Pre-Market IV Report October 24, 2019

Pre-Market IV Report October 24, 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 TGT NOK S GNW UBER TGT M FIT XLNX FL BYND LB GPS URBN JWN KSS LOW X CZR DDD AMZN LB

Options expected to have increasing volume: PYPL F LVS TSLA AMZN NOK F MSFT EBAY XLNX VAR CMCSA NOC LUV

Twitter (TWTR) October weekly call option implied volatility is at 165, November is at 56; compared to its 52-week range of 31 to 92 into the expected release of quarter financial results today before the bell.

Tilray, Inc. (TLRY) October weekly call option implied volatility is at 77, November is at 88; compared to its 52-week range of 48 to 169 as shares are difficult to borrow.

Beyond Meat (BYND) October weekly call option implied volatility is at 106, November is at 104; compared to its 20-week range of 49 to 140 as shares are difficult to borrow.

Amazon (AMZN) October weekly call option implied volatility is at 66, November is at 28; compared to its 52-week range of 20 to 55 into the expected release of quarter financial results today after the bell.

Intel (INTC) October weekly call option implied volatility is at 79, November is at 33; compared to its 52-week range of 20 to 45 into the expected release of quarter financial results today after the bell.

Visa (V) October weekly call option implied volatility is at 48, November is at 23; compared to its 52-week range of 15 to 40 into the expected release of quarter financial results today after the bell.

Telsa (TSLA) October weekly call option implied volatility is at 165, November is at 57; compared to its 52-week range of 42 to 80 into reporting better than expected quarter financial results and outlook.

Facebook (FB) October weekly call option implied volatility is at 28, November is at 37; compared to its 52-week range 22 to 53 after co-founder and CEO Mark Zuckerberg testified before congress. FB is expected release of financial results on October 30.

Straddle prices for stocks expected to report quarterly results this week

Twitter (TWTR) October weekly 39 straddle priced for a move of 10% into the expected release of financial results today before the bell on October 24

Comcast (CMSCA) October weekly 45 straddle priced for a move of 3.5% into the expected release of financial results today before the bell

Intel (INTC) October weekly 52 straddle priced for a move of 5.5% into the expected release of financial results today after the bell

Amazon (AMZN) October weekly 1762.5 straddle priced for a move of 4% into the expected release of financial results today after the bell

Alaska Group (ALK) November 70 straddle priced for a move of 6.5% into the expected release of financial results today after the bell

Allegiant (ALGT) November 155 straddle priced for a move of 7.5% into the expected release of financial results after the bell on October 24

Capital One (COF) October weekly 92 straddle priced for a move of 4% into the expected release of financial results today

Deckers Outdoor (DECK) November 155 straddle priced for a move of 11% into the expected release of financial results today after the bell

Gilead (GILD) October weekly 66 straddle priced for a move of 4% into the expected release of financial results today after the bell

Juniper (JNPR) October weekly 25 straddle priced for a move of 6.5% into the expected release of financial results today after the bell

Amazon (AMZN) October weekly 1762.5 straddle priced for a move of 4% into the expected release of financial results today after the bell

T-Mobile (TMUS) October weekly 81.50 straddle priced for a move of 2.5% into the expected release of financial results after the bell on October 24

Verisign (VRSN) November 180 straddle priced for a move of 7% into the expected release of financial results today after the bell

Visa (V) October weekly 170 straddle priced for a move of 3.5% into the expected release of financial results today after the bell

Anheuser- Busch InBev (BUD) October weekly 91.50 straddle priced for a move of 4% into the expected release of financial results before the bell on October 25.

Aon (AON) November 190 straddle priced for a move of 4.5% into the expected release of financial results before the bell on October 25.

Illinois Tool Works (ITW) October 160 weekly straddle priced for a move of 3% into the expected release of financial results before the bell on October 25.

Phillips 66 (PSX) October 109 straddle priced for a move of 2.5% into the expected release of financial results before the bell on October 25.

Royal Caribbean (RCL) October weekly 110 straddle priced for a move of 3% into the expected release of financial results before the bell on October 25.

Verizon (VZ) October weekly 61 straddle priced for a move of 2% into the expected release of financial results today the bell on October 25.

V.F. Corp (VFC) October weekly 91.50 straddle priced for a move of 6% into the expected release of financial results before the bell on October 25.

Weyerhaeuser (WY) October weekly 30 straddle priced for a move of 3% into the expected release of financial results before the bell on October 25.

Yandex (YNDX) October weekly 32 weekly straddle priced for a move of 13% into the expected release of financial results before the bell on October 25.

Lyft (LYFT) October weekly call option implied volatility is at 45, November is at 66; compared to its 26-week range of 43 to 79 a day after publicly set a timeline to profitability of Q4 2021 – significantly ahead of consensus.

Uber (UBER) October weekly call option implied volatility is at 45, November is at 62; compared to its 52-week range of 39 to 63 a day after Lyft (LYFT) publicly set a timeline to profitability of Q4 2021 – significantly ahead of consensus. Call put ratio 1 call to 1.7 puts.

VIX Futures Premium: 18.85%

Options with decreasing option implied volatility: BB BIIB HAS AMTD ACHN IRBT BBD IBM
Increasing unusual option volume: REZI TSEM ACHN ALKS LYG PBI EIX
Increasing unusual call option volume: TSEM FIS KODK CONN ACHN LYG GOSS
Increasing unusual put option volume: KEX REZI ACHN EIX CRI FICO BIIB
Popular stocks with increasing unusual volume: PYPL TXN TEVA
Active options: MSFT SNAP AAPL TSLA AMD BA F FB BYND TWTR NFLX TEVA BAC PYPL CAT GE MU NOK BABA TXN

Global S&P Futures are recently up 0.25 from previous day. Nikkei 225 up 0.5%, DAX up 0.3%, WTI Crude oil is recently at $55.54, natural gas up 0.1%, gold at $1492 an ounce