Pre-Market IV Report November 8, 2019

Pre-Market IV Report November 8, 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 ATVI M ACB GRPO Z MDR CHK NLOK MNST S DIS YELP MNST I AOBC VIAB RH ULTA TIF QNST VIXY EB

Options expected to have increasing volume: YELP Z DIS GPRO ATVI GPS FSLY STMP EB SGMS NCR TTD DBX

Michael Bloomberg expected to enter Democratic presidential primary, NYT reports

S&P Dep Receipts (SPY) November weekly call option implied volatility is at 9, November is at 10, December is at 11; compared to its 52-week range of 9 to 32 into Michael Bloomberg expected to enter Democratic presidential primary, NYT reports.

PowerShares QQQ Trust (QQQ) November weekly call option implied volatility is at 13, November is at 13, December is at 15; compared to its 52-week range of 14 to 37.

Financial Select Sector SPDR ETF (XLF) November weekly, November and December call option implied volatility is at 13; compared to its 52-week range of 13 to 35.

Rates trend higher

Proshares Trust Ultrashort Lehman 20+ Year Treasury (TBT) 30 option implied volatility is at 25 compared to its 52-week range of 15 to 34 as rates near three-month highs. Call put ratio 2.3 calls to 1 put.

iShares 20+ Year Treasury Bond ETF (TLT) November weekly call option implied volatility is at 18, November is at 15, December is at 14; compared to its 52-week range of 8 to 17 as ratess near three-month highs. Call put ratio 1 call to 1.1 put.

Straddle prices for stocks expected to report quarterly results next week

ADT (ADT) November 7.5% straddle priced for a move of 13% into the expected release of quarter results after the bell on November 12.

Advanced Auto Parts (AAP) November 170 straddle priced for a move of 7% into the expected release of quarter results before the bell on November 12.

Canadian Solar (CSIQ) November 17 straddle priced for a move of 12% into the expected release of quarter results before the bell on November 12.

CBS (CBS) November 38 straddle priced for a move of 6% into the expected release of quarter results before the bell on November 12.

Dillards (DDS) November 71.50 straddle priced for a move of 13% into the expected release of quarter results on November 12.

Overstocks (OSTK) November 10% straddle priced for a move of 18% into the expected release of quarter results before the bell on November 12.

Rockwell (ROK) November 180 straddle priced for a move of 6% into the expected release of quarter results before the bell on November 12.

Skyworks (SWKS) November 99 straddle priced for a move of 6% into the expected release of quarter results after the bell on November 12.

Tyson (TSN) November 83.50 straddle priced for a move of 5.5% into the expected release of quarter results before the bell on November 12.

Applied Material (AMAT) November 56 straddle priced for a move of 5.5% into the expected release of quarter results on November 13.

Beazer Homes (BZH) November 14 straddle priced for a move of 7% into the expected release of quarter results on after the bell on November 13.

Canadian Goose (GOOS) November 38.50 straddle priced for a move of 13% into the expected release of quarter results on November 13.

Cisco (CSCO) November 48.50 straddle priced for a move of 4.5% into the expected release of quarter results after the bell on November 13.

Luckin Coffee (LK) November 19 straddle priced for a move of 14.50% into the expected release of quarter results on November 13.

NetApp (NTAP) November 59 straddle priced for a move of 10% into the expected release of quarter results after the bell on November 13.

Nordstrom (JWN) November 37 straddle priced for a move of 7.5% into the expected release of quarter results on November 13.

Vipshop (VIPS) November 12 straddle priced for a move of 13% into the expected release of quarter results before the bell on November 13.

Williams Sonoma (WSM) November 70 straddle priced for a move of 4% into the expected release of quarter results on November 13.

Canopy Growth (CGC) November 19 straddle priced for a move of 10.50% into the expected release of quarter results on November 14.
NVIDIA (NVDA) November 207.50 straddle priced for a move of 7% 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% 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 12% into the expected release of quarter results before the bell on November 14.

Walmart (WMT) November 120 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on November 14.

J.C. Penny (JCP) November 1 straddle priced for a move of 19% into the expected release of quarter results before the bell on November 15.

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.

New Age Beverage (NBEV) November 13.5% straddle priced for a move of 15% into the expected release of quarter results before the bell on November 15.

Tilray (TLRY) November 22.50 straddle priced for a move of 15% into the expected release of quarter results on November 15.

Options with decreasing option implied volatility: ANET EXPE GRUB FIT WMGI CRC FIT OMI CHGG
Increasing unusual option volume: ETRN NCR EXPE SC MNST CZR TRIP EXPD PRTY CG
Increasing unusual call option volume: MNST ETRN EXPE PTCT CZR LPLA TRIP DLR CG
Increasing unusual put option volume: EXC EXPD YELP EXPE TRIP CARA GPRE NLOK GDDY NLSN
Popular stocks with increasing unusual volume: ATVI TEVA DIS
Active options: AAPL TSLA ROKU XOM BABA DIS BAC GE AMD TEVA FB FCX SQ QCOM UBER BIDU TWTR MSFT ATVI NFLX

Global S&P Futures are recently down 4.25 from previous day. Nikkei 225 up 0.2%, DAX down 0.3%, WTI Crude oil is recently at $56.61, natural gas up 0.6%, gold at $1469 an ounce