Pre-Market IV Report November 4, 2019

Pre-Market IV Report November 4, 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: AMRN MDR I TGT S SPCE UBER M APA MDR AXSM UNIT COMM KRE AXSM WMGI

Options expected to have increasing volume: MCD WMGI PINS UAA UA MAR YELP SYY MOS OXY ADBE

Under Armour (UA) November weekly call option implied volatility is at 95, November is at 68, December is at 45; compared to its 52-week range of 31 to 64 into reports of cooperating with a federal accounting probe and the expected release of quarterly results today before the bell.

Under Armour Inc (UAA) November weekly call option implied volatility is at 95, November is at 70, December is at 45; compared to its 52-week range of 31 to 67.

McDonald’s (MCD) November weekly, November and December call option implied volatility is at 15; compared to its 52-week range of 14 to 30 into separates from CEO Steve Easterbrook, names Chris Kempczinski CEO.

Wright Medical (WMGI) November call option implied volatility is at 108, December is at 68; compared to its 52-week range of 26 to 98 into said to consider potential sale, Bloomberg reports.

Adobe (ADBE) November weekly call option implied volatility is at 38, November is at 32, December is at 27; compared to its 52-week range of 20 to 51 into analyst meeting today.

Kroger (KR) November weekly call option implied volatility is at 35, November is at 32, December is at 32; compared to its 52-week range of 22 to 57 into an investor conference on November 5.

Yelp (YELP) November weekly option implied volatility is at 103, November is at 77, December is at 48; compared to its 52-week range of into the expected release of quarterly results on November 7.

Virgin Galactic Holdings (SPCE) 30 day option implied volatility is at 80; compared to its 15-month range of 39 to 79. Call put ratio 3.2 calls to 1 put with focus on January 10 calls.

Straddle prices for stocks expected to report quarterly results this week

Ferrari (RACE) November 160 straddle priced for a move of 6.5% into the expected release of financial results today after the bell

Groupon (GRPN) November weekly 3 straddle priced for a move of 15% into the expected release of financial results today after the bell

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

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

Marriott (MAR) November weekly 128 straddle priced for a move of 3.5% into the expected release of financial results today after the bell

McDermott (MDR) November 1.5 straddle priced for a move of 31% into the expected release of financial results today

Occidental (OXY) November weekly 42.50 straddle priced for a move of 5% into the expected release of financial results today after the bell

PG&E (PCG) November weekly 6.5 straddle priced for a move of 25% into the expected release of financial results today after the bell

Shake Shack (SHAK) November weekly 82.50 straddle priced for a move of 10.50% into the expected release of financial results today after the bell

Tenet Healthcare (THC) November weekly 26 straddle priced for a move of 12% into the expected release of financial results today after the bell

Uber (UBER) November weekly 31.50 straddle priced for a move of 14% into the expected release of financial results today after the bell

Under Armour (UAA) November weekly 21.50 straddle priced for a move of 12% into the expected release of financial results today

Under Armour (UA) November weekly 19 straddle priced for a move of 13% into the expected release of financial results today

Allergan (AGN) November weekly 180 straddle priced for a move of 3.5% into the expected release of financial results before the bell November 5

Amarin (AMRN) November weekly 17 straddle priced for a move of 9% into the expected release of financial results before the bell November 5

Autohome (ATHM) November 90 straddle priced for a move of 9.5% into the expected release of financial results before the bell November 5

Chesapeake (CHK) November weekly 1.5 straddle priced for a move of 21% into the expected release of financial results before the bell November 5

DaVita (DVA) November weekly 59.50 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 6.5% 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 13% 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 123 straddle priced for a move of 7.5% into the expected release of financial results on November 5

Walt Disney (DIS) November weekly 133 straddle priced for a move of 3.5% into the expected release of financial results after the bell on November 6

Options with decreasing option implied volatility: TWTR BIIB TIF GRUB FIT MRTX XNET ENPH ABMD BYND OLED YETI
Increasing unusual option volume: INVA WMGI NTPN CENX CWEN SUN ANET NMRK FIT SOGO FLWS PINS
Increasing unusual call option volume: WMGI NPTN CENX SUN ANET QRVO FIT SOGO SERV LPLA QRTEA SGMS PWR PINS PRTY
Increasing unusual put option volume: WMGI FIT ANET CARA PINS NYCB HBI SPCE UNIT
Popular stocks with increasing unusual volume: UBER PINS DIS FIT
Active options: AAPL FIT BABA FB AMD X TSLA GE AMZN MSFT PINS NFLX PBR BAC TWTR UBER BYND ROKU DIS MU

Global S&P Futures are recently up 12.25 from previous day. Nikkei 225 down 0.3%, DAX up 0.8%, WTI Crude oil is recently at $56.27, natural gas up 4%, gold at $1513 an ounce