Pre-Market IV Report October 22, 2019

Pre-Market IV Report October 22, 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: TEVA AMRN FIT S UTX MCD SKX HOG BX AMD NOK M NOK APA FL ONCE GNDT GOSS FOLD APPS DDD BA INFY

Options expected to have increasing volume: CMG MCD BIIB HOG HAS STMP UPS MYL PG UTX LMT BIIB TRV UBS INTC TWTR AMZN SNAP

Boeing (BA) October weekly call option implied volatility is at 62, November is at 35; 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 1.1 puts is expected to release quarter results on October 23.

Mylan (MYL) October weekly call option implied volatility is at 40, November is at 59; compared to its 52-week range of amid headline reports of a possible opioid settlements. Call put ratio 4.5 calls to 1 put with focus on 27 to 77. Call put ratio 4.5 calls to 1 put with focus on November and January 20 calls.

Teva Pharma (TEVA) October weekly call option implied volatility is at 110, November is at 96; compared to its 52-week range of 28 to 105 amid headline reports of a possible opioid settlements.

Endo International (ENDP) October weekly call option implied volatility is at 150, November is at 109; compared to its 52-week range of 50 to 152 amid headline reports of a possible opioid settlements. Call put ratio 3.9 calls to 1 put with focus on October weekly 4.5 calls.

Mallinckrodt (MNK) October weekly call option implied volatility is at 132, November is at 120; compared to its 52-week range of 45 to 270 amid headline reports of a possible opioid settlements.

McKesson (MCK) October weekly call option implied volatility is at 32, November is at 33; compared to its 52-week range of 21 to 43 amid headline reports of a possible opioid settlements.

AmerisourceBergen (ABC) October weekly call option implied volatility is at 33, November is at 34; compared to its 52-week range of 24 to 42 amid headline reports of a possible opioid settlements. Call put ratio 1 call to 4.3 puts.

Cardinal Health (CAH) October weekly call option implied volatility is at 34, November is at 37; compared to its 52-week range of 21 to 44 amid headline reports of a possible opioid settlements.

SPDR S&P Homebuilders Etf (XHB) October weekly call option implied volatility is at 14, November is at 14; compared to its 52-week range of 15 to 37 as U.S. homebuilder stocks trade near their highest level since 2006.

Stamps.com (STMP) October weekly call option implied volatility is at 37, November is at 98; compared to its 52-week range of 46 to 130 into entering logistics services deal with UPS (UPS). Call put ratio 1 call to 2.2 puts into the expected release of financial results on November 7.

Straddle prices for stocks expected to report quarterly results this week

Boyd Gaming (BYD) November 26 straddle priced for a move of 8.5% into the expected release of financial results today after the bell

Chipotle (CMG) October weekly 850 straddle priced for a move of 6.5% into the expected release of financial results today
Harley Davidson (HOG) October weekly 37 straddle priced for a move of 6.5% into the expected release of financial results today the bell

Hasbro (HAS) October weekly 120 straddle priced for a move of 8% into the expected release of financial results today before the bell

iRobot (IRBT) October weekly 55.50 straddle priced for a move of 17% into the expected release of financial results today after the bell

McDonalds (MCD) October weekly 210 straddle priced for a move of 3% into the expected release of financial results today before the bell

Proctor & Gamble (PG) October weekly 119 straddle priced for a move of 3% into the expected release of financial results today before the bell

Snap (SNAP) October weekly 14.50 straddle priced for a move of 15% into the expected release of financial results today after the bell

Skechers (SKX) October weekly 37.50 straddle priced for a move of 12% into the expected release of financial results today after the bell on October 22

Texas Instruments (TXN) October weekly 130 straddle priced for a move of 3.5% into the expected release of financial results today after 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 today after the bell

Blackstone (BX) October weekly 49 straddle priced for a move of 4% into the expected release of financial results before the bell on October 23

Boeing (BA) October weekly 330 straddle priced for a move of 5% into the expected release of financial results before the bell on October 23

Canadian Pacific (CP) November 220 straddle priced for a move of 4.5% into the expected release of financial results on October 23

Carters (CRI) November 95 straddle priced for a move of 9% into the expected release of financial results before the bell on October 23

Caterpillar (CAT) October weekly 132 straddle priced for a move of 4.5% into the expected release of financial results on October 23

Cleveland Cliff (CLF) October weekly 7 straddle priced for a move of 8% into the expected release of financial results before the bell on October 23

eBay (EBAY) October weekly 39 straddle priced for a move of 5% into the expected release of financial results after the bell on October 23

Eli Lilly (LLY) October weekly 107 straddle priced for a move of 3.5% into the expected release of financial results before the bell on October 23

Ford (F) October weekly 9 straddle priced for a move of 6.5% into the expected release of financial results on October 23

General Dynamics (GD) October weekly 175 straddle priced for a move of 3.5% into the expected release of financial results before the bell on October 23

Hilton (HLT) November 92.50 straddle priced for a move of 6% into the expected release of financial results before the bell on October 23

Las Vegas Sands (LVS) October weekly 58 straddle priced for a move of 3.5% into the expected release of financial results after the bell on October 23

Microsoft (MSFT) October weekly 138 straddle priced for a move of 3.5% into the expected release of financial results after the bell on October 23

Nielsen (NLSN) November 21 straddle priced for a move of 8% into the expected release of financial results before the bell on October 23

Norfolk (NSC) October weekly 185 straddle priced for a move of 3.5% into the expected release of financial results before the bell on October 23

Northern Trust (NTRS) November 95 straddle priced for a move of 5.5% into the expected release of financial results before the bell on October 23

PayPal (PYPL) October weekly 101 straddle priced for a move of 5% into the expected release of financial results after the bell on October 23

Spirit Airlines (SAVE) November 37.50 straddle priced for a move of 11.5% into the expected release of financial results after the bell on October 23

Telsa (TSLA) October weekly 252.50 straddle priced for a move of 9% into the expected release of financial results after the bell on October 23

Thermo Fisher (TMO) November 280 straddle priced for a move of 6% into the expected release of financial results before the bell on October 23

Varian Medical (VAR) November 115 straddle priced for a move of 8% into the expected release of financial results after the bell on October 23

Waste Management (WM) November 115 straddle priced for a move of 3.5% into the expected release of financial results before the bell on October 23

Winnebago (WGO) November 40 straddle priced for a move of 12% into the expected release of financial results before the bell on October 23

Xilinx (XLNX) October weekly 95 straddle priced for a move of 8% into the expected release of financial results after the bell on October 23

Twitter (TWTR) October weekly 40 straddle priced for a move of 10% into the expected release of financial results before the bell on October 24

Southwest Airlines (LUV) October weekly 53.50 straddle priced for a move of 4.5% into the expected release of financial results before the bell on October 24

Intel (INTC) October weekly 52 straddle priced for a move of 5% into the expected release of financial results after the bell on October 24

Amazon (AMZN) October weekly 1785 straddle priced for a move of 4% into the expected release of financial results after the bell on October 24

Options with decreasing option implied volatility: FIT SCHW ETFC FDX AMTD ACHN VHC NFLX ERIC UAL CSX IBM STT C
Increasing unusual option volume: SPIKE AWI INFY NMRK PETS GLPI MDR
Increasing unusual call option volume: INFY JBLU PETS IGT APLS AFL LOGI MYL
Increasing unusual put option volume: FNV PETS FRO INFY PTC AFL SE AMTD CIT
Popular stocks with increasing unusual volume: MSFT GE JPM
Active options: AAPL AMD BAC TEVA NFLX BA MSFT SNAP FB MDR TSLA ROKU JPM BYND T BABA MU GE AMZN NVDA NIO