Pre-Market IV Report May 31, 2019

Pre-Market IV Report May 31, 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: ARQL BBBY TEVA UCO CY STZ KHC OXY NKE WBA GIS K JNJ GOOS NLSN GPS BB WSM MYL

Options expected to have increasing volume: GM F FCAU HMC UBER LYFT WSM MRVL NTNX ZUO GPS RRGB ULTA VMW COST

Trump tweets U.S. to impose 5% tariff on all goods coming from Mexico in June, stocks with a large exposure to Mexico

Ishares Msci Mexico Capped Etf (EWW) May weekly call option implied volatility is at 17, June is at 18; compared to its 52-week range of 17 to 43 into Trump tweets U.S. to impose 5% tariff on all goods coming from Mexico in June.

Ford Motor (F) May weekly call option implied volatility is at 35, June is at 25; compared to its 52-week range of 19 to 55

General Motors (GM) May weekly call option implied volatility is at 26, June is at 25; compared to its 52-week range of 20 to 46

Fiat Chrysler Automobiles (FCAU) May weekly call option implied volatility is at 36, June is at 35; compared to its 52-week range of 30 to 55

Delphi Technologies (DLPH) June call option implied volatility is at 51, July is at 52; compared to its 52-week range of 23 to 71

Borg Warner (BWA) June call option implied volatility is at 28, July is at 29; compared to its 52-week range of 24 to 48

Boeing (BA) May weekly call option implied volatility is at 28, June is at 27; compared to its 52-week range of 19 to 46

Whirlpool (WHR) May weekly call option implied volatility is at 31, June is at 30; compared to its 52-week range of 22 to 49 into Trump tweets U.S. to impose 5% tariff on all goods coming from Mexico in June.

CSX Corp. (CSX) May weekly call option implied volatility is at 22, June is at 23; compared to its 52-week range of 16 to 49

Walmart (WMT) May weekly call option implied volatility is at 16, June is at 17; compared to its 52-week range of 14 to 30

Kansas City Southern (KSU) May weekly call option implied volatility is at 21, June is at 20; compared to its 52-week range of 19 to 44

Norfolk Southern (NSC) May weekly call option implied volatility is at 21, June is at 22; compared to its 52-week range of 50

Union Pacific (UNP) May weekly call option implied volatility is at 24, June is at 21; compared to its 52-week range of 16 to 41

PepsiCo (PEP) May weekly call option implied volatility is at 15, June is at 14; compared to its 52-week range of 13 to 30

AutoZone (AZO) May weekly call option implied volatility is at 21, June is at 20; compared to its 52-week range of into 20 to 38 Trump tweets U.S. to impose 5% tariff on all goods coming from Mexico in June.

HanesBrands (HBI) May weekly call option implied volatility is at 32, June is at 31; compared to its 52-week range of 23 to 64

Mondelez (MDLZ) May weekly call option implied volatility is at 17, June is at 16; compared to its 52-week range of 14 to 29

Sempra Energy (SRE) June call option implied volatility is at 16, July is at 17; compared to its 52-week range of 14 to 29

American Tower (AMT) May weekly call option implied volatility is at 21, June is at 18; compared to its 52-week range of 14 to 27

Straddle prices for stocks expected to report quarterly results next week

Box (BOX) June 19 straddle priced for move of 12% into the expected release of quarterly results after the bell on June 3.

Ambarella (AMBA) June weekly 38.5 straddle priced for move of 13.5% into the expected release of quarterly results after the bell on June 4.

Cracker Barrel (CBRL) June 155 straddle priced for move of 6% into the expected release of quarterly results before the bell on June 4.

Donaldson (DCI) June 45 straddle priced for move of 8% into the expected release of quarterly results after the bell on June 4.

GameStop (GME) June weekly 7.5 straddle priced for move of 12% into the expected release of quarterly results after the bell on June 4.

Lands End (LE) June 12.50 straddle priced for move of 14 % into the expected release of quarterly results before the bell on June 4.

Navistar (NAV) June weekly 32.50 straddle priced for move of 9% into the expected release of quarterly results before the bell on June 4.

Salesforce (CRM) June weekly 155 straddle priced for move of 7% into the expected release of quarterly results after the bell on June 4.

Tiffany (TIF) June weekly 90 straddle priced for move of 7.5% into the expected release of quarterly results before the bell on June 4.

American Eagle (AEO) June weekly 18 straddle priced for move of 12% into the expected release of quarterly results before the bell on June 5.

Campbell Soup (CPB) June weekly 36 straddle priced for move of 5.5% into the expected release of quarterly results before the bell on June 5.

Cloudera (CLDR) June weekly 9.5 straddle priced for move of 13% into the expected release of quarterly results after the bell on June 5.

Stich Fix (SFIX) June weekly 23.50 straddle priced for move of 14% into the expected release of quarterly results after the bell on June 5.

United Natural Foods (UNFI) June 10 straddle priced for move of 18% into the expected release of quarterly results after the bell on June 5.

Increasing unusual option volume: VNQ BFR JCI WPRT LMT CORN WSM
Increasing unusual call option volume: BFR LMT JCI WPRT CORN LEG NEO BURL
Increasing unusual put option volume: NYCB VNQ JCI KBE BCS MOH STLD WSM PVH
Popular stocks with increasing unusual volume: TEVA VZ BYND
Options with decreasing option implied volatility: CARA CPRI BMRN GOOS DBI FL ANF VIPS XLNX ANF
Active options: AAPL BA AMD TSLA JCI NIO AMZN SNAP NVDA UBER BYND BABA X ROKU FB MSFT NFLX VZ TEVA GE