Pre-Market IV Report November 13, 2019

Pre-Market IV Report November 13, 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: S LK MDR TGT AGN CHK M APA BIIB I RH CIEN AZO BKLN PLAY JD

Options expected to have increasing volume: JD WMT NVDA TLRY SDC SWKS AMAT VIPS

Cannabis Stocks into quarter results and outlook

Tilray, Inc. (TLRY) November call option implied volatility is at 190, December is at 93; compared to its 52-week range of 48 to 143 into reports Q3 adjusted EPS (50c), consensus (29c).

Aurora Cannabis (ACB) November call option implied volatility is at 188, December is at 96; compared to its 52-week range of 38 to 113 into the expected release of quarter financial results on November 14. Call put ratio 1.7 calls to 1 put with focus on November calls.

Canopy Growth (CGC) November call option implied volatility is at 144, December is at 75; compared to its 52-week range of 41 to 89 into the expected release of quarter financial results on November 14. Call put ratio 1.9 calls to 1 put.

Cronos Group (CRON) November call option implied volatility is at 100, December is at 75; compared to its 52-week range of 53 to 136 into the expected release of quarter financial results on November 18. Call put ratio 3.7 calls to 1 put.

HEXO Corp. (HEXO) 30-day option implied volatility is at 113; compared to its 52-week range of 60 to 151.

Constellation Brands (STZ) November call option implied volatility is at 21, December is at 20; compared to its 52-week range of 18 to 45. Call put ratio 2 calls to 1 put.

New Age Beverage (NBEV) November call option implied volatility is at 180, December is at 88; compared to its 52-week range of 63 to 169 into the expected release of quarter financial results on November 14. Call put ratio 3.7 calls to 1 put.

S&P Dep Receipts (SPY) November call option implied volatility is at 10, December is at 11; compared to its 52-week range of 10 to 32 as index price near 310 into Trump impeachment hearings and Fed Chair Jay Powell testifying on state of economy. Call put ratio 1 call to 1.6 puts.

PowerShares QQQ Trust (QQQ) November call option implied volatility is at 13, December is at 15; compared to its 52-week range of 14 to 37 as index price near record highs into Trump impeachment hearings and Fed Chair Jay Powell testifying on state of economy. Call put ratio 1 call to 1.4 puts.

Straddle prices for stocks expected to report quarterly results this week

Applied Material (AMAT) November 56.50 straddle priced for a move of 4.5% into the expected release of quarter results today.

Beazer Homes (BZH) November 14 straddle priced for a move of 7.5% into the expected release of quarter results today after the bell.

Canadian Goose (GOOS) November 39 straddle priced for a move of 12.5% into the expected release of quarter results today.

Cisco (CSCO) November 48.50 straddle priced for a move of 4.5% into the expected release of quarter results today after the bell.

Luckin Coffee (LK) November 19 straddle priced for a move of 13% into the expected release of quarter results today.

NetApp (NTAP) November 60 straddle priced for a move of 8.5% into the expected release of quarter results today after the bell.

Williams Sonoma (WSM) November 70 straddle priced for a move of 3% into the expected release of quarter results today.

Canopy Growth (CGC) November 20 straddle priced for a move of 11% into the expected release of quarter results on November 14.

NVIDIA (NVDA) November 210 straddle priced for a move of 6.5% into the expected release of quarter results after the bell on November 14.

Sina (SINA) November 42.50 straddle priced for a move of 8.5% into the expected release of quarter results on after the bell on November 14.

Viacom (VIAB) November 22.50 straddle priced for a move of 5% into the expected release of quarter results before the bell on November 14.

Walmart (WMT) November 119 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on November 14.

Aurora Cannabis (ACB) November 3.5 straddle priced for a move of 13.5% into the expected release of quarter results on November 14

Canopy Growth (CGC) November 19 straddle priced for a move of 11.5% into the expected release of quarter results on November 14

New Age Beverage (NBEV) November 2.5 straddle priced for a move of 17.5% into the expected release of quarter results on November 14

J.C. Penny (JCP) November 1 straddle priced for a move of 20% into the expected release of quarter results before the bell on November 15.

Farfetch Limited (FTCH) November 8 straddle priced for a move of 18.5% into the expected release of quarter results before the bell on November 14.

JD.com (JD) November 33.50 straddle priced for a move of 6.5% into the expected release of quarter results before the bell on November 15.

Options with decreasing option implied volatility: EXPE TWTR NOK GRUB FIT OMI BE CARB ANGI FGEN
Increasing unusual option volume: ZION CLNY HASI NGL BREW CMI
Increasing unusual call option volume: ZION CMI CLNY BREW KEM ERJ
Increasing unusual put option volume: CLDR AAP BRFS ENR FIZZ FGEN
Popular stocks with increasing unusual volume: CSCO M JD UBER
Active options: AAPL FB DIS AMD AMRN TSLA MSFT ROKU JD UBER GE BABA BA ZION AMZN CSCO M BAC MU NFLX

Global S&P Futures are recently down 15.00 from previous day. Nikkei 225 down 0.8%, DAX down 1%, WTI Crude oil is recently at $56.28, natural gas down 0.8%, gold at $1466 an ounce