Pre-Market IV Report November 1, 2019

Pre-Market IV Report November 1, 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 over looked information.

Options with increasing option implied volatility: CRC NWL S M APA AMRN LK XNET CVM BBY ACHN ONCE CVM BTU

Options expected to have increasing volume: PINS BABA NWL QURO CSCO STX CVX XOM D CAR CRC LOCO FTNT X CAR

S&P Dep Receipts (SPY) November weekly call option implied volatility is at 10, November is at 11, December is at 12; compared to its 52-week range of 9 to 32 into October employment report. Call put ratio 1 call to 1.7 puts.

PowerShares QQQ Trust (QQQ) November weekly call option implied volatility is at 13, November is at 14, December is at 16; compared to its 52-week range of 14 to 37. Call put ratio 1 call to 1.3 puts.

Financial Select Sector SPDR ETF (XLF) November weekly call option implied volatility is at 13, November is at 14, December is at 13, January is at 16; compared to its 52-week range of 13 to 35 into October employment report. Call put ratio 1 call to 23 puts with focus on January 23, 24, 26 and 27 puts.

Alibaba (BABA) November weekly call option implied volatility is at 73, November is at 37; compared to its 52-week range of 24 to 58 into the expected release of financial results on November 1 and 11.11 Global Shopping Festival. Call put ratio 2.1 calls to 1 put.

Apple (AAPL) 30-day option implied volatility is at 21; compared to its 52-week range of 19 to 45 into Apple TV + release.

Virgin Galactic Holdings (SPCE) 30 day option implied volatility is at 74; compared to its 15-month range of 39 to 79 after fund raising. Call put ratio 5.9 calls to 1 put with focus on January 10 and 15 calls.

Beyond Meat (BYND) November weekly and November call option implied volatility is at 65, December is at 62; compared to its 22-week range of 50 to 141 as shares trade at low end of range.

Straddle prices for stocks expected to report quarterly results next week

Ferrari (RACE) November 160 straddle priced for a move of 6% into the expected release of financial results after the bell November 4

Groupon (GRPN) November weekly 3 straddle priced for a move of 16% into the expected release of financial results after the bell November 4

Hartford (HIG) November weekly 57 straddle priced for a move of 3.5% into the expected release of financial results after the bell November 4

Hertz (HTZ) November weekly 13.5 straddle priced for a move of 13% into the expected release of financial results after the bell November 4

Marriott (MAR) November weekly 127 straddle priced for a move of 3.5% into the expected release of financial results after the bell November 4

McDermott (MDR) November 1.5 straddle priced for a move of 32% into the expected release of financial results on November 4

Occidental (OXY) November weekly 40 straddle priced for a move of 5% into the expected release of financial results after the bell November 4

PG&E (PCG) November weekly 6 straddle priced for a move of 28% into the expected release of financial results after the bell November 4

Shake Shack (SHAK) November weekly 82 straddle priced for a move of 10% into the expected release of financial results after the bell November 4

Sohu (SOHU) November 10 straddle priced for a move of into 17% the expected release of financial results before the bell November 4

Sprint (S) November weekly 6 straddle priced for a move of 10% into the expected release of financial results on November 4

Tenet Healthcare (THC) November weekly 25 straddle priced for a move of 12% into the expected release of financial results after the bell November 4

Uber (UBER) November weekly 31.50 straddle priced for a move of 15% into the expected release of financial results after the bell November 4

Under Armour (UAA) November weekly 20.50 straddle priced for a move of 12% into the expected release of financial results on November 4

Under Armour (UA) November weekly 18.50 straddle priced for a move of 13% into the expected release of financial results on November 4

Allergan (AGN) November weekly 175 straddle priced for a move of 3% into the expected release of financial results before the bell November 5

Amarin (AMRN) November weekly 16.50 straddle priced for a move of 15% into the expected release of financial results before the bell November 5

Autohome (ATHM) November 85 straddle priced for a move of 9% into the expected release of financial results before the bell November 5

Chesapeake (CHK) November weekly 1.5 straddle priced for a move of 20 into the expected release of financial results before the bell November 5

DaVita (DVA) November weekly 59 straddle priced for a move of 6% into the expected release of financial results after the bell November 5

Expeditors (EXPD) November 75 straddle priced for a move of 7% into the expected release of financial results before the bell November 5

Red Robin Gourmet Burgers (RRGB) November 15 straddle priced for a move of 14% into the expected release of financial results after the bell November 5

Tapestry (TPR) November weekly 26 straddle priced for a move of 12% into the expected release of financial results before the bell November 5

Wynn Resort (WYNN) November weekly 121 straddle priced for a move of 8% into the expected release of financial results on November 5

Activision Blizzard (ATVI) November weekly 56 straddle priced for a move of 7% into the expected release of financial results after the bell November 6

Booking Holdings (BKNG) November weekly 2050 straddle priced for a move of 5% into the expected release of financial results after the bell November 6

Discovery (DISCA) November 27 straddle priced for a move of 7% into the expected release of financial results on November 6

GoPro (GPRO) November weekly 4 straddle priced for a move of 13% into the expected release of financial results after the bell on November 6

Hain Celestial Group (HAIN) November 24 straddle priced for a move of 6.5% into the expected release of financial results before the bell November 6

Monster Beverage (MNST) November weekly 56 straddle priced for a move of 7% into the expected release of financial results on November 6

Ralph Lauren (RL) November weekly 96 straddle priced for a move of 7% into the expected release of financial results before the bell November 6

Teva (TEVA) November weekly 8 straddle priced for a move of 12.5% into the expected release of financial results on November 6

Walt Disney (DIS) November weekly 130 straddle priced for a move of 3.5% into the expected release of financial results after the bell on November 6

Yelp (YELP) November weekly 34.50 straddle priced for a move of 13% into the expected release of financial results after the bell on November 6

Options with decreasing option implied volatility: TWTR NOK BIIB TIF GRUB MRTX GGAL ABMD ENPH OLED
Increasing unusual option volume: BX DF BTU AGRX STAA USAC SAND WIFI
Increasing unusual call option volume: BX BTU PSA AGRX SAND SOGO STAA QEP SAN TAK
Increasing unusual put option volume: DF ADT LH CATM IFF ARCC LNC WIFI BPMC ANGI WH DHR CROX
Popular stocks with increasing unusual volume: ROKU UBER X LYFT BX
Active options: AAPL BX AMD C BABA BAC TSLA TWTR GE MSFT MPC SNAP SBUX UBER BYND X AMZN LYFT ROKU

Global S&P Futures are recently up 6.50 from previous day. Nikkei 225 down 0.3%, DAX 0%, WTI Crude oil is recently at $54.24, natural gas down 0.8%, gold at $1514 an ounce