Pre-Market IV Report October 10, 2019

Pre-Market IV Report October 10, 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: CBS BYND AMRN BYND EA X FIT CNX EZPW PBYI STMP AMRN UAA UA ET CHRS JDST

Options expected to have increasing volume: BBBY PCG GNRC AMTD SCHW IBKR ETFC PCG DAL UAL AMR LUV

Facebook (FB) October weekly call option implied volatility is at 30, October is at 28, November is at 33; compared to its 52-week range 22 to 53 into co-founder and CEO Mark Zuckerberg testifying before congress on October 23 and the expected release of financial results on October 30.

Generac Holdings (GNRC) October call option implied volatility is at 37, November is at 37; compared to its 52-week range of 22 to 54 into PG&E (PCG) customer power shut down for safety. Call put ratio 3.4 calls to 1 put.

PG&E (PCG) October weekly call option implied volatility is at 128, October is at 129, November is at 119; compared to its 52-week range of 27 to 102 into a judge removed the utility’s exclusive control over its restructuring, according WSJ report.

Bed Bath & Beyond (BBBY) October weekly call option implied volatility is at 62, October is at 56, November is at 59; compared to its 52-week range of 40 to 105 into naming Mark Tritton as CEO.

Nordic American Tanker (NAT) October call option implied volatility is at 91, November is at 92; compared to its 52-week range of 44 to 114 after sharp rally on tanker rates.

Teekay Tankers Ltd (TNK) November call option implied volatility is at 112; compared to its 52-week range of 97 to 144 after sharp rally.

Ameritrade (AMTD) October weekly call option implied volatility is at 42, October is at 38, November is at 41; compared to its 52-week range of 22 to 53 into Fidelity announces commission-free trades.

E-Trade (ETFC) October weekly call option implied volatility is at 44, October is at 46, November is at 37; compared to its 52-week range of 24 to 47 into Fidelity announces commission-free trades.

Interactive Brokers (IBKR) October option implied volatility is at is at 42, November is at 35; compared to its 52-week range of 27 to 49 into Fidelity announces commission-free trades.

Charles Schwab (SCHW) October weekly call option implied volatility is at 37, October is at 40, November is at 32; compared to its 52-week range of 22 to 44 into Fidelity announces commission-free trades.

CBS Corp. (CBS) October option implied volatility is at 30, November is at 34; compared to its 52-week range of 21 to 42 as shares near seven-year low into Viacom (VIAB) merger. Call put ratio 29 calls to 1 put with focus on December 45 calls.

Viacom (VIAB) October option implied volatility is at 31, November is at 30; compared to its 52-week range of 24 to 86 in the expected close of its merger with CBS (CBS).

Abercrombie & Fitch (ANF) October weekly call option implied volatility is at 73, October is at 65, November is at 59; compared to its 52-week range of 37 to 90. Call put ratio 18 calls to 1 put with focus on October 15 and 15.50 calls.

Builders FirstSource (BLDR) October call option implied volatility is at 34, November is at 44; compared to its 52-week range of 33 to 75. Call put ratio 36 calls to 1 put with focus on November 22 calls.

Taiwan Semi (TSM) October call option implied volatility is at 34, November is at 39; compared to its 52-week range of 20 to 40. Call put ratio 9.6 calls to 1 put with focus on November 15 calls.

Argentina stocks option volume and option implied volatility into general election to be held on October 27.

YPF S.A. (YPF) October call option implied volatility is at 44, November is at 57; compared to its 52-week range of 33 to 79 into general election to be held on October 27.

Global Xftse Argentina 20 Etf (ARGT) October call option implied volatility is at 22, November is at 38; compared to its 52-week range of 23 to 63.

MercadoLibre (MELI) October call option implied volatility is at 37, November is at 54; compared to its 52-week range of 36 to 76 into general election to be held on October 27.

Banco Macro (BMA) October call option implied volatility is at 63, November is at 69; compared to its 52-week range of 46 to 112.

Despegar. com (DESP) 30 day option implied volatility is at 56; compared to its 52-week range of 37 to 80 .

Straddle prices for stocks expected to report quarterly results this week

Delta (DAL) October weekly 54 straddle priced for a move of 4% into the expected release of financial results before the bell on October 10

Fastenal (FAST) October weekly 30 straddle priced for a move of 7% into the expected release of financial results before the bell on October 10.

Infosys (INFY) October 11 straddle priced for a move of 7% into the expected release of financial results before the bell on October 10.

S&P 500 Index (SPX) open interest call put ratio 1 call to 2.4 puts. Average open interest 1 call to 2.16 puts

Increasing unusual option volume: BLDR NAT BTG GNRC AMG GREK ANF
Options with decreasing option implied volatility: AVYA FDX BB AMTD ULTA CVM BBBY STZ
Options with increasing option implied volatility: CBS BYND AMRN BYND EA X FIT CNX EZPW PBYI STMP AMRN UAA UA ET CHRS JDST
Increasing unusual call option volume: BLDR BTG GNRC ANF NAT GREK TSM ANF TNK NAT
Increasing unusual put option volume: FRO NAT HAIN PUMP SM GTS LEVI GNRC EIX
Popular stocks with increasing unusual volume: X DAL JNJ
Active options: AAPL ROKU TSLA MSFT NFLX AMD X T FB BAC NIO BABA GE NVDA AMZN DAL SNAP BIDU JNJ

Global S&P Futures are recently down 2.10 from previous day. Nikkei 225 up 0.1%, DAX down 0.1%, WTI Crude oil is recently at $52.38, natural gas up 0.58%, gold at $1514 an ounce