Pre-Market IV Report October 14, 2019

Pre-Market IV Report October 14, 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: UBER FIT XLNX OXY NOK AMD BYND EA AMRN INFN PBYI STMP ETSY YNDX MNST INSM MDCO

Options expected to have increasing volume: C BAC JPM WFC

Financial Select Sector SPDR ETF (XLF) October call option implied volatility is at 17, November is at 17; compared to its 52-week range of 13 to 35 into banks releasing financial results this week. Call put ratio 1 call to 1.1 puts.

Apple (AAPL) October call option implied volatility is at 24, November is at 28; compared to its 52-week range of 19 to 56 as shares near record high. Call put ratio 1.5 calls to 1 put.

iShareiShares China Large-Cap (FXI) October call option implied volatility is at 18, November is at 19; compared to its 52-week range of 16 to 32 into Bloomberg reporting China wants further talks prior to signing trade agreement.

Db X-trackers Harvest Csi 300 China A – Shares Fund (ASHR) October call option implied volatility is at 24, November is at 23; compared to its 52-week range of 20 to 36.

Straddle prices for stocks expected to report quarterly results this week

Blackrock (BLK) October 435 straddle priced for a move of 3% into the expected release of financial results before the bell on October 15

Citigroup (C) October 70 straddle priced for a move of 3.5% into the expected release of financial results before the bell on October 15

Goldman Sachs (GS) October 205 straddle priced for a move of 4% into the expected release of financial results before the bell on October 15

Interactive Brokers (IBKR) October 50 straddle priced for a move of 7% into the expected release of financial results after the bell on October 15

J.B. Hunt Transport (JBHT) October 110 straddle priced for a move of 6% into the expected release of financial results after the bell on October 15

Johnson & Johnson (JNJ) October 131 straddle priced for a move of 2.5% into the expected release of financial results before the bell on October 15

JPMorgan Chase (JPM) October 116 straddle priced for a move of 3% into the expected release of financial results before the bell on October 15

Kinder Morgan (KMI) October 20 straddle priced for a move of 3% into the expected release of financial results on October 15

Schwab (SCHW) October 37 straddle priced for a move of 4% into the expected release of financial results before the bell on October 15

United Airlines (UAL) October 87 straddle priced for a move of 5.5% into the expected release of financial results before the bell on October 15

UnitedHealth Group (UNH) October 222.50 straddle priced for a move of 4.5% into the expected release of financial results before the bell on October 15

Wells Fargo (WFC) October 49 straddle priced for a move of 3.5% into the expected release of financial results before the bell on October 15

Abbott Laboratories (ABT) October 79.50 straddle priced for a move of 3.5% into the expected release of financial results before the bell on October 16

Alcoa (AA) October 19.50 straddle priced for a move of 8.5% into the expected release of financial results after the bell on October 16

Bank of America (BAC) October 29 straddle priced for a move of 3.5% into the expected release of financial results before the bell on October 16

Bank of New York Mellon (BK) October straddle 44 priced for a move of 4.5% into the expected release of financial results before the bell on October 16

Comerica (CMA) October 62.50 straddle priced for a move of 4.5% into the expected release of financial results before the bell on October 16

CSX Corp (CSX) October 69 straddle priced for a move of 5% into the expected release of financial results after the bell on October 16

IBM (IBM) October 143 straddle priced for a move of 5.5% into the expected release of financial results after the bell on October 16

Kinder Morgan (KMI) October 20 straddle priced for a move of 3% into the expected release of financial results after the bell on October 16

Netflix (NFLX) October 280 straddle priced for a move of 10% into the expected release of financial results after the bell on October 16

Steel Dynamics (STLD) October 30 straddle priced for a move of 5% into the expected release of financial results on October 16

PNC Financial (PNC) October 140 straddle priced for a move of 3.5% into the expected release of financial results before the bell on October 16

U.S. Bancorp (USB) October 53 straddle priced for a move of 3% into the expected release of financial results before the bell on October 16

United Rental (URI) October 118 straddle priced for a move of 8% into the expected release of financial results after the bell on October 16

Bank of OZK (OZK) October 25 straddle priced for a move of 8.5% into the expected release of financial results after the bell on October 17

BB&T (BBT) October 50 straddle priced for a move of 4% into the expected release of financial results before the bell on October 17

E*Trade (ETFC) October 39 straddle priced for a move of 5%into the expected release of financial results after the bell on October 17

American Express (AXP) October straddle 116 priced for a move of 3.5% into the expected release of financial results before the bell on October 18

Coca-Cola (KO) October 53.50 straddle priced for a move of 3% into the expected release of financial results before the bell on October 18

Kansas City Southern (KSU) October 133 straddle priced for a move of 4.5% into the expected release of financial results before the bell on October 18

Workday (WDAY) October and November call option implied volatility is at 34; compared to its 52-week range of 27 to 60 into a company hosted analyst event today. Call put ratio 1.9 calls to 1 put.

Nordic American Tanker (NAT) 30 day option implied volatility 100; compared to its 52-week range of 44 to 114 after sharp rally. Call put ratio 3.9 calls to 1 put.

Teekay Tankers Ltd (TNK) 30 day option implied volatility is at 140; compared to its 52-week range of 97 to 144 after sharp rally. Call put ratio 2.2 calls to 1 put.

Options with decreasing option implied volatility: AMTD BB AMTD FDX ULTA FAST DPZ FEYE LEVI
Increasing unusual option volume: SBH WEN YNDX TNK LYG ASC EWT GEL FAST SAP
Increasing unusual call option volume: WEN YNDX LYG FAST SAP INSP GPK TER
Increasing unusual put option volume: CDNS YNDX GEL FRO ONCE EWT
Popular stocks with increasing unusual volume: F FCX X BYND
Active Options: AAPL AMD BAC FB ROKU TSLA MSFT MU NFLX AMZN NVDA GE X FCX JD BYND CGC F

Global S&P Futures are recently down 13.50 from previous day. Nikkei 225 up 1.1%, DAX down 0. 6%, WTI Crude oil is recently at $54.16, natural gas down 0.4%, gold at $1494 an ounce