Pre-Market IV Report May 20, 2019

Pre-Market IV Report May 20, 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 over looked information.

Options with increasing option implied volatility: HIIQ LB S CNC LULU BMRN PLAY TSLA GOOGL WYNN LULU ONCE

Options expected to have increasing volume: TSLA DB HD KSS TJX JCP

Tesla (TSLA) May weekly call option implied volatility is at 61, June is at 55; compared to its 52-week range of 38 to 86. Call put ratio 1 call to 1.6 puts. TSLA is trading down 4.5% in the premarket to $201.40 on analyst concerns about model 3 demand.

Beyond Meat (BYND) May call option implied volatility is at 94, August is at 85; compared to its 1-week range of 89 to 124. Call put ratio 1 call to 1.5 puts.

Tyson Foods (TSN) May weekly call option implied volatility is at 18, June is at 21; compared to its 52-week range of 19 to 37 after reports African swine fever impacting Chinese hog counts.

Hormel Foods (HRL) May weekly call option implied volatility is at 40, June is at 28; compared to its 52-week range of 16 to 38 after reports African swine fever impacting Chinese hog counts. Call put ratio 1 call to 4.4 puts. Quarterly results are expected on May 23.

Straddle prices for stocks expected to report quarterly results this week

International Game Technology (IGT) June 14 straddle priced for move of 14% into the expected release of release of quarterly results today before the bell

AutoZone (AZO) May weekly 985 straddle priced for move of 6% into the expected release of release of quarterly results before the bell on May 21

J.C. Penney (JCP) May weekly 1 straddle priced for move of 20% into the expected release of release of quarterly results before the bell on May 21

Kohls (KSS) May weekly 63.50 straddle priced for move of 7.5% into the expected release of release of quarterly results before the bell on May 21

Home Depot (HD) May weekly 192 straddle priced for move of 3.5% into the expected release of release of quarterly results before the bell on May 21

TJX (TJX) June 52.50 straddle priced for move of 6% into the expected release of release of quarterly results before the bell on May 21

Toll Brother (TOL) May weekly 38.50 straddle priced for move of 6.5% into the expected release of release of quarterly results after the bell on May 21

Urban Outfitters (URBN) May weekly 27 straddle priced for move of 10% into the expected release of release of quarterly results after the bell on May 21

Ctrip (CTRP) May weekly 37 straddle priced for move of 8.5% into the expected release of release of quarterly results after the bell on May 22

L Brands (LB) May weekly 22.50 straddle priced for move of 10% into the expected release of release of quarterly results after the bell on May 22

Shoe Carnival (SCVL) June 35 straddle priced for move of 15% into the expected release of release of quarterly results after the bell on May 22

Target (TGT) May weekly 71 straddle priced for move of 6.5% into the expected release of release of quarterly results before the bell on May 22

Vipshop (VIPS) May weekly 8 straddle priced for move of 14% into the expected release of release of quarterly results after the bell on May 22

Williams-Sonoma (WSM) June 52.50 straddle priced for move of 10% into the expected release of release of quarterly results on May 22

Autodesk (ADSK) May weekly 175 straddle priced for move of 10% into the expected release of release of quarterly results after the bell on May 23

BJs Wholesale Club (BJ) June 25 straddle priced for move of 12% into the expected release of release of quarterly results before the bell on May 23

Deckers Outdoor (DECK) June 145 straddle priced for move of 11% into the expected release of release of quarterly results after the bell on May 23

Hewlett Packard (HPE) May weekly 14.50 straddle priced for move of 6.5% into the expected release of release of quarterly results after the bell on May 23

Intuit (INTU) May weekly 245 straddle priced for move of 6% into the expected release of release of quarterly results after the bell on May 23

Hormel Foods (HRL) May weekly 40 straddle priced for move of 5% into the expected release of release of quarterly results before the bell on May 213

Sina (SINA) June 50 straddle priced for move of 12.50% into the expected release of release of quarterly results after the bell on May 23

Toro (TTC) June 70 straddle priced for move of 8.5% into the expected release of release of quarterly results before the bell on May 23

Footlocker (FL) May weekly 50 straddle priced for move of 12% into the expected release of release of quarterly results before the bell on May 24

Hibbet Sports (HIBB) June 20 straddle priced for move of 13% into the expected release of release of quarterly results before the bell on May 24

Buckle (BKE) June 19 straddle priced for move of 12% into expected release of quarterly results before the bell on May 24

Increasing unusual option volume: IOVA CSTM SALT XLRE ARAY ERJ STLD PAGP NPTN AOS
Increasing unusual call option volume: XLRE NPTN CSTM APO BKS UPLD TOCA CC
Increasing unusual put option volume: SWN PAGP HST NCR ERJ STLD QRVO AOS VSH XLRE
Popular stocks with increasing unusual volume: BYND ROKU NIO
Options with decreasing option implied volatility: KMI FCAU APC CGC ACB IMMR BILI PLCE CYBR TLRY M TTWO WIX WMT
Active options: TSLA AMZN AMD NVDA BIDU FB SWN NFLX BAC MSFT GE MU T NIO BA S BYND INTC ROKU