Pre-Market IV Report May 13, 2019

Pre-Market IV Report May 13, 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: ACB JMIA KHC NIO AVGO M ASHR CTRP DWDP LCI CARA PCG HOME CC GOOS RH FIVE DBI

Options expected to have increasing volume: AAPL FB AMZN MSFT GOOGL NFLX LYFT TTWO RL CSCO BABA

S&P Dep Receipts (SPY) May call option implied volatility is at 17, June is at 16; compared to its 52-week range of 9 to 32 as relations between the U.S. and China on trade remain unsettled.

PowerShares QQQ Trust (QQQ) May call option implied volatility is at 20, June is at 18; compared to its 52-week range of 13 to 36.

Ishares Russell 2000 Etf (IWM) May call option implied volatility is at 20, June is at 18; compared to its 52-week range of 12 to 34 into Larry Kudlow acknowledges U.S. will pay for China tariffs.

iShares China Large-Cap (FXI) May call option implied volatility is at 25, June is at 20; compared to its 52-week range of 17 to 32.

Db X-trackers Harvest Csi 300 China A – Shares Fund (ASHR) May call option implied volatility is at 30,June is at 28; compared to its 52-week range of 18 to 36.

Lyft (LYFT) May call option implied volatility is at 72, June is at 60; compared to its 4-week range of 49 to 79 after Uber (UBER) shares fell more than 7% in first day of trading.

Pinterest (PINS) May call option implied volatility is at 108, June is at 74; compared to its 2-week range of 79 to 98.

Zoom (ZM) May call option implied volatility is at 63, June is at 67; 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; compared to its 1 week range of 95 to 124. Call put ratio 1 call to 1.6 puts.

Teva (TEVA) May call option implied volatility is at 34, June is at 33; compared to its 52-week range of 29 to 67 after the pharmaceutical’s chief financial officer reiterated that the company has done nothing wrong in the wake of a price-fixing lawsuit filed by 44 U.S. states, according to Reuters.

Straddle prices for stocks expected to report results this week

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

8×8 (EGHT) May 25 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 5.5% 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 50 straddle priced for move of 14% into the expected release of release of EPS after the bell on May 14

Alibaba (BABA) May 177.50 straddle priced for move of 7% into the expected release of release of EPS before the bell on May 15

Cisco (CSCO) May 53.50 straddle priced for move of 4.5% into the expected release of release of EPS after the bell on May 15

Macy (M) May 22.50 straddle priced for move of 11% into the expected release of release of EPS before the bell on May 15

Netease (NTES) May 265 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 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 9% 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 10% into the expected release of release of EPS on May 16

Walmart (WMT) May 101.50 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 5.5% into the expected release of release of EPS before the bell on May 17

Riot Blockchain (RIOT) May 4 straddle priced for move of 12% into the expected release of release of EPS before the bell on May 17

Increasing unusual option volume: SBS TIVO PCAR BPL PRAH WELL FLXN AVYA CRCM BCRX ZG TSS
Increasing unusual call option volume: WELL BPL TIVO PRAH BCRX AVYA TSS PCAR PFF ATH ARMK
Increasing unusual put option volume: SBS TIVO PRAH ZG CARG CPE TJX NVRO AXL SYNA GPOR
Popular stocks with increasing unusual: SQ QCOM ROKU BA
Options with decreasing option implied volatility: APC MMM QCOM ZAYO APC
Active options: AAPL AMZN JD FB LYFT AMD BAC BABA TSLA ROKU INTC NFLX NVDA MU DIS MSFT BA SQ QCOM