Pre-Market IV Report May 7, 2020

Pre-Market IV Report May 7, 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 ZNGA GNW APT ACB MVIS EURN INO ACB ZNGA UBER LYFT SQ GRUB PTON WYNN BYND

Options expected to have increasing volume: PTON LYFT UBER GRUB SQ PYPL HLT BMY SHOP WYNN YELP ZNGA COST SAVE DDD

Tanker stocks option implied volatility elevated on wide price movement as oil near seven-day high. WTI Oil up 7% this morning

Teekay Tankers Ltd (TNK) 30-day option implied volatility is at 133; compared to its 52-week range of 64 to 182.

International Seaways (INSW) 30-day option implied volatility is at 100; compared to its 52-week range of 30 to 139. Call put ratio 3.2 calls to 1 put.

Euronav (EURN) 30-day option implied volatility is at 125; compared to its 52-week range of 26 to 145. Call put ratio 3.9 calls to 1 put.

Scorpio Tankers (STNG) 30-day option implied volatility is at 132; compared to its 52-week range of 49 to 208. Call put ratio 3.17 calls to 1 put.

Nordic American Tanker (NAT) 30-day option implied volatility is at 143; compared to its 52-week range of 44 to 184. Call put ratio 2.5 calls to 1 put.

Straddle prices for stocks expected to report quarterly results this week

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

Dropbox (DBX) May weekly 20 straddle priced for a move of 12% into the expected release of quarter results today after the bell.

Norwegian Cruise (NCLH) May weekly 11.50 straddle priced for a move of 14% into the expected release of quarter results today.

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

Yelp (YELP) May weekly 22 straddle priced for a move of 15% into the expected release of quarter results today after the bell.

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

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

Hain Celestial (HAIN) May 27 straddle priced for a move of 10% into the expected release of quarter results today before the bell.

Herbal Life (HLF) May weekly 34 straddle priced for a move of 10% into the expected release of quarter results today before the bell.

Hess (HES) May weekly 45 straddle priced for a move of 9% into the expected release of quarter results today before the bell.

Hilton (HLT) May weekly 70 straddle priced for a move of 9% into the expected release of quarter results today before the bell.

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

HP Inc (HPQ) May weekly 14.5 straddle priced for a move of 10% into the expected release of quarter results today.

IQIYI (IQ) May weekly 17 straddle priced for a move of 7% into the expected release of quarter results today before the bell.

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

Live Nation (LYV) May 40 straddle priced for a move of 13% into the expected release of quarter results today after the bell.

Murphy Oil (MUR) May weekly 10 straddle priced for a move of 17% into the expected release of quarter results today before the bell.

Zillow Group (Z) May weekly 43.50 straddle priced for a move of 15% into the expected release of quarter results today after the bell.

Noble Energy (NBL) 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 19% into the expected release of quarter results before the bell on May 8.

Options with decreasing option implied volatility: CCL DIS GM DIS ATVI EA RTX SNAP AMRN STWD
Increasing unusual option volume: CYH AUDC CARS NYT CHGG GNW FE GDDY MARK MAT
Increasing unusual call option volume: CYH FE EGHT PH FLIR CHGG
Increasing unusual put option volume: GNW ERIC MAT NAT BPY HTZ
Active options: AAPL DIS BYND TSLA MSFT BA AMD FB AAL PTON NFLX BAC ATVI SQ SPCE SNAP HTZ GE OXY WFC
Popular stocks with increasing unusual volume: PTON SPCE HTZ OXY AAL BYND DIS
Global S&P Futures are recently up 1% premarket, Nikkei mixed, DAX up 0.7%, WTI Crude oil is recently at $24.64, natural gas mixed, gold at $1699 an ounce