Pre-Market IV Report May 8, 2019

Pre-Market IV Report May 8, 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 TEUM COTY CSCO KHC CNC ASHR UVYX VIX VIXY OSTK SFIX

Options expected to have increasing volume: MTCH EA DDD LYFT CTL DIS MAR VIAB AGN EXPD BUD EA LYFT

Option implied volatility increases intoChina’s top trade negotiator in Washington this week.

S&P Dep Receipts (SPY) May weekly call option implied volatility is at 24, May is at 22; compared to its 52-week range of 9 to 32.

PowerShares QQQ Trust (QQQ) May weekly call option implied volatility is at 30, May is at 25; compared to its 52-week range of 13 to 36.

Ishares Russell 2000 Etf (IWM) May weekly call option implied volatility is at 26, May is at 23; compared to its 52-week range of 12 to 34.

Proshares Trust Ultrashort Lehman 20+ Year Treasury (TBT) May weekly call option implied volatility is at 20, May is at 19; compared to its 52-week range of 16 to 26.

iShares 20+ Year Treasury Bond ETF (TLT) May weekly call option implied volatility is at 11, May is at 10; compared to its 52-week range of 8 to 13.

Straddle prices for stocks expected to report results this week

Etsy (ETSY) May 65 straddle priced for a move of 14% into the expected release of EPS into the expected release of EPS today after the bell

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 today after the bell

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 weekly 121 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 weekly 5 straddle priced for a move of 15% 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 8 straddle priced for a move of 10% into the expected release of EPS into the expected release of EPS after the bell on May 9

Tapestry (TPR) May weekly 31 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 24 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 217.5 straddle priced for a move of 14% 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 12% 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 40 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

ArcelorMittal (MT) May weekly 20 straddle priced for a move of 5% into the expected release of EPS into the expected release of EPS after the bell on May 9

Becton Dickinson (BDX) May weekly 232.50 straddle priced for a move 4% of into the expected release of EPS into the expected release of EPS before the bell on May 9

Callaway Golf (ELY) May 17 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

Cheniere Energy (LNG) May weekly 65 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 9

Cronos (CRON) May weekly 15.50 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

Dropbox (DBX) May weekly 23.50 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

Revlon (REV) May 22.50 straddle priced for a move of 16% into the expected release of EPS after the bell on May 9

JD.com (JD) May weekly 27 straddle priced for a move of 8% into the expected release of EPS before the bell on May 10

Marriott (MAR) May weekly 135 straddle priced for a move of 3.5% into the expected release of EPS before the bell on May 10

Viacom (VIAB) May weekly 28.50 straddle priced for a move of 7.5% into the expected release of EPS before the bell on May 10

Increasing unusual option volume: UTHR CRZO EXPD CIM NVT FXH ATH IYT NUAN MYL ARMK
Increasing unusual call option volume: UTHR BLDR CC NCR ITCI MEET SERV NUAN CCK AVLR MYL ZAYO
Increasing unusual put option volume: CRZO UTHR EXPD GLUU WU ATH NVT ESV
Popular stocks with increasing unusual: INTC MYL AIG
Options with decreasing option implied volatility: XLNX MYL QCOM MMM APC
Active options: AAPL BAC MSFT TSLA FB BABA AMD AMZN COTY DIS BA NFLX JD NVDA SBUX MU QCOM GE INTC ZAYO