Pre-Market IV Report November 21, 2019

Pre-Market IV Report November 21, 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: CLDR MDR COST S RH APA M LB MDR WORK BB CHWY FDX NKE

Options expected to have increasing volume: AMTD SCHW ETFC IBKR UBER NUAN JACK NTES CPRT FCAU PYPL FL TIF M LB GPS JWN MO PM CORT

TD Ameritrade (AMTD) November weekly call option implied volatility is at 24, December is at 26; compared to its 52-week range of 22 to 53 into CNBC reports Schwab (SCHW) in talks to buy AMTD. Call put ratio 5.3 calls to 1 put.

Charles Schwab (SCHW) November weekly call option implied volatility is at 26, December is at 25; compared to its 52-week range of 22 to 44 into CNBC reports Schwab in talks to buy AMTD. Call put ratio 4 calls to 1 put.

E*TRADE Financial (ETFC) November weekly call option implied volatility is at 38, December is at 34; compared to its 52-week range of 24 to 46 into CNBC reports Schwab (SCHW) in talks to buy AMTD. Call put ratio 3.5 calls to 1 put.

Interactive Brokers (IBKR) December call option implied volatility is at 28, January is at 27; compared to its 52-week range of 26 to 49 into CNBC reports Schwab (SCHW) in talks to buy TD Ameritrade AMTD. Call put ratio 3.5 calls to 1 put. Call put ratio 1 call to 1.1 puts.

Goldman Sachs (GS) November weekly call option implied volatility is at 26, December is at 29, January is at 30; compared to its 52-week range of 19 to 50 into 2020 investor day on January 29, 2020. ​

General Electric (GE) November weekly call option implied volatility is at 28, December is at 31, January is at 30; compared to its 52-week range of 27 to 71 into a company hosted GE Healthcare Investor Day 2019 on December 2, 2019.

Altria Group (MO) December call option implied volatility is at 22, January is at 22; compared to its 52-week range of 18 to 39 amid cigarette makers rose after FDA said to shelve nicotine cut plans​.

Philip Morris International (PM) December call option implied volatility is at 18, January is at 20; compared to its 52-week range of 18 to 39 amid cigarette makers rose after FDA said to shelve nicotine cut plans​.

Straddle prices for stocks expected to report quarterly results this week

Intuit (INTU) November 272.5 straddle priced for a move of 3.5% into the expected release of quarter results today after the bell.

Macys (M) November weekly 15 straddle priced for a move of 13.5% into the expected release of quarter results today before the bell.

Nordstrom (JWN) November weekly 34 straddle priced for a move of 12.5% into the expected release of quarter results today after the bell.

Ross Stores (ROST) December 110 straddle priced for a move of 6.5% into the expected release of quarter results today after the bell.

Splunk (SPLK) November weekly 127 straddle priced for a move of 7.5% into the expected release of quarter results today after the bell.

Buckle (BKE) December 22.50 straddle priced for a move of 12% into the expected release of quarter results before the bell on November 22.

Foot Locker (FL) November weekly 42.50 straddle priced for a move of 11.5% into the expected release of quarter results before the bell on November 22.

JM Smucker (SJM) December 105 straddle priced for a move of 6.5% into the expected release of quarter results before the bell on November 22.

Options with decreasing option implied volatility: NOK TWTR GRUB EXPE FIT FTCH DDS NTAP TGT CSCO KSS DIS TJX

Increasing unusual option volume: JACK GKOS PWR TCO BJ LB TGT URBN

Increasing unusual call option volume: PWR LB TGT EAF BHF BAM BJ TDC

Increasing unusual put option volume: VST URBN AXSM QD RRD FCAU LB TGT DHR

Popular stocks with increasing unusual: ACB AMRN TGT M CGC

Active options: AAPL AMD TGT T ROKU TSLA MSFT FB NVDA CGC M BABA DIS UBER AMZN ACB NFLX AMRN BAC MU

Global S&P Futures are recently down 4.75 from previous day. Nikkei 225 down 0.4%, DAX down 0.4%, WTI Crude oil is recently at $56.69, natural gas up 0.7%, gold at $1470 an ounce