Pre-Market IV Report October 21, 2019

Pre-Market IV Report October 21, 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 MDR S AMD TWTR WMT FIT
Options expected to have increasing volume: HAL CMG HOG HAS BA TSLA

Facebook (FB) October weekly call option implied volatility is at 25, November is at 34; 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.

Boeing (BA) October weekly call option implied volatility is at 51, November is at 34; compared to its 52-week range of 23 to 46 after news a company technical pilot had raised concerns in 2016 instant messages to a colleague about certain systems on its 737 MAX jet. Call put ratio 1 call to 1.7 puts is expected into release quarter results on October 23.

General Motors (GM) October weekly call option implied volatility is at 26, November is at 31; compared to its 52-week range of 21 to 45 as UAW strike enters sixth-week.

Tesla (TSLA) October weekly call option implied volatility is at 75, November is at 55; compared to its 52-week range of 41 to 80. Call put ratio 1 calls to 1.5 put with focus on January calls into the expected release of quarterly results on October 25.

Ford Motor (F) October weekly call option implied volatility is at 44, November is at 33; compared to its 52-week range of as General Motors (GM) strike enters sixth-week. Call put ratio 11.4 calls to 1 put with focus on October weekly 8.5 calls into expected release of quarterly results on October 21.

Fiat Chrysler Automobiles (FCAU) October weekly call option implied volatility is at 34, November is at 33; compared to its 52-week range of 28 to 54 as General Motors (GM) strike enters sixth-week. Call put ratio 79 calls to 1 put with focus on January calls.

Ferrari (RACE) October call option implied volatility is at 20, November is at 28; compared to its 52-week range of 21 to 43.

Honda (HMC) November call option implied volatility is at 21, 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 as General Motors (GM) strike enters sixth-week.

Straddle prices for stocks expected to report quarterly results this week

Haliburton (HAL) October weekly 18.5 straddle priced for a move of 6.5% into the expected release of financial results before the bell on October 21
TD Ameritrade (AMTD) October weekly 37 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
Biogen (BIIB) October weekly 220 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 840 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 4% 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 6% 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 7.5% into the expected release of financial results before the bell on October 22
iRobot (IRBT) October weekly 57.50 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 6.5% into the expected release of financial results before the bell on October 22
Kimberly-Clark (KMB) October weekly 137 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 372.50 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 51.50 straddle priced for a move of 3.5% into the expected release of financial results before the bell on October 22
Polaris (PII) October weekly 90 straddle priced for a move of 10% 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 13.50 straddle priced for a move of 14.5% into the expected release of financial results after the bell on October 22
Skechers (SKX) October weekly 37 straddle priced for a move of 13% into the expected release of financial results after the bell on October 22
Texas Instruments (TXN) October weekly 129 straddle priced for a move of 4% 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 10 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 137 straddle priced for a move of 3.5% 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
BankUnited (BKU) November 35 straddle priced for a move of 6% into the expected release of financial results before the bell on October 23
Blackstone (BX) October weekly 48 straddle priced for a move of 4% into the expected release of financial results before the bell on October 23
Boeing (BA) October weekly 345 straddle priced for a move of 5.5% into the expected release of financial results before the bell on October 23

Options with decreasing option implied volatility: SCHW FDX AMTD ACHN APA
Increasing unusual option volume: AMBC DERM EWU SOGO PUMP ACWI DISCA CZR MTW
Increasing unusual call option volume: AMBC EWU CZR ISRG ESI SOGO DISCA CDNA PPG FE VICR
Increasing unusual put option volume: PUMP SAP ACWI DISCA EWU MED FTNT
Popular stocks with increasing unusual volume: BYND JNJ NIO KO F BA
Active options: AAPL NFLX ROKU FB MSFT AMD F AMZN BA BABA TSLA BAC BYND NIO T JNJ SNAP MU NVDA KO