Pre-Market IV Report October 17, 2019

Pre-Market IV Report October 17, 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 MDCO AMD BYND NOK FIT APA UBER X RIG EZPW UPRO

Options expected to have increasing volume: NFLX IBM PM HON BBT TXT KEY AA CSX URI MS

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

YPF S.A. (YPF) October call option implied volatility is at 31, November is at 67; 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) November and January call option implied volatility is at 34; compared to its 52-week range of 23 to 63

MercadoLibre (MELI) October call option implied volatility is at 37, November is at 50; compared to its 52-week range of 36 to 76

Banco Macro (BMA) October call option implied volatility is at 75, November is at 72; compared to its 52-week range of 46 to 112

Despegar. com (DESP) 30 day option implied volatility is at 55; compared to its 52-week range of 37 to 80 into general election to be held on October 27.

Straddle prices for stocks expected to report quarterly results this week

Bank of OZK (OZK) October 30 straddle priced for a move of 8% into the expected release of financial results today after the bell
BB&T (BBT) October 52.50 straddle priced for a move of 3.5% into the expected release of financial results today before the bell
E*Trade (ETFC) October 40 straddle priced for a move of 4.5% into the expected release of financial results today after the bell
Genuine Parts (GPC) October 97.50 straddle priced for a move of 4% into the expected release of financial results today before the bell
Honeywell (HON) October 162.50 straddle priced for a move of 2.5% into the expected release of financial results today before the bell
Intuitive Surgical (ISRG) October 530 straddle priced for a move of 4% into the expected release of financial results today before the bell
KeyCorp (KEY) October 17.50 straddle priced for a move of 3% into the expected release of financial results today before the bell
Morgan Stanley (MS) October 42.50 straddle priced for a move of 3.5% into the expected release of financial results today before the bell
Philip Morris (PM) October 79.50 straddle priced for a move of 4% into the expected release of financial results today before the bell
Texton (TXT) October 50 straddle priced for a move of 5.5% into the expected release of financial results today before the bell
American Express (AXP) October straddle 117 priced for a move of 3% 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 134 straddle priced for a move of 3.5% into the expected release of financial results before the bell on October 18
Schlumberger (SLB) October 32 straddle priced for a move of 4% into the expected release of financial results before the bell on October 18
State Street (STT) October 60 straddle priced for a move of 3% into the expected release of financial results before the bell on October 18
Synchrony Financial (SYF) October 33.50 straddle priced for a move of 5% into the expected release of financial results before the bell on October 18

Options with decreasing option implied volatility: SIG SCHW FDX FAST AMTD
Increasing unusual option volume: CBRE AJRD ACHN EUFN NBEV VRNT FRPT DK ENB
Increasing unusual call option volume: EUFN NBEV ENB CSTM PLAN SIG AR IP
Increasing unusual put option volume: CBRE FND EUFN CAR EXC
Popular stocks with increasing unusual volume: PG MS TEVA X NIO
Active options: BAC NFLX AAPL AMD ROKU FB MSFT TLSA AMZN PG NVDA SNAP TEVA GE MS BABA CBRE X INTC NIO

Global S&P Futures are recently up 1.25 from previous day. Nikkei 225 down 0.09%, DAX down 0.02%, WTI Crude oil is recently at $52.96, natural gas up 0.09%, gold at $1492 an ounce