Pre-Market IV Report May 7, 2019

Pre-Market IV Report May 7, 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: GPRO CNC COTY MYL EA ACB KHC

Options expected to have increasing volume: OXY CVC APC WYNN AGN EXPD BUD MYL EA LYFT CTL DIS MAR VIAB

Option implied volatility after President Trump threatens new China tariffs.

iShares China Large-Cap (FXI) May weekly, May call option implied volatility is at 23, June is at 19; compared to its 52-week range of 17 to 32 after President Trump threatens new China tariffs.

JD.com (JD) May weekly call option implied volatility is at 84, May is at 61, June is at 44; compared to its 52-week range of 26 to 69

Alibaba (BABA) May weekly call option implied volatility is at 37, May is at 48, June is at 34; compared to its 52-week range of 24 to 58

Nio (NIO) May weekly call option implied volatility is at 100, May is at 91, June is at 92; compared to its 52-week range of 60 to 157

Sina Corp (SINA) May weekly call option implied volatility is at 52, May is at 41, June is at 92; compared to its 52-week range of 29 to 66

Kandi (KNDI) May call option implied volatility is at 88, June is at 74; 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 33, May is at 31; compared to its 52-week range of 18 to 36

Apple (AAPL) May weekly call option implied volatility is at 24, May is at 23, June is at 20; compared to its 52-week range 16 to 46

Caterpillar (CAT) May weekly call option implied volatility is at 28, May is at 25, June is at 23; compared to its 52-week range of 20 to 50

Boeing (BA) May weekly call option implied volatility is at 23, May is at 24, June is at 25; compared to its 52-week range of 18 to 46

Straddle prices for stocks expected to report results this week

3D Systems (DDD) May weekly 11 straddle priced for move of 14% into the expected release of EPS today after the bell

Aurora Cannabis (ACB) May weekly 9 straddle priced for move of 9% into the expected release of EPS today after the bell

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

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

Fossil (FOSL) May weekly 13.50 straddle priced for a move of 17% into the expected release of EPS today after the bell

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

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

Lyft (LYFT) May weekly 60.50 straddle priced for a move of 12% into the expected release of EPS today after the bell

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

Melco Resorts (MLCO) May straddle 25 priced for a move of 7.5% into the expected release of EPS

NCR (NCR) May 29 straddle priced for a move of 8.5% into the expected release of EPS today after the bell

NIO (NIO) May weekly 5 straddle priced for a move of 9% into the expected release of EPS today after the bell

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

Papa Johns (PZZA) May weekly 53.50 straddle priced for a move of 11%into the expected release of EPS today after the bell

TripAdvisor (TRIP) May weekly 56 straddle priced for a move of 9.5% into the expected release of EPS today after the bell

Albemarle (ALB) May 75 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 12% 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) 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 135 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

Assured Guaranty (AGO) May 47 straddle priced for a 4% move of into the expected release of EPS into the expected release of EPS after the bell on May 9

Dropbox (DBX) May weekly 24 straddle priced for a move of 8% into the expected release of EPS into the expected release of EPS after the bell on May 9

Ebix (EBIX) May 50 straddle priced for a move of 9% into the expected release of EPS into the expected release of EPS before the bell on May 9

Equifax (EFX) May 124 straddle priced for a move of 4.5% into the expected release of EPS into the expected release of EPS after the bell on May 9

Gogo (GOGO) May 5 straddle priced for a move of 12% into the expected release of EPS into the expected release of EPS before the bell on May 9

GoPro (GPRO) May 6 weekly straddle priced for a move of 14% into the expected release of EPS into the expected release of EPS after the bell on May 9

SunPower (SPWR) May weekly 7.5 straddle priced for a move of 9% into the expected release of EPS into the expected release of EPS after the bell on May 9

Tapestry (TPR) May weekly 31.50 straddle priced for a move of 10% into the expected release of EPS into the expected release of EPS before the bell on May 9

Hain Celestial (HAIN) May 23 straddle priced for a move of 9% into the expected release of EPS into the expected release of EPS before the bell on May 9

Trade Desk (TTD) May weekly 225 straddle priced for a move of 12% into the expected release of EPS into the expected release of EPS before the bell on May 9

TiVo (TIVO) May 9 straddle priced for a move of 11% into the expected release of EPS into the expected release of EPS after the bell on May 9

Vale (VALE) May weekly 12.50 straddle priced for a move of 4% into the expected release of EPS into the expected release of EPS after the bell on May 9

Yelp (YELP) May weekly 41 straddle priced for a move of 12% into the expected release of EPS into the expected release of EPS after the bell on May 9

Zillow (Z) May weekly 34 straddle priced for a move of 12.5% into the expected release of EPS into the expected release of EPS after the bell on May 9

Increasing unusual option volume: ITT SBH IQV GIII SBGI AXGN TEUM CYTK BUD PDCO LGIH RNG JEC
Increasing unusual call option volume: IQV CYTK SQM BUD TEUM SBGI TRUE DBA CROX MAXR FOLD
Increasing unusual put option volume: ITT JEC MCHI TEUM RNG GSKY OXY PII CC SEAS PBYI EMR CNQ GES DDD
Popular stocks with increasing unusual: COTY APC OXY SQ
Options with decreasing option implied volatility: XLNX WBA MMM QCOM APC
Active options: AAPL BABA TSLA FB COTY AMD BAC AMZN DIS MSFT MU NVDA JD GE APC NFLX OXY QCOM TWTR SQ