Pre-Market IV Report May 14, 2019

Pre-Market IV Report May 14, 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: NAV TEVA MYL M ACB KHC NIO LCI ASHR DE AVGO MU AMD S BA RH AAPL IBM GM BAC UTX C STX CRM…

Options expected to have increasing volume: CSCO DDS NVDA RH TTWO BABA LYFT WMT AMAT

Option implied volatility has returned from a low level

Apple (AAPL) May call option implied volatility is at 46, June is at 31; compared to its 52-week range of 16 to 46. Call put ratio 1.2 calls to 1 put.

S&P Dep Receipts (SPY) May call option implied volatility is at 24, June is at 18; compared to its 52-week range of 9 to 32.

PowerShares QQQ Trust (QQQ) May call option implied volatility is at 33, June is at 22; compared to its 52-week range of 13 to 36.

Ishares Russell 2000 Etf (IWM) May call option implied volatility is at 28, June is at 12; compared to its 52-week range of 12 to 34.

Financial Select Sector SPDR ETF (XLF) May call option implied volatility is at 30, June is at 18; compared to its 52-week range of 2 to 34.

iShares China Large-Cap (FXI) May call option implied volatility is at 36, June is at 24; 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 38,June is at 3; compared to its 52-week range of 18 to 36 into Larry Kudlow acknowledges U.S. will pay for China tariffs.

Straddle prices for stocks expected to report results this week

8×8 (EGHT) May 22.5 straddle priced for move of 12% into the expected release of release of EPS today

Dillard’s (DDS) May 63 straddle priced for move of 12% into the expected release of release of EPS

The Container Store Group (TCS) May 7.5 straddle priced for move of 15% into the expected release of release of EPS today

Agilent (A) May 72.50 straddle priced for move of 5.5% into the expected release of release of EPS today after the bell

Ralph Lauren (RL) May 95 straddle priced for move of 8% into the expected release of release of EPS today

Tilray (TLRY) May 46.50 straddle priced for move of 11% into the expected release of release of EPS after the bell on May 14

Alibaba (BABA) May 170 straddle priced for move of 7% into the expected release of release of EPS before the bell on May 15

Cisco (CSCO) May 51.50 straddle priced for move of 5.5% 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 8.5% into the expected release of release of EPS after the bell on May 15

Macy (M) May 21.50 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 20 straddle priced for move of 12% into the expected release of release of EPS after the bell on May 16

NVIDIA (NVDA) May 157.50 straddle priced for move of 8.5% 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 100 straddle priced for move of 4.5% into the expected release of release of EPS before the bell on May 16

Deere (DE) May 146 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 4.5 straddle priced for move of 13% into the expected release of release of EPS before the bell on May 17

T-Mobile (TMUS) 30- day option implied volatility is at 29; compared to its 52-week range of 17 to 37 after said to consider concessions to save merger with Sprint (S), reports Bloomberg.

Sprint Corp. (S) May and June call option implied volatility is at 64; compared to its 52-week range of 24 to 111.

Avon Products (AVP) 30 day option implied volatility is at 80; compared to its 52-week range of 48 to 107. Call put ratio 5.6 calls to 1 put with focus on May 2.5 and 3.5 calls

Keep in mind:

Trump measures himself by the Dow Jones Industrial Average.

Presidents who entered when stocks were cheap tended to oversee strong markets. By this measure, the most recent successful presidents in history were Bill Clinton and Barack Obama.

The U.S. Federal Reserve and the Chinese Communist Party have more power over markets than the White House.

Polls have proven the top priority for the people who voted for Trump was not a higher stock market.

The Chinese government does not surrender to external pressure

Increasing unusual option volume: TOCA PTEN SPPI NAV TUP VAC RL SOYB CRUS PII SYMC DDS MT MYL
Increasing unusual call option volume: TOCA ED KEX SPN PAYX PTC HGV MSGN QID TUP CC CHD HSY
Increasing unusual put option volume: SPPI UPWK CNX CLDR BHF TUP RL FXH NE UBS KEX ODFL BOX
Popular stocks with increasing unusual: ROKU TEVA FCX DIS
Options with decreasing option implied volatility: APC ZAYO STMP
Active options: AAPL BAC AMD TSLA BABA FB MU MSFT AMZN NVDA NFLX BA GE TWTR TEVA INTC JD ROKU DIS FCX