Pre-Market IV Report May 15, 2019

Pre-Market IV Report May 15, 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: M ACB KHC NIO ACB TLRY CRON DE CLDR AVYA TCS NAV

Options expected to have increasing volume: CSCO NVDA TTWO BABA LYFT WMT AMAT DE TLRY CRON ACB

Lyft (LYFT) May call option implied volatility is at 72, June is at 56; compared to its 4-week range of 49 to 79 into Uber (UBER) options expected to begin trading Thursday.

Option implied volatility comes in. Group of 20 Summit scheduled for late June in Osaka

S&P Dep Receipts (SPY) May call option implied volatility is at 20, June is at 16; compared to its 52-week range of 9 to 32 into Group of 20 summit in Osaka late next month.

Apple (AAPL) May call option implied volatility is at 34, June is at 32; compared to its 52-week range of 16 to 46. Call put ratio 1 call to 1.2 puts.

Corn, Wheat and Soybean futures prices all traded higher yesterday with increasing option implied volatility on continued trade war talk and crop production expectations.

Archer Daniels Midland (ADM) May call option implied volatility is at 25, June is at 23; compared to its 52-week range of 15 to 33 after Corn, Wheat and Soybean futures prices all traded higher yesterday.

The Mosaic Company (MOS) May call option implied volatility is at 36, June is at 33; compared to its 52-week range of 25 to 50 after Corn, Wheat and Soybean futures prices all traded higher yesterday.

Beyond Meat (BYND) May call option implied volatility is at 128, June is at 87; compared to its 2-week range of 95 to 124. Call put ratio 1.5 calls to 1 put.

Tyson Foods (TSN) 30-day option implied volatility is at 23; compared to its 52-week range of 19 to 36.

Hormel Foods (HRL) 30-day option implied volatility is at 35; compared to its 52-week range of 16 to 38 into the expected release of EPS before the bell on May 23.

Deere (DE) May call option implied volatility is at 63, June is at 34; compared to its 52-week range of 21 to 44 into the expected release of release of EPS before the bell on May 17.

Caterpillar (CAT) May call option implied volatility is at 32, June is at 28; compared to its 52-week range of 20 to 50.

General Motors (GM) May call option implied volatility is at 29, June is at 25; compared to its 52-week range of 20 to 46.

Navistar (NAV) May call option implied volatility is at 53, June is at 48; compared to its 52-week range of 33 to 62. Call put ratio 30 calls to 1 put with focus on June 40 calls.

AmerisourceBergen (ABC) May call option implied volatility is at 32, June is at 29; compared to its 52-week range of 22 to 42. Call put ratio 4.2 calls to 1 put with focus on May calls.

Increasing unusual option volume: BVN EMES MSGN EWH EGHT SBH ARMK TCS VCRA BCRX BID CRR TSEM IMMR RL ABC
Increasing unusual call option volume: ARMK BCRX CNP MXWL IMMR BAX WPX DHT NAV RL ABC EGHT CC
Increasing unusual put option volume: EWH CNX CRZO RF MCHP WWE JWN MJ RL OPK PLCE
Popular stocks with increasing unusual: NAV TSN TTWO M BA RL WWE AMAT JWN
Options with decreasing option implied volatility: MYL QCOM STMP ZAYO APC
Active options: AAPL MSFT AMD BABA FB BAC GE TSLA DIS AMAT T NFLX INTC NVDA M BA MU SQ