Pre-Market IV Report May 11, 2020

Pre-Market IV Report May 11, 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: HTZ CLVS INO ACB RIOT DKNG GNW UNG PG

Options expected to have increasing volume: MYL UA MAR CAH

Apple will start to reopen some US stores

Apple (AAPL) 30-day option implied volatility is at 27; compared to its 52-week range of 18 to 90 amid reports of to reopen some stores in US starting this week and hosting Worldwide Developers Conference virtually WWDC20, beginning June 22.

United Airlines (UAL) 30-day option implied volatility is at 102; compared to its 52-week range of 19 to 420 into abandons $2.25B in aggregate principal amount of two series of notes, according to reports citing regulatory filings.

Straddle prices for stocks expected to report quarterly results this week

AutoNation (AN) May 38 straddle priced for a move of 10% into the expected release of quarter results today before the bell.

Caesars Entertainment (CZR) May 9.5 straddle priced for a move of 8% into the expected release of quarter results today after the bell.

Cardinal Health (CAH) May 50 straddle priced for a move of 7% into the expected release of quarter results today before the bell.

Continental Resources (CLR) May 15 straddle priced for a move of 9% into the expected release of quarter results today before the bell.

Marriott (MAR) May straddle 87 priced for a move of 9% into the expected release of quarter results today before the bell.

Mylan (MYL) May 17.50 straddle priced for a move of 20% into the expected release of quarter results today before the bell.

DataDog (DDOG) May 50 straddle priced for a move of 18% into the expected release of quarter results today after the bell.

Eldorado Resorts (ERI) May 20 straddle priced for a move of 18% into the expected release of quarter results today after the bell.

Sunoco (SUN) May 25 straddle priced for a move of 13% into the expected release of quarter results today after the bell.

Tilray (TLRY) May 7.5 straddle priced for a move of 21% into the expected release of quarter results today after the bell.

Under Armour (UA) May 9 straddle priced for a move of 18% into the expected release of quarter results today.

8X8 (EGHT) May 20 straddle priced for a move of 14% into the expected release of quarter results after the bell on May 12.

Allegiant (ALGT) May 75 straddle priced for a move of 16% into the expected release of quarter results after the bell on May 12.

Alibaba (BABA) May 200 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on May 13.

SmileDirectClub (SDC) May 7.5 straddle priced for a move of 20% into the expected release of quarter results on May 13.

Cisco (CSCO) May 43 straddle priced for a move of 7% into the expected release of quarter results after the bell on May 13.

Sony (SNE) May 65.50 straddle priced for a move of 7% into the expected release of quarter results before the bell on May 13.

Brookfield Asset Management (BAM) May 35 straddle priced for a move of 9% into the expected release of quarter results before the bell on May 14.

Applied Materials (AMAT) May 54 straddle priced for a move of 8% into the expected release of quarter results after the bell on May 14.

JD.Com (JD) May 47 straddle priced for a move of 8% into the expected release of quarter results before the bell on May 15.

V.F. Corp (VFC) May 58 straddle priced for a move of 9% into the expected release of quarter results before the bell on May 15.

Colony Capital (CLNY) 30-day option implied volatility is at 105; compared to its 52-week range of 19 to 209 reveals $3.2bn default on portfolio company loans.

Options with decreasing option implied volatility: SNAP UCO AMRN CCL PYPL
Increasing unusual option volume: LOGI AXL SVMK ATH LEG
Increasing unusual call option volume: LOGI AXL CGEN EAT SIG UA
Increasing unusual put option volume: CWH FISV ON MAT HLF EURN HTZ
Popular stocks with increasing unusual volume: ROKU UBER AAL WORK SPCE
Active options: AAPL TSLA UBER BYND ROKU AMD DIS MSFT BA TWTR BAC SPCE FB AAL AMZN WORK CSCO NFLX NVDA
Global S&P Futures are recently mixed in premarket, Nikkei up 1%, DAX mixed to higher, WTI Crude oil is recently at $24.07, natural gas up mixed to lower, gold at $1708 an ounce