Pre-Market IV Report May 21, 2020

Pre-Market IV Report May 21, 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: LK SFIX HTZ TLRY PDD RIOT MRNA SRNE HUYA

Options expected to have increasing volume: NVDA PANW TJX ROST BBY LB FB

Facebook (FB) 30-day option implied volatility is at 36; compared to its 52-week range of 21 to 81 amid shares at record high. Call put ratio 2.6 calls to 1 put with focus on May weekly calls.

iShares MSCI Brazil (EWZ) 30-day option implied volatility is at 49; compared to its 52-week range of 22 to 145 amid spread of Covid-19. Call put ratio 6.8 calls to 1 put with focus on May weekly (29) 25.50 and 26.50 calls.

Straddle prices for stocks expected to report quarterly results this week

Best Buy (BBY) May weekly 81.50 straddle priced for a move of 8% into the expected release of quarter results today before the bell.

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

Hewlett Packard (HPE) May 10 straddle priced for a move of 7% into the expected release of quarter results today after the bell.

Hormel (HRL) May weekly 48 straddle priced for a move of 5% into the expected release of quarter results today before the bell.

Intuit (INTU) May weekly 290 straddle priced for a move of 5.5% into the expected release of quarter results today after the bell.

Medtronic (MDT) May weekly 98 straddle priced for a move of 4% into the expected release of quarter results today before the bell.

NVIDIA (NVDA) May weekly 360 straddle priced for a move of 7% into the expected release of quarter results today after the bell.

Palo Alto Networks (PANW) May weekly 235 straddle priced for a move of 9% into the expected release of quarter results today after the bell.

Ross Stores (ROST) June 90 straddle priced for a move of 13% into the expected release of quarter results today after the bell.

Teekay Tankers (TNK) June 15 straddle priced for a move of 29% into the expected release of quarter results today before the bell.

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

Alibaba (BABA) May weekly 215 straddle priced for a move of 6% into the expected release of quarter results today before the bell on May 22.

Deere (DE) May weekly 142 straddle priced for a move of 6% into the expected release of quarter results before the bell on May 22.

Pinduoduo (PDD) May 61 straddle priced for a move of 15% into the expected release of quarter results before the bell on May 22.

First Trust Dow Jones Internet Index Fund Etf (FDN) 30-day option implied volatility is at 28; compared to its 52-week range of 14 to 77 as shares near record high.

China stocks option implied volatility after Senate passes bill aimed at boosting oversight of Chinese companies

Krsh Csi Ch Intern (KWEB) June weekly call option implied volatility is at 38, July is at 35; compared to its 52-week range of 23 to 82 after news that the Senate passes bill aimed at boosting oversight of Chinese companies. Call put ratio 1 call to 18 puts with focus on June 50 and 51 puts.

Alibaba (BABA) 30-day option implied volatility is at 42; compared to its 52-week range of 22 to 63. BABA is expected to release quarter results before the bell on May 22.

NIO (NIO) 30-day option implied volatility is at 113; compared to its 52-week range of 77 to 221.

Luckin Coffee Inc. (LK) 30-day option implied volatility is at 219; compared to its 52-week range of 53 to 340.

Baidu.com (BIDU) 30-day option implied volatility is at 43; compared to its 52-week range of 27 to 81.

JD.com (JD) 30-day option implied volatility is at 48; compared to its 52-week range of 28 to 81.

Netease (NTES) 30-day option implied volatility is at 41; compared to its 52-week range of 27 to 75.

iQIYI (IQ) 30-day option implied volatility is at 65; compared to its 52-week range of 38 to 133.

Pinduoduo (PDD) 30-day option implied volatility is at 84; compared to its 52-week range of 38 to 85.

Sina Corp (SINA) 30-day option implied volatility is at 45; compared to its 52-week range of 33 to 92.

Sohu.com, Inc. (SOHU) 30-day option implied volatility is at 64; compared to its 52-week range of 45 to 134.

Huazhu Group (HTHT) 30-day option implied volatility is at 50; compared to its 52-week range of 34 to 106.

Zoom (ZM) 30-day option implied volatility is at 85; compared to its 52-week range of 36 to 137.

Farfetch Limited (FTCH) 30-day option implied volatility is at 69; compared to its 52-week range of 36 to 126.

Vipshop Holdings (VIPS) 30-day option implied volatility is at 73; compared to its 52-week range of 39 to 90.

Kandi Technologies Group (KNDI) 30-day option implied volatility is at 104; compared to its 52-week range of 47 to 177.

Options with decreasing option implied volatility: CODX RVLV SDC SIG AAL SIX FEYE LQD TWLO SNAP
Increasing unusual option volume: ELAN CX SRNE ECL BJ HOME
Increasing unusual call option volume: ECL SNE HOME BJ HBI CHL
Increasing unusual put option volume: SRNE CX ECL URBN TME YUMC
Popular stocks with increasing unusual volume: DAL BYND LK JD
Active options: FB AAPL TSLA DIS AMD TWTR MSFT LK BAC AMZN BA INTC JD GE DAL BIDU BYND WMT NVDA
Global S&P Futures recently mixed to lower in premarket, Nikkei mixed, DAX down 1%, WTI Crude oil recently at $34.09, natural gas mixed, gold at $1736 an ounce