Pre-Market IV Report May 6, 2020

Pre-Market IV Report May 6, 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: NAT UNG HTZ EURN MVIS INO ACB ZNGA DKNG SPCE UBER LYFT WYNN BYND PINS YELP

Options expected to have increasing volume: DIS ATVI PINS SHOP PYPL BYND WYNN YELP PTON SHOP SPCE UBER LYFT DBX

Straddle prices for stocks expected to report quarterly results this week

Hyatt (H) May weekly 50 straddle priced for a move of 10% into the expected release of quarter results today after the bell.

IAC/InterActive (IAC) May weekly 230 straddle priced for a move of 9% into the expected release of quarter results today after the bell.

Marathon Oil (MRO) May weekly 5.5 straddle priced for a move of 11% into the expected release of quarter results today after the bell.

Peloton (PTON) May weekly 36.50 straddle priced for a move of 17% into the expected release of quarter results today after the bell.

PayPal (PYPL) May weekly 125 straddle priced for a move of 5% into the expected release of quarter results today after the bell.

Spirit Airlines (SAVE) May 12.50 straddle priced for a move of 20% into the expected release of quarter results today after the bell.

Spirit Aerospace (SPR) May 20 straddle priced for a move of 18% into the expected release of quarter results today after the bell.

T-Mobile (TMUS) May weekly 89 straddle priced for a move of 6% into the expected release of quarter results today after the bell.

Zynga (ZNGA) May weekly 7.5 straddle priced for a move of 12% into the expected release of quarter results today after the bell.

Lyft (LYFT) May weekly 26.50 straddle priced for a move of 14% into the expected release of quarter results today after the bell.

Uber (UBER) May weekly 28 straddle priced for a move of 11% into the expected release of quarter results on May 7.

Dropbox (DBX) May weekly 20 straddle priced for a move of 10% into the expected release of quarter results after the bell on May 7.

Norwegian Cruise (NCLH) May weekly 11.50 straddle priced for a move of 19% into the expected release of quarter results on May 7.

Penn National Gaming (PENN) May 16 straddle priced for a move of 18% into the expected release of quarter results after the bell on May 7.

Wynn Resorts (WYNN) May weekly 79.50 straddle priced for a move of 13% into the expected release of quarter results on May 7.

Yelp (YELP) May weekly 22 straddle priced for a move of 17% into the expected release of quarter results after the bell on May 7.

YETI Holdings, Inc. (YETI) May weekly 27 straddle priced for a move of 14% into the expected release of quarter results after the bell on May 7.

EOG Resources (EOG) May weekly 46 straddle priced for a move of 7% into the expected release of quarter results after the bell on May 7.

Hain Celestial (HAIN) May 26 straddle priced for a move of 10% into the expected release of quarter results before the bell on May 7.

Herbal Life (HLF) May weekly 34 straddle priced for a move of 12% into the expected release of quarter results before the bell on May 7.

Hess (HES) May weekly 46 straddle priced for a move of 9% into the expected release of quarter results before the bell on May 7.

Hilton (HLT) May weekly 72.50 straddle priced for a move of 9% into the expected release of quarter results before the bell on May 7.

Host Hotels (HST) May weekly 11 straddle priced for a move of 10% into the expected release of quarter results after the bell on May 7.

HP Inc (HPQ) May weekly 15 straddle priced for a move of 12% into the expected release of quarter results on May 7.

IQIYI (IQ) May weekly 16.50 straddle priced for a move of 7% into the expected release of quarter results before the bell on May 7.

JetBlue (JBLU) May weekly 8 straddle priced for a move of 15% into the expected release of quarter results on May 7.

Live Nation (LYV) May 40 straddle priced for a move of 16% into the expected release of quarter results after the bell on May 7.

Murphy Oil (MUR) May weekly 10 straddle priced for a move of 19% into the expected release of quarter results before the bell on May 7.

Zillow Group (Z) May weekly 44 straddle priced for a move of 15% into the expected release of quarter results after the bell on May 7.

Noble Energy (NBL) b May weekly 10 straddle priced for a move of 20% into the expected release of quarter results before the bell on May 8.

SeaWorld (SEAS) May weekly 14 straddle priced for a move of 20% into the expected release of quarter results before the bell on May 8.

Options with decreasing option implied volatility: XLU DFS CVX NLY AMRN
Increasing unusual option volume: NYT PTLA LBTYK CHGG STWD
Increasing unusual call option volume: PTLA CHGG FLWS STWD EURN SMAR
Increasing unusual put option volume: ENDP EWT STWD NAT
Popular stocks with increasing unusual volume: ET BYND NCLH F ATVI DAL X
Active options: AAPL TSLA MSFT DIS FB AMD ET GE SNAP AAL BA BAC BABA BYND NCLH F ATVI DAL NFLX X
Global S&P Futures are recently up 0.9% premarket, Nikkei down 2.8%, DAX mixed, WTI Crude oil is recently at $25.19, natural gas down 3%, gold at $1707 an ounce