Pre-Market IV Report May 10, 2019

Pre-Market IV Report May 10, 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: GPRO BKNG ACB S AVGO CTRP ASHR GPRO M Z

Options expected to have increasing volume: LYFT Z CLNE SPWR ELY DBX YELP NDLS GPRO ASUR SYMC WYNN APC CVX OXY VALE LYFT JD

S&P Dep Receipts (SPY) May weekly call option implied volatility is at 34, May is at 22; compared to its 52-week range of 9 to 32.

iShares China Large-Cap (FXI) May weekly call option implied volatility is at 61, May is at 35, June is at 24; compared to its 52-week range of 17 to 32 into U.S. – China tariff talks.

Db X-trackers Harvest Csi 300 China A – Shares Fund (ASHR) May weekly call option implied volatility is at 58, May is at 42; compared to its 52-week range of 18 to 36

Lyft (LYFT) May weekly call option implied volatility is at 96, May is at 72, June is at 59; compared to its 4-week range of 49 to 79 into Uber (UBER) prices 180M share IPO at $45 per share.

Zoom (ZM) May weekly call option implied volatility is at 70, May is at 71, June is at 70; compared to its 3-week range of 66 to 78.

Beyond Meat (BYND) May call option implied volatility is at 107, June is at 97. Call put ratio 1 call to 1.3 puts

Pinterest (PINS) May weekly call option implied volatility is at 73, May is at 108, June is at 75; compared to its 2-week range of 79 to 98. Call put ratio 4.7 calls to 1 put.

Yeti (YETI) May weekly call option implied volatility is at 80, May is at 67, June is at 65; compared to its 52-week range of 48 to 96.

Salesforce (CRM) May weekly call option implied volatility is at 40, May is at 32; compared to its 52-week range of 19 to 56 into the expected release of EPS after the bell on June 4.

Straddle prices for stocks expected to report results next week

Vipshop (VIPS) May 8.5 straddle priced for move of 12% into the expected release of release of EPS after the bell on May 13

8×8 (EGHT) May 22.50 straddle priced for move of 12% into the expected release of release of EPS on May 14

Agilent (A) May 77.50 straddle priced for move of 6% into the expected release of release of EPS after the bell on May 14

Ralph Lauren (RL) May 125 straddle priced for move of 8% into the expected release of release of EPS before the bell on May 14

Tilray (TLRY) May 46.50 straddle priced for move of 14% into the expected release of release of EPS after the bell on May 14

Alibaba (BABA) May 180 straddle priced for move of 7.5% into the expected release of release of EPS before the bell on May 15

Cisco (CSCO) May 53 straddle priced for move of 3.5% into the expected release of release of EPS after the bell on May 15

Jack in the Box (JACK) May 75 straddle priced for move of 7.5% into the expected release of release of EPS after the bell on May 15

Macy (M) May 22.50 straddle priced for move of 12% into the expected release of release of EPS before the bell on May 15

Netease (NTES) May 260 straddle priced for move of 8.5% into the expected release of release of EPS after the bell on May 15

iQIYI (IQ) May 21.50 straddle priced for move of 12% into the expected release of release of EPS after the bell on May 16

NVIDIA (NVDA) May 170 straddle priced for move of 8% into the expected release of release of EPS after the bell on May 16

New Age Beverage (NBEV) May 5 straddle priced for move of 12% into the expected release of release of EPS on May 16

Walmart (WMT) May 99.50 straddle priced for move of 4.5% into the expected release of release of EPS before the bell on May 16

Deere (DE) May 155 straddle priced for move of 7% into the expected release of release of EPS before the bell on May 17

Riot Blockchain (RIOT) May 3.5 straddle priced for move of 12% into the expected release of release of EPS before the bell on May 17

Increasing unusual option volume: CNDT CARG SOHU BFR ARMK UPLD CTB MIC APH
Increasing unusual call option volume: SOHU BFR MIC IEP OC OLN ARMK UPLD ENDP ODFL KTOS CLNY
Increasing unusual put option volume: KWEB ODP CARG JCI CTB ENDP NOG CWH LCI FND WMB
Popular stocks with increasing unusual: LYFT ROKU EXPD INTC SYMC
Options with decreasing option implied volatility: ZAYO APC MMM MYL
Active options: AAPL INTC ROKU AMD BABA DIS FB JD BAC AMZN NVDA TSLA MSFT MU NFLX BA QCOM GE APC LYFT