Pre-Market IV Report May 9, 2019

Pre-Market IV Report May 9, 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 OSTK YINN SFIX SPXU SPXL SQQQ FIVE SIG TIF BKNG AVGO CTL CSCO OXY CNC ASHR HRL STMP

Options expected to have increasing volume: DIS TTD YETI ETSY BDX ROKU STMP MAR VIAB LYFT STMP TPR BDX DUK TTD PRTY ROKU FOSL CPA TWNK GDOT INFN AAOI ETSY

S&P Dep Receipts (SPY) May weekly call option implied volatility is at 26, May is at 22; compared to its 52-week range of 9 to 32.

Beyond Meat (BYND) May call option implied volatility is at 120, June is at 110. Call put ratio 1 call to 1.6 puts

Tyson Foods (TSN) 30-day option implied volatility is at 23; compared to its 52-week range of 19 to 37 after Beyond Meat (BYND) IPO.

Hormel Foods (HRL) 30-day option implied volatility is at 38; compared to its 52-week range of 16 to 38 after Beyond Meat (BYND) IPO.

Stamps.com (STMP) May weekly call option implied volatility is at 230, May is at 112, June is at 64; compared to its 52-week range of 26 to 83 into cutting FY19 profit outlook.

Yeti (YETI) May weekly call option implied volatility is at 64, May is at 67, June is at 65; compared to its 52-week range of 48 to 96 into 9.5M share Secondary priced at $28.50

Pinterest (PINS) May weekly call option implied volatility is at 79, May is at 110, June is at 75; compared to its 2-week range of 79 to 98.

Lyft (LYFT) May weekly call option implied volatility is at 93, May is at 72, June is at 59; compared to its 4-week range of 49 to 79 into Uber IPO.

Yelp (YELP) May weekly call option implied volatility is at 193, May is at 94, June is at 52; compared to its 52-week range of 29 to 83 into the expected release of EPS today the bell.

Zillow (Z) May weekly call option implied volatility is at 186, May is at 100, June is at 55; compared to its 52-week range of 31 to 80 into the expected release of EPS today after the bell.

Straddle prices for stocks expected to report results this week

Assured Guaranty (AGO) May 46 straddle priced for a 4% move of into the expected release of EPS into the expected release of EPS today after the bell

Equifax (EFX) May weekly 120 straddle priced for a move of 4.5% into the expected release of EPS into the expected release of EPS today after the bell

GoPro (GPRO) May weekly 6.50 weekly straddle priced for a move of 14% into the expected release of EPS into the expected release of EPS today after the bell

SunPower (SPWR) May weekly 7.50 straddle priced for a move of 10% into the expected release of EPS into the expected release of EPS today after the bell

Tapestry (TPR) May weekly 31 straddle priced for a move of 10% into the expected release of EPS into the expected release of EPS

TiVo (TIVO) May 9 straddle priced for a move of 12% into the expected release of EPS into the expected release of EPS today after the bell

Vale (VALE) May weekly 12.50 straddle priced for a move of 3.5% into the expected release of EPS into the expected release of EPS today

Yelp (YELP) May weekly 40 straddle priced for a move of 12% into the expected release of EPS into the expected release of EPS today after the bell

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 today after the bell

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

Callaway Golf (ELY) May 17 straddle priced for a move of 8% into the expected release of EPS into the expected release of EPS today after the bell

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 today

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 today the bell on May 9

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

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% into the expected release of EPS before the bell on May 10

Increasing unusual option volume: EZA DIOD WETF ODP QIWI ARMK AEP CNDT APU APA EMN
Increasing unusual call option volume: EZA AEP DIOD APU PRTY EMN APA LC AVLR JNPR
Increasing unusual put option volume: ODP WETF DIOD MAS APA HRL MYGN HL WU
Popular stocks with increasing unusual: JD SBUX ZAYO COTY
Options with decreasing option implied volatility: HIIQ ZAYO WW CTST WBT FIT GSKY OLED NWL CAR HTZ