Pre-Market IV Report May 19, 2020

Pre-Market IV Report May 19, 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 JCP IQ SFIX DKNG PDD ACB SRNE

Options expected to have increasing volume: HD WMT BBY LOW ADI TGT MRNA

Moderna (MRNA) May weekly call option implied volatility is at 151, June is at 120; compared to its 52-week range of 51 to 172 announces $1.25B common stock offering. Call put ratio 1.5 calls to 1 put.

United States Oil Fund (USO) 30-day option implied volatility is at 65; compared to its 52-week range of 23 to 247 into WTI front month contracts expire on May 19. WTI oil above $33.

Straddle prices for stocks expected to report quarterly results this week

Home Depot (HD) May weekly 245 straddle priced for a move of 5% into the expected release of quarter results today before the bell.

Wal-Mart (WMT) May weekly 127 straddle priced for a move of 4% into the expected release of quarter results today before the bell.

Kohls (KSS) May weekly 19 straddle priced for a move of 14% into the expected release of quarter results today before the bell.

Urban Outfitters (URBN) May weekly 19 straddle priced for a move of 15% into the expected release of quarter results today after the bell.

Analog Devices (ADI) May weekly 108 straddle priced for a move of 6% into the expected release of quarter results on May 20.

L Brands (LB) May weekly 13 straddle priced for a move of 20% into the expected release of quarter results after the bell on May 20.

Lowes (LOW) May weekly 116 straddle priced for a move of 18% into the expected release of quarter results before the bell on May 20.

McKesson (MCK) May weekly 143 straddle priced for a move of 7% into the expected release of quarter results before the bell on May 20.

Take-Two Interactive Software (TTWO) May weekly 135 straddle priced for a move of 9% into the expected release of quarter results after the bell on May 20.

Target (TGT) May weekly 125 straddle priced for a move of 6% into the expected release of quarter results before the bell on May 20.

Vipshop (VIPS) May weekly 17 straddle priced for a move of 14% 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 10 straddle priced for a move of 8% into the expected release of quarter results after the bell on May 21.

Hormel (HRL) May weekly 48 straddle priced for a move of 6% into the expected release of quarter results before the bell on May 21.

Intuit (INTU) May weekly 290 straddle priced for a move of 7% into the expected release of quarter results after the bell on May 21.

Medtronic (MDT) May weekly 99 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on May 21.

NVIDIA (NVDA) May weekly 350 straddle priced for a move of 8% into the expected release of quarter results after the bell on May 21.

Palo Alto Networks (PANW) May weekly 225 straddle priced for a move of 9% into the expected release of quarter results after the bell on May 21.

Ross Stores (ROST) June 90 straddle priced for a move of 12% 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 26% into the expected release of quarter results before the bell on May 21.

TJX (TJX) June 50 straddle priced for a move of 10% into the expected release of quarter results before the bell on May 21.

Alibaba (BABA) May weekly 215 straddle priced for a move of 4.5% into the expected release of quarter results today before the bell on May 22.

Deere (DE) May weekly 137 straddle priced for a move of 7% into the expected release of quarter results before the bell on May 22.

Homebuilders into new residential construction data for April.

Ishares U.S. Home Construction Etf (ITB) 30-day option implied volatility is at 40; compared to its 52-week range of 15 to 109 into new residential construction data for April.

Lennar (LEN) 30-day option implied volatility is at 52; compared to its 52-week range of 21 to 160.

KB Home (KBH) 30-day option implied volatility is at 65; compared to its 52-week range of 25 to 176.

PulteGroup (PHM) 30-day option implied volatility is at 54; compared to its 52-week range of 22 to 142.

Toll Brothers (TOL) 30-day option implied volatility is at 68; compared to its 52-week range of 22 to 146. Call put ratio 2.1 calls to 1 put.

Beazer Homes (BZH) 30-day option implied volatility is at 72; compared to its 52-week range of 33 to 184. Call put ratio 3.1 calls to 1 put.

D.R. Horton (DHI) 30-day option implied volatility is at 42; compared to its 52-week range of 22 to 142. Call put ratio 3 call to 1 put.

Options with decreasing option implied volatility: MA W TWLO USO SNAP
Increasing unusual option volume: SRNE MDLA EFX MXIM HEXO AEO GERN OI MITT MRNA
Increasing unusual call option volume: SRNE GERN AEO HEXO BJ EGHT FEZ TECK
Increasing unusual put option volume: SRNE GSX BNO FEZ DKNG ECL NAT NVAX
Popular stocks with increasing unusual volume: F CCL WMT AAL DAL
Active options: GE AAPL BA DIS BAC TSLA AMD MSFT BABA CCL F WFC AAL NVDA FB WMT UBER DAL SRNE NFLX
Global S&P Futures recently mixed to lower in premarket, Nikkei up 1%, DAX lower, WTI Crude oil recently at $32.25, natural gas mixed, gold at $1736 an ounce