Pre-Market IV Report May 8, 2020

Pre-Market IV Report May 8, 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: HTZ ACB DKNG INO NET MVIS GNW UBER ROKU Z UNG DDOG

Options expected to have increasing volume: UBER Z LYV BKNG TRIP YELP ROKU

SPY and QQQ option implied volatility near four-week lows as share prices trend higher

SPDR S&P 500 ETF Trust (SPY) 30-day call option implied volatility is at 26; compared to its 52-week range 10 to 77.

PowerShares QQQ Trust (QQQ) 30-day call option implied volatility is at 29; compared to its 52-week range 12 to 79.

Bank of America (BAC) 30-day option implied volatility is at 47; compared to its 52-week range of 16 to 124 into April employment report.

iShares 20+ Year Treasury Bond ETF (TLT) 30-day call option implied volatility is at 18; compared to its 52-week range 7 to 48 into April jobs report.

Straddle prices for stocks expected to report quarterly results today

Noble Energy (NBL) May weekly 10 straddle priced for a move of 19% into the expected release of quarter results today before the bell.

SeaWorld (SEAS) May weekly 14.50 straddle priced for a move of 13% into the expected release of quarter results today before the bell.

Hostess Brands (TWNK) May 12.50 straddle priced for a move of 10% into the expected release of quarter results today before the bell.

Straddle prices for stocks expected to report quarterly results next week

AutoNation (AN) May 36 straddle priced for a move of 15% into the expected release of quarter results before the bell on May 11.

Caesars Entertainment (CZR) May 9.5 straddle priced for a move of 8% into the expected release of quarter results after the bell on May 11.

Cardinal Health (CAH) May 48.50 straddle priced for a move of 7% into the expected release of quarter results before the bell on May 11.

Continental Resources (CLR) May 13.50 straddle priced for a move of 16% into the expected release of quarter results before the bell on May 11.

DataDog (DDOG) May 50 straddle priced for a move of 17% into the expected release of quarter results after the bell on May 11.

Eldorado Resorts (ERI) May straddle priced for a move of % into the expected release of quarter results after the bell on May 11.

Sunoco (SUN) May 20 straddle priced for a move of 35% into the expected release of quarter results after the bell on May 11.

Tilray (TLRY) May 7.5 straddle priced for a move of 19% into the expected release of quarter results after the bell on May 11.

Under Armour (UA) May 8.5 straddle priced for a move of 18% into the expected release of quarter results on May 11.

8X8 (EGHT) May 20 straddle priced for a move of 14% into the expected release of quarter results after the bell on May 12.

Allegiant (ALGT) May 65 straddle priced for a move of 16% into the expected release of quarter results after the bell on May 12.

Allergan (AGN) May 192.50 straddle priced for a move of 3% into the expected release of quarter results on May 12.

Alibaba (BABA) May 195 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on May 13.

SmileDirectClub (SDC) May 7.5 straddle priced for a move of 22% into the expected release of quarter results on May 13.

Sony (SNE) May 64.50 straddle priced for a move of 7% into the expected release of quarter results before the bell on May 13.

JD.Com (JD) May 45 straddle priced for a move of 8% into the expected release of quarter results before the bell on May 15.

V.F. Corp (VFC) May 57.50 straddle priced for a move of 9% into the expected release of quarter results before the bell on May 15.

Options with decreasing option implied volatility: TLRY GOOG XLU SNAP AMRN TWLO LYFT PTON BYND
Increasing unusual option volume: SWCH CGEN HEAR FLIR RRR LOGI BLL SRG TWNK FEYE
Increasing unusual call option volume: LOGI HEAR CGEN TWNK FLIR NET DDOG YELP
Increasing unusual put option volume: BILL FISV NAT TWLO HELF FSLY EURN HTZ
Popular stocks with increasing unusual volume: LYFT PYPL PTON Z TRIP BKNG ROKU UBER BYND SPCE
Active options: AAPL UBER TSLA SQ PTON MSFT BAC BA ROKU AMD AAL BYND PYPL DIS WFC LYFT FB
Global S&P Futures are recently up 0.8% in premarket, Nikkei up 2.4%, DAX up 0.7%, WTI Crude oil is recently at $24.33, natural gas up mixed to higher, gold at $1733 an ounce