Pre-Market IV Report November 7, 2019

Pre-Market IV Report November 7, 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 CHK FTCH I M ULTA MDR HPQ SQ FOSL TRIP EXPE YELP ROKU WYNN

Options expected to have increasing volume: TRIP EXPE FOSL CHK YELP DIS SQ EOG IAC VALE MNST TEVA QCOM ROKU IQ WYNN GDDY

Tesla (TSLA) November weekly call option implied volatility is at 41, November is at 37, December is at 40; compared to its 52-week range of 37 to 75 into the company’s “Cybertruck,” the car maker’s long-awaited electric pickup truck, will be unveiled on November 21 in Los Angeles, California.

Alibaba (BABA) November weekly, November and December call option implied volatility is at 28; compared to its 52-week range of 24 to 58 into 11.11 Global Shopping Festival. Call put ratio 1.8 calls to 1 put.

Option implied volatility flat to low into presentations at American Society of Hematology (ASH) Annual Meeting

Rocket Pharmaceuticals, Inc. (RCKT) (Rocket) November option implied volatility is at 61, December is at 62; compared to its 52-week range of 64 to 150 into upcoming 61st American Society of Hematology (ASH) Annual Meeting being held December 7-11, 2019 in Orlando, Florida. RCKT will highlight clinical data from the Phase 1 study of RP-L102 utilizing Process B for the treatment of Fanconi Anemia (FA), as well as long-term follow-up data from the Phase 1/2 EUROFANCOLEN trial.

Sangamo Therapeutics, Inc. (SGMO) November option implied volatility is at 70, December is at 64; compared to its 52-week range of 54 to 116. SGMO, a genomic medicine company, announced that hemophilia A gene therapy clinical data and hemoglobinopathies ex vivo gene-edited cell therapy data will be featured in poster presentations.

bluebird bio, Inc. (BLUE) November option implied volatility is at 54, December is at 68; compared to its 52-week range of 44 to 101. BLUE announced that new and updated data from its investigational gene and cell therapy programs for multiple myeloma, sickle cell disease (SCD) and transfusion-dependent -thalassemia (TDT) will be presented at the 61st American Society of Hematology (ASH) Annual Meeting and Exposition in Orlando, Florida, December 7 – 10.

Kite, a Gilead Company (GILD) November option implied volatility is at 19, December is at 20; compared to its 52-week range of 20 to 43. GILD announced the acceptance of eight abstracts, including five oral presentations, for Yescarta® (axicabtagene ciloleucel) and other ongoing research from the companys chimeric antigen receptor (CAR) T cell therapy development program.

ImmunoGen Inc., (IMGN) November option implied volatility is at 65, December is at 67; compared to its 52-week range of 62 to 326. IMGN, a leader in the expanding field of antibody-drug conjugates (ADCs) for the treatment of cancer, announced that abstracts highlighting the Companys investigational ADC therapy, IMGN632, have been accepted for presentation at American Society of Hematology Annual Meeting.

Straddle prices for stocks expected to report quarterly results this week

GoPro (GPRO) November weekly 4.5 straddle priced for a move of 13% into the expected release of financial results today after the bell

Ralph Lauren (RL) November weekly 101 straddle priced for a move of 7% into the expected release of financial results today

Teva (TEVA) November weekly 8 straddle priced for a move of 10% into the expected release of financial results today

TreeHouse (THS) November 50 straddle priced for a move of 8.5% into the expected release of financial results today

Trade Desk (TTD) November weekly 195 straddle priced for a move of 11.5% into the expected release of financial results today

Walt Disney (DIS) November weekly 131 straddle priced for a move of 3% into the expected release of financial results today

Yelp (YELP) November weekly 33 straddle priced for a move of 13% into the expected release of financial results today

Revlon (REV) November 25 straddle priced for a move of 20% into the expected release of financial results today

YPF Sociedad (YPF) November weekly 9 straddle priced for a move of 9% into the expected release of financial results today

Zillow Group (Z) November weekly 33.50 straddle priced for a move of 13.50% into the expected release of financial results today

Zoetis (ZTS) November weekly 121 straddle priced for a move of 3% into the expected release of financial results today

Options with decreasing option implied volatility: TWTR ANET GRUB FIT WMGI
Increasing unusual option volume: PTEN KAR FCEL AGEN XRX FANG PLT WFC YUM
Increasing unusual call option volume: XRX FCEL AGEN WFC GDDY FANG OMI JNPR AEP ARQL INFN
Increasing unusual put option volume: PTEN KAR FANG ATUS ANGI XRX IAC ARLP EXPE
Popular stocks with increasing unusual volume: PFE YUM CVS PBR CHK
Active options: AAPL WFC UBER TSLA CHK AMD NIO BABA SQ BAC GE IBM FB BP ROKU BA CVS TWTR PBR PFE

Global S&P Futures are recently up 13.95 from previous day. Nikkei 225 up 0.1%, DAX up 0.6 %, WTI Crude oil is recently at $56.93, natural gas down 1.2%, gold at $1486 an ounce