Daily IV Report
Pre-Market IV Report October 18, 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: FIT AMRN S TWTR AMD LK TEVA MDR APA UBER […]
By Market Rebellion · October 18, 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: FIT AMRN S TWTR AMD LK TEVA MDR APA UBER ATNX TKC SDC
Options expected to have increasing volume: SLB SYF AXP KO STT CFG KSU PBR OZK ISRG GM FCAU F
iShareiShares China Large-Cap (FXI) October call option implied volatility is at 17, November is at 17; compared to its 52-week range of 16 to 32 into China Q3 economic growth slowdown.
Db X-trackers Harvest Csi 300 China A – Shares Fund (ASHR) October call option implied volatility is at 19, November is at 19; compared to its 52-week range of 20 to 36 into slower China economic growth.
Vehicle stocks option implied volatility into Renault lowers financial forecasts, EPS season, GM UAW strike talks, global economic growth & Telsa (TSLA) headlines
General Motors (GM) November call option implied volatility is at 32, January is at 28; compared to its 52-week range of 21 to 46 into Renault lower financial forecasts. GM is expected to release financial results on October 29.
Ford (F) October weekly call option implied volatility is at 40, November is at 27, January is at 26; compared to its 52-week range of 23 to 55 into Renault lower financial forecasts. Ford is expected to release financial results on October 23.
Fiat Chrysler (FCAU) November call option implied volatility is at 30, January is at 29; compared to its 52-week range of 29 to 55 into Renault lower financial forecasts. FCAU is expected to release financial results on October 31.
Ferrari (RACE) November call option implied volatility is at 20, January is at 18; compared to its 52-week range of 21 to 43 into Renault lower financial forecasts.
Honda (HMC) November call option implied volatility is at 20, January is at 18; compared to its 52-week range of 18 to 33.
Toyota (TM) November call option implied volatility is at 18, January is at 17; compared to its 52-week range of 14 to 28.
Straddle prices for stocks expected to report quarterly results next week
Haliburton (HAL) October weekly 18.5 straddle priced for a move of 6% into the expected release of financial results before the bell on October 21
TD Ameritrade (AMTD) October weekly 36.50 straddle priced for a move of 5.5% into the expected release of financial results after the bell on October 21
Zions Bancorp (ZION) November 44 straddle priced for a move of 6% into the expected release of financial results after the bell on October 21
October 22
Biogen (BIIB) October weekly 225 straddle priced for a move of 5.5% into the expected release of financial results before the bell on October 22
Boyd Gaming (BYD) November 26 straddle priced for a move of 8.5% into the expected release of financial results after the bell on October 22
Canadian National (CNI) November 87.50 straddle priced for a move of 5.5% into the expected release of financial results on October 22
Chipotle (CMG) October weekly 830 straddle priced for a move of 7% into the expected release of financial results October 22
Discover Financial (DFS) October weekly 79 straddle priced for a move of 3.5% into the expected release of financial results after the bell on October 22
Ethan Allan (ETH) November 19 straddle priced for a move of 12% into the expected release of financial results on October 22
Fifth Third (FITB) November 27 straddle priced for a move of 5.5% into the expected release of financial results before the bell on October 22
Harley Davidson (HOG) October weekly 36.50 straddle priced for a move of 6% into the expected release of financial results before the bell on October 22
Hasbro (HAS) October weekly 122 straddle priced for a move of 7% into the expected release of financial results before the bell on October 22
iRobot (IRBT) October weekly 58 straddle priced for a move of 15.50% into the expected release of financial results after the bell on October 22
JetBlue (JBLU) October weekly 17 straddle priced for a move of 7% into the expected release of financial results before the bell on October 22
Kimberly-Clark (KMB) October weekly 135 straddle priced for a move of 3% into the expected release of financial results before the bell on October 22
Lockheed Martin (LMT) October weekly 377.50 straddle priced for a move of 3% into the expected release of financial results before the bell on October 22
McDonalds (MCD) October weekly 207.50 straddle priced for a move of 3% into the expected release of financial results before the bell on October 22
Nucor (NUE) October weekly 52 straddle priced for a move of 6% into the expected release of financial results before the bell on October 22
Polaris (PII) October weekly 90 straddle priced for a move of 11% into the expected release of financial results before the bell on October 22
Proctor & Gamble (PG) October weekly 117 straddle priced for a move of 3.5% into the expected release of financial results before the bell on October 22
Sherwin-Williams (SHW) October weekly 560 straddle priced for a move of 4.5% into the expected release of financial results before the bell on October 22
Restaurant Brands (QSR) October weekly 70 straddle priced for a move of 5.5% into the expected release of financial results on October 22
Six Flags (SIX) November 50 straddle priced for a move of 8% into the expected release of financial results after the bell on October 22
Snap (SNAP) October weekly 14 straddle priced for a move of 17.5% into the expected release of financial results after the bell on October 22
Skechers (SKX) October weekly 37 straddle priced for a move of 12% into the expected release of financial results after the bell on October 22
Texas Instruments (TXN) October weekly 130 straddle priced for a move of 4.5% into the expected release of financial results after the bell on October 22
Tile Shop (TTS) November 2.5 straddle priced for a move of 20% into the expected release of financial results on October 22
Travelers (TRV) October weekly 140 straddle priced for a move of 4% into the expected release of financial results before the bell on October 22
UBS Group (UBS) November straddle priced for a move of 8% into the expected release of financial results after the bell on October 22
United Technologies (UTX) October weekly 138 straddle priced for a move of 3% into the expected release of financial results before the bell on October 22
United Parcel (UPS) October weekly 118 straddle priced for a move of 4.5% into the expected release of financial results before the bell on October 22
Whirlpool (WHR) October weekly 160 straddle priced for a move of 5.5% into the expected release of financial results after the bell on October 22
Russell 2000 (RUT) call put ratio 1 call to 1.1 puts with focus October weekly (25) 1490, 1510, 1530 puts.. November 1550 calls active.
TD Ameritrade (AMTD) October weekly 36.50 straddle priced for a move of 5.5% into the expected release of financial results after the bell on October 21
Zions Bancorp (ZION) November 44 straddle priced for a move of 6% into the expected release of financial results after the bell on October 21
October 22
Biogen (BIIB) October weekly 225 straddle priced for a move of 5.5% into the expected release of financial results before the bell on October 22
Boyd Gaming (BYD) November 26 straddle priced for a move of 8.5% into the expected release of financial results after the bell on October 22
Canadian National (CNI) November 87.50 straddle priced for a move of 5.5% into the expected release of financial results on October 22
Chipotle (CMG) October weekly 830 straddle priced for a move of 7% into the expected release of financial results October 22
Discover Financial (DFS) October weekly 79 straddle priced for a move of 3.5% into the expected release of financial results after the bell on October 22
Ethan Allan (ETH) November 19 straddle priced for a move of 12% into the expected release of financial results on October 22
Fifth Third (FITB) November 27 straddle priced for a move of 5.5% into the expected release of financial results before the bell on October 22
Harley Davidson (HOG) October weekly 36.50 straddle priced for a move of 6% into the expected release of financial results before the bell on October 22
Hasbro (HAS) October weekly 122 straddle priced for a move of 7% into the expected release of financial results before the bell on October 22
iRobot (IRBT) October weekly 58 straddle priced for a move of 15.50% into the expected release of financial results after the bell on October 22
JetBlue (JBLU) October weekly 17 straddle priced for a move of 7% into the expected release of financial results before the bell on October 22
Kimberly-Clark (KMB) October weekly 135 straddle priced for a move of 3% into the expected release of financial results before the bell on October 22
Lockheed Martin (LMT) October weekly 377.50 straddle priced for a move of 3% into the expected release of financial results before the bell on October 22
McDonalds (MCD) October weekly 207.50 straddle priced for a move of 3% into the expected release of financial results before the bell on October 22
Nucor (NUE) October weekly 52 straddle priced for a move of 6% into the expected release of financial results before the bell on October 22
Polaris (PII) October weekly 90 straddle priced for a move of 11% into the expected release of financial results before the bell on October 22
Proctor & Gamble (PG) October weekly 117 straddle priced for a move of 3.5% into the expected release of financial results before the bell on October 22
Sherwin-Williams (SHW) October weekly 560 straddle priced for a move of 4.5% into the expected release of financial results before the bell on October 22
Restaurant Brands (QSR) October weekly 70 straddle priced for a move of 5.5% into the expected release of financial results on October 22
Six Flags (SIX) November 50 straddle priced for a move of 8% into the expected release of financial results after the bell on October 22
Snap (SNAP) October weekly 14 straddle priced for a move of 17.5% into the expected release of financial results after the bell on October 22
Skechers (SKX) October weekly 37 straddle priced for a move of 12% into the expected release of financial results after the bell on October 22
Texas Instruments (TXN) October weekly 130 straddle priced for a move of 4.5% into the expected release of financial results after the bell on October 22
Tile Shop (TTS) November 2.5 straddle priced for a move of 20% into the expected release of financial results on October 22
Travelers (TRV) October weekly 140 straddle priced for a move of 4% into the expected release of financial results before the bell on October 22
UBS Group (UBS) November straddle priced for a move of 8% into the expected release of financial results after the bell on October 22
United Technologies (UTX) October weekly 138 straddle priced for a move of 3% into the expected release of financial results before the bell on October 22
United Parcel (UPS) October weekly 118 straddle priced for a move of 4.5% into the expected release of financial results before the bell on October 22
Whirlpool (WHR) October weekly 160 straddle priced for a move of 5.5% into the expected release of financial results after the bell on October 22
Russell 2000 (RUT) call put ratio 1 call to 1.1 puts with focus October weekly (25) 1490, 1510, 1530 puts.. November 1550 calls active.
Options with decreasing option implied volatility: SCHW FDX AMTD ACHN ETFC NR NFLX TZA
Increasing unusual option volume: ACHN GOL LLNW CFG LX NSG GEL SOGO
Increasing unusual call option volume: ACHN GOL CFG LX SAGE XLV EWU CAT ERIC MRTX
Increasing unusual put option volume: ACHN ARQL GEL RLGY STNG BHVN
Popular stocks with increasing unusual volume: F DIS CAT TEVA CRON
Active options: NFLX AAPL BAC ROKU TSLA AMD FB CAT MSFT TEVA AMZN CRON IBM BYND F ACHN MPC DIS NVDA BABA
Increasing unusual option volume: ACHN GOL LLNW CFG LX NSG GEL SOGO
Increasing unusual call option volume: ACHN GOL CFG LX SAGE XLV EWU CAT ERIC MRTX
Increasing unusual put option volume: ACHN ARQL GEL RLGY STNG BHVN
Popular stocks with increasing unusual volume: F DIS CAT TEVA CRON
Active options: NFLX AAPL BAC ROKU TSLA AMD FB CAT MSFT TEVA AMZN CRON IBM BYND F ACHN MPC DIS NVDA BABA
Global S&P Futures are recently down 3.55 from previous day. Nikkei 225 up 0.1%, DAX down 0.1%, WTI Crude oil is recently at $53.93, natural gas up 0.3%, gold at $1492 an ounce