Pre-Market IV Report May 15, 2020

Pre-Market IV Report May 15, 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 PDD RIOT VTIQ SDC DKNG CLVS CODX

Options expected to have increasing volume: AMAT DKNG DDS FTCH

Vanguard Reit Etf (VNQ) 30-day option implied volatility is at 42; compared to its 52-week range of 10 to 89 as share price is down 2%. Call put ratio 1 call to 4.3 puts with focus on May and September puts.

Lakeland Industries (LAKE) 30-day option implied volatility is at 114; compared to its 52-week range of 35 to 238 amid patient and prescribing trends for home health products during COVID-19. Call put ratio 39 calls to 1 put with focus on May 15 calls.

Alpha Pro Tech Ltd. (APT) 30-day option implied volatility is at 186; compared to its 52-week range of 40 to 357 amid patient and prescribing trends for home health products during COVID-19. Call put ratio 12 calls to 1 put with focus on May 15.5 calls.

Straddle prices for stocks expected to report quarterly results next week

Nordic American Tanker (NAT) June 5 straddle priced for a move of 33% into the expected release of quarter results after the bell on May 18.

Advanced Auto Parts (AAP) June 120 straddle priced for a move of 15% into the expected release of quarter results before the bell on May 19.

Home Depot (HD) May weekly 235 straddle priced for a move of 7% into the expected release of quarter results before the bell on May 19.

Kohls (KSS) May weekly 16.50 straddle priced for a move of 18% into the expected release of quarter results before the bell on May 19.

Urban Outfitters (URBN) May weekly straddle priced for a move of 24% into the expected release of quarter results after the bell on May 19.

Analog Devices (ADI) May weekly 105 straddle priced for a move of 8% into the expected release of quarter results on May 20.

L Brands (LB) May weekly 10.50 straddle priced for a move of 19% into the expected release of quarter results after the bell on May 20.

Lowes (LOW) May weekly 110 straddle priced for a move of 9% into the expected release of quarter results before the bell on May 20.

McKesson (MCK) May weekly 129 straddle priced for a move of 10% into the expected release of quarter results before the bell on May 20.

Take-Two Interactive Software (TTWO) May weekly 130 straddle priced for a move of 12% into the expected release of quarter results after the bell on May 20.

Target (TGT) May weekly 120 straddle priced for a move of 8% into the expected release of quarter results before the bell on May 20.

Vipshop (VIPS) May weekly 16.50 straddle priced for a move of 15% into the expected release of quarter results on May 20.

Agilent (A) June 82.50 straddle priced for a move of 8% into the expected release of quarter results after the bell on May 21.

Hewlett Packard (HPE) May 9 straddle priced for a move of 9% into the expected release of quarter results after the bell on May 21.

Hormel (HRL) May weekly 47.50 straddle priced for a move of 7% into the expected release of quarter results before the bell on May 21.

Intuit (INTU) straddle priced for a move of % into the expected release of quarter results after the bell on May 21.

Medtronic (MDT) May weekly 280 straddle priced for a move of 8% into the expected release of quarter results before the bell on May 21.

NVIDIA (NVDA) straddle priced for a move of % into the expected release of quarter results after the bell on May 21.

Palo Alto Networks (PANW) May weekly 320 straddle priced for a move of 9% into the expected release of quarter results after the bell on May 21.

Ross Stores (ROST) June 85 straddle priced for a move of 14% into the expected release of quarter results after the bell on May 21.

Teekay Tankers (TNK) June 17.50 straddle priced for a move of 28% into the expected release of quarter results before the bell on May 21.

TJX (TJX) June 45 straddle priced for a move of 12% into the expected release of quarter results before the bell on May 21.

Alibaba (BABA) May weekly 200 straddle priced for a move of 4% into the expected release of quarter results today before the bell on May 22.

Deere (DE) May weekly 200 straddle priced for a move of 7% into the expected release of quarter results before the bell on May 22.

Pinduoduo (PDD) May 61 straddle priced for a move of 17% into the expected release of quarter results before the bell on May 22.

Options with decreasing option implied volatility: MA LQD TWLO SNAP USO
Increasing unusual option volume: NOG PAGS SAVA CODX ALT WIX BLMN
Increasing unusual call option volume: NOG PAGS MT SAVA ALT WIX CODX RIOT
Increasing unusual put option volume: CODX BLMN UNFI DKNG NAT ACM RIOT OPK VFC
Popular stocks with increasing unusual volume: UAL CSCO AAL DAL JD
Active options: AAPL BAC TSLA BA AMD MSFT WFC CSCO AAL GE JPM NFLX T BABA FB JD DAL DIS NVDA UAL
Global S&P Futures recently mixed in premarket, Nikkei mixed to higher, DAX up 1%, WTI Crude oil recently at $28.26, natural gas up 1.6%, gold at $1744 an ounce