of EPS after the bell on May 2

Yeti Holdings (YETI) May weekly 36 straddle priced for move of 9.5% into the expected release of release of EPS before the bell on May 2

Activision (ATVI) May weekly 48.50 straddle priced for move of 8% into the expected release of release of EPS after the bell on May 2

Increasing unusual option volume: NTEC CNX CAI GWR PETQ MX EXR
Increasing unusual call option volume: MX LBTYA MXIM LDOS NBRV MRTX CAL WWE LE PENN
Increasing unusual put option volume: CNX ODFL LL DBD CTST CGNX RUN DFRG PSA RSX TAP
Options with decreasing option implied volatility: SNAP GRUB IRBT LL MAT BEAT GM
Active options: AAPL GE AMD FB BAC DIS TSLA MSFT BABA AMZN TWTR QCOM GOOGL INTC CVS NVDA PFE JD NFLX MU