Pre-Market IV Report November 29, 2019

Pre-Market IV Report November 29, 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: ITCI S CLDR LULU SPPI AXSM S CLVS SPCE RSX XLY CVM S CARA GTT APA SPCE ULTA

Options expected to have increasing volume: BABA PCG MS WMT AMZN TGT

AMD (AMD) November weekly call option implied volatility is at 31, December and January is at 39; compared to its 52-week range of 36 to 94 into expectations of new CPU product introductions in 2020.

NVIDIA (NVDA) November weekly call option implied volatility is at 28, December is at 32; compared to its 52-week range of 32 to 64 as shares trend higher

Amazon (AMZN) 30-day option implied volatility is at 18; compared to its 52-week range of 17 to 55 into Cyber Monday.

Alibaba (BABA) 30-day option implied volatility is at 25; compared to its 52-week range of 23 to 49 into Cyber Monday.

Straddle prices for stocks expected to report quarterly results next week

Coupa Software (COUP) December weekly 152.50 straddle priced for a move 9.5% into the expected release of quarter results before the bell on December 2

Land’s End (LE) December 12.50 straddle priced for a move of 15% into the expected release of quarter results before the bell on December 3

Marvell Technology (MRVL) December weekly 26.50 straddle priced for a move of 6% into the expected release of quarter results after the bell on December 3

SalesForce (CRM) December weekly 162.50 straddle priced for a move of 4.5% into the expected release of quarter results after the bell on December 3

Workday (WDAY) December weekly 180 straddle priced for a move 7% into the expected release of quarter results after the bell on December 3

At Home Group (ATHM) December 65 straddle priced for a move of 8% into the expected release of quarter results after the bell on December 4

Block H&R (HRB) December 25 straddle priced for a move of 8% into the expected release of quarter results after the bell on December 4

Campbell Soup Company (CPB) December 47 straddle priced for a move of 7% into the expected release of quarter results before the bell on December 4

RH (RH) December weekly 205 straddle priced for a move 12% into the expected release of quarter results after the bell on December 4

Dollar General (DG) December weekly 157.50 straddle priced for a move 5.5% into the expected release of quarter results before the bell on December 5

Duluth Holdings (DLTH) December 10 straddle priced for a move 20% into the expected release of quarter results before the bell on December 5

Express (EXPR) December 4 straddle priced for a move 21% into the expected release of quarter results before the bell on December 5

Kroger (KR) December weekly 27 straddle priced for a move 5.5% into the expected release of quarter results before the bell on December 5

Signet (SIG) December weekly 17.50 straddle priced for a move 17% into the expected release of quarter results on December 5

Zoom Video Communications (ZM) December weekly 74 straddle priced for a move 12% into the expected release of quarter results after the bell on December 5

Zuora (ZUO) December 16 straddle priced for a move 12% into the expected release of quarter results after the bell on December 5

Big Lots (BIG) December 20 straddle priced for a move 14% into the expected release of quarter results before the bell on December 6

Options with decreasing option implied volatility: GRUB EXPE FIT MDCO TIF DE TIF JWN SONO BURL
Increasing unusual option volume: PTI CBB SERV GES GSX DHR KODK WPG K
Increasing unusual call option volume: SERV PTI WPG GES K HST DHR LMT
Increasing unusual put option volume: CBB STAA CCK DHR EWU ITCI
Popular stocks with increasing unusual: KO BYND DIS MCD
Active options: BABA FB AAPL AMZN TSLA ROKU KO NIO HD AMD DIS DHR MCD MU MSFT BAC NFLX GE BYND TWTR

Global S&P Futures are recently down 7.25 from previous day. Nikkei 225 down 0.4%, DAX down 0.1%, WTI Crude oil is recently at $57.98, natural gas down 0.01%, gold at $1463 an ounce