Pre-Market IV Report May 3, 2019

Pre-Market IV Report May 3, 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 overlooked information.

Options with increasing option implied volatility: CNC OKTA GPS PANW ULTA DKS DLTR COST COTY GPRO MYL KHC S CNC X EA SWN

Options expected to have increasing volume: AMZN AMT DISH WW MNST SHAK GILD LOCO X SWKS EXPE FSLR ATVI CBS EXPE

Amazon (AMZN) May weekly call option implied volatility is at 33, May is at 37; compared to its 52-week range of 18 to 55 into Warren Buffett tells CNBC Berkshire has new stake in Amazon.com.

S&P Dep Receipts (SPY) May weekly call option implied volatility is at 14, May is at 12; compared to its 52-week range of 9 to 32 into April employment report.

Straddle prices for stocks expected to report results Next week

American International Group (AIG) May weekly 47 straddle priced for move of 5% into the expected release of EPS after the bell on May 6

Bausch Health Companies (BHC) May weekly 23.50 straddle priced for move of 7% into the expected release of EPS before the bell on May 6

Hertz Global (HTZ) May weekly 19 straddle priced for move of 15% into the expected release of EPS after the bell on May 6

KLA-Tencor (KLAC) May 130 straddle priced for move of 6% into the expected release of EPS after the bell on May 6

Rent-A-Center (RCII) May weekly 24.50 straddle priced for move of 10% into the expected release of EPS after the bell on May 6

Tyson (TSN) May weekly 75 straddle priced for move of 5% into the expected release of EPS before the bell on May 6

3D Systems (DDD) May weekly 10.50 straddle priced for move of 16% into the expected release of EPS after the bell on May 7

Anheuser-Busch InBev (BUD) May weekly 87.50 straddle priced for move of 5.5% into the expected release of EPS before the bell on May 7

Aurora Cannabis (ACB) May weekly 8.5 straddle priced for move of 9.5% into the expected release of EPS after the bell on May 7

Camping World (CWH) May 14 straddle priced for move of 18 % into the expected release of EPS after the bell on May 6

ChipMOS Technologies (IMOS) May 17.50 straddle priced for move of 11% into the expected release of EPS before the bell on May 7

Clovis (CLVS) May 18 straddle priced for a move of 14% into the expected release of EPS before the bell on May 7

Crocs (CROX) May 28 straddle priced for a move 11% of into the expected release of EPS before the bell on May 7

DaVita (DVA) May 57.50 straddle priced for a move of 8% into the expected release of EPS after the bell on May 7

Dean Foods (DF) May 1.5 straddle priced for a move of 20% into the expected release of EPS after the bell on May 7

Ferrari (RACE) May weekly 135 straddle priced for a move of 6.5% into the expected release of EPS before the bell on May 7

Fossil (FOSL) May weekly 13 straddle priced for a move of 17% into the expected release of EPS after the bell on May 6

Kinross Gold (KGC) May 3 straddle priced for a move of 9% into the expected release of EPS after the bell on May 6

LendingClub (LC) May 3 straddle priced for a move of 15% into the expected release of EPS after the bell on May 6

Lyft (LYFT) May weekly 61.50 straddle priced for a move of 11% into the expected release of EPS after the bell on May 7

Marriott Vacations Worldwide (VAC) May 105 straddle priced for a move of 5.5% into the expected release of EPS before the bell on May 7

Melco Resorts (MLCO) May straddle priced for a move of 7.5% into the expected release of EPS on May 7

Mylan (MYL) May weekly 27.50 straddle priced for a move of 7% into the expected release of EPS before the bell on May 7

NCR (NCR) May 28 straddle priced for a move of 7.5% into the expected release of EPS after the bell on May 67

NIO (NIO) May straddle priced for a move of 12% into the expected release of EPS after the bell on May 7

OPKO Health (OPK) May weekly 2.5 straddle priced for a move of 22% into the expected release of EPS after the bell on May 7

Papa Johns (PZZA) May weekly 52 straddle priced for a move of into the expected release of EPS after the bell on May 7

TripAdvisor (TRIP) May weekly 52.50 straddle priced for a move of 11% into the expected release of EPS after the bell on May 7

S&P Dep Receipts (SPY) May weekly call option implied volatility is at 14, May is at 12; compared to its 52-week range of 9 to 32 into April employment report.

PowerShares QQQ Trust (QQQ) May weekly call option implied volatility is at 17, May is at 15; compared to its 52-week range of 13 to 36 into April employment report.

Ishares Russell 2000 Etf (IWM) May weekly call option implied volatility is at 17, May is at 16; compared to its 52-week range of 12 to 34 into April employment report.

iShares 20+ Year Treasury Bond ETF (TLT) May weekly call option implied volatility is at 12, May is at 8; compared to its 52-week range of 8 to 13 into April employment report.

Tesla (TSLA) May weekly and May call option implied volatility is at 49; compared to its 52-week range of 39 to 87.

Churchill Downs (CHDN) 30 day call option implied volatility is at 25; compared to its 52-week range of 21 to 44 into Kentucky Derby.

Increasing unusual option volume: GREK RRD VOYA JCI LPX ZNGA CTB
Increasing unusual call option volume: GREK CJ UIS IMAX MRNS CBRL VOYA SHAK PRTY
Increasing unusual put option volume: RRD ERIC MRNS CWH ESV JCI VGR XRAY EIX ECA GPRO
Popular stocks with increasing unusual: ATVI ZNGA X DIS CREE OXY SHAK CBS
Options with decreasing option implied volatility: GRUB S YETI W DBD LL TWLO AMD WBA XLNX MMM QCOM
Active options: AAPL TSLA AMD QCOM DIS FB SQ MSFT BAC GE BABA C X NVDA NFLX INTC ATVI ZNGA MU