Pre-Market IV Report May 6, 2019

Pre-Market IV Report May 6, 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: UNIT ANF OKTA GPS PANW ULTA DG

Options expected to have increasing volume: FXI AIG TSN MOS OXY SYY KLAC MYL TRIP KHC MDLZ K GIS PEP KO KHC JD NIO FXI ASHR BABA AAPL OXY APC CVX

Option implied volatility into President Trump threatens new China tariffs.

S&P Dep Receipts (SPY) May weekly call option implied volatility is at 9, May is at 10; compared to its 52-week range of 9 to 32 into President Trump threatens new China tariffs.

PowerShares QQQ Trust (QQQ) May weekly call option implied volatility is at 13, May is at 14; compared to its 52-week range of 13 to 36

Ishares Russell 2000 Etf (IWM) May weekly call option implied volatility is at 14, May is at 15; compared to its 52-week range of 12 to 34

Chinese stock option implied volatility into President Trump threatens new China tariffs

iShares China Large-Cap (FXI) May weekly, May and June call option implied volatility is at 17; compared to its 52-week range of 17 to 32 into President Trump threatens new China tariffs.

JD.com (JD) May weekly call option implied volatility is at 63, May is at 55; compared to its 52-week range of 26 to 69.

Alibaba (BABA) May weekly call option implied volatility is at 28, May is at 41; compared to its 52-week range of 24 to 58.

Nio (NIO) May weekly call option implied volatility is at 83, May is at 88; compared to its 52-week range of 60 to 157.

Kandi (KNDI) May weekly call option implied volatility is at , May is at ; compared to its 52-week range of 48 to 131.

Db X-trackers Harvest Csi 300 China A – Shares Fund (ASHR) May weekly call option implied volatility is at , May is at ; compared to its 52-week range of 18 to 36 into President Trump threatens new China tariffs.

Apple (AAPL) May weekly call option implied volatility is at , May is at ; compared to its 52-week range 16 to 46 into President Trump threatens new China tariffs.

Caterpillar (CAT) May weekly and May call option implied volatility is at 22; compared to its 52-week range of 20 to 50.

Boeing (BA) April weekly call option implied volatility is at 18, May is at 22; compared to its 52-week range of 18 to 46.

Kraft Heinz (KHC) May weekly call option implied volatility is at 23, June is at 39; compared to its 52-week range of 19 to 45 into to restate of earnings for 2016 and 2017.

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 19.5 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 12% 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 11 straddle priced for move of 14% into the expected release of EPS after the bell on May 7

Anheuser-Busch InBev (BUD) May weekly 88 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 19 straddle priced for a move of 14% into the expected release of EPS before the bell on May 7

Crocs (CROX) May 29 straddle priced for a move 12% 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 13.50 straddle priced for a move of 17% into the expected release of EPS after the bell on May 7

Kinross Gold (KGC) May 3 straddle priced for a move of 9% into the expected release of EPS after the bell on May 7

LendingClub (LC) May 3 straddle priced for a move of 15% into the expected release of EPS after the bell on May 7

Lyft (LYFT) May weekly 62.50 straddle priced for a move of 12% 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 25 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 29 straddle priced for a move of 8.5% into the expected release of EPS after the bell on May 7

NIO (NIO) May 5 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 53 straddle priced for a move of 8.5%into the expected release of EPS after the bell on May 7

TripAdvisor (TRIP) May weekly 55 straddle priced for a move of 9.5% into the expected release of EPS after the bell on May 7

Albemarle (ALB) May 77 straddle priced for a move of 8% into the expected release of EPS into the expected release of EPS after the bell on May 8

Avaya (AVYA) May 20 straddle priced for a move of 11% into the expected release of EPS into the expected release of EPS before the bell on May 8

Barrick Gold (GOLD) May 12.50 straddle priced for a move of 4.5% into the expected release of EPS into the expected release of EPS before the bell on May 8

Etsy (ETSY) May 70 straddle priced for a move of 14% into the expected release of EPS into the expected release of EPS after the bell on May 8

Norwegian Cruise Line (NCLH) May 57.50 straddle priced for a move of 6% into the expected release of EPS into the expected release of EPS before the bell on May 8

Wendys (WEN) May 18 straddle priced for a move of 5.5% into the expected release of EPS into the expected release of EPS before the bell on May 8

The Walt Disney Company (DIS) May weekly 134 straddle priced for a move of 4%into the expected release of EPS into the expected release of EPS after the bell on May 8

YRC Worldwide (YRCW) May 7 straddle priced for a move of 14% into the expected release of EPS into the expected release of EPS before the bell on May 8

Increasing unusual option volume: PEI WPG RRD FDS TV LEA CTSH RLGY SNN SUN SYY SEMG
Increasing unusual call option volume: MET SUN RSX SNN CH SYY CHGG BLDR UBS CTSH ABB IMMR
Increasing unusual put option volume: PEI WPG RRD TV RLGY IRTC CVE
b: NIO X CVE JD SQ
Options with decreasing option implied volatility: HRTX ARNC DBD WW W YETI NWL ENPH
Active options: TSLA AMZN NIO FB GE BABA X AMD QCOM BAC MSFT NFLX CVE INTC DIS SQ NVDA JD TWTR

Popular stocks with increasing unusual: NIO X CVE JD SQ