Pre-Market IV Report May 21, 2019

Pre-Market IV Report May 21, 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: BBY TGT HD LOW AZO INTU WSM VIPS LULU ORCL KHC TMUS LB HIIQ KR BCRX ONCE MLNX

Options expected to have increasing volume: TSLA KSS TJX JCP HD AZO AAP ADI TGT LB VF ADSK BBY HPE INTU MDT ROST JACK

Tesla (TSLA) May weekly call option implied volatility is at 68, June is at 57; compared to its 52-week range of 38 to 86 as shares near two-year low.

Apple (AAPL) May weekly call option implied volatility is at 38, June is at 30; compared to its 52-week range of 16 to 46. Call put ratio 1 call to 1 put.

Whirlpool (WHR) May weekly call option implied volatility is at 42, June is at 29; compared to its 52-week range of 22 to 49 into investor day. Call put ratio 1 call to 1 put.

Jack in the Box (JACK) June call option implied volatility is at 21, July is at 19; compared to its 52-week range of 21 to 42 into Kim Kardashian cites ‘serious complaint’ about Jack in the Box in tweet.

Straddle prices for stocks expected to report quarterly results this week

Urban Outfitters (URBN) May weekly 27 straddle priced for move of 9% 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 30 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 72 straddle priced for move of 7.5% 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 170 straddle priced for move of 8% 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 15% 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 47.50 straddle priced for move of 12% 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

Medtronic (MDT) June 87.50 straddle priced for move of 4.5% into the expected release of release of quarterly results before the bell on May 23

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

Ross Stores (ROST) May 97.50 straddle priced for move of 8% into the expected release of release of quarterly results before the bell on May 23

Footlocker (FL) May weekly 55 straddle priced for move of 11% 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 14% into the expected release of release of quarterly results before the bell on May 24

Buckle (BKE) June 17.50 straddle priced for move of 12% into expected release of quarterly results before the bell on May 24

Increasing unusual option volume: PCG TOO BZH AFL EWA INDA TMUS S
Increasing unusual call option volume: BZH EQIX EMB NPTN AFL FLY FITB
Increasing unusual put option volume: EWA INDA AFL KWEB UPWK TMUS CBL S FLEX JCP
Popular stocks with increasing unusual volume: PCG AMD VZ
Options with decreasing option implied volatility: IMMR MRTX STNE JMIA TLRY PLCE DIS MYL QCOM BPL APC
Active options: AAPL TSLA BABA T AMD BAC S QCOM MU FB PCG MSFT AMZN NVDA BIDU NFLX GE INTC VZ GM