Pre-Market IV Report October 25, 2019

Pre-Market IV Report October 25, 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 M S PCG NOK UBER APA AMRN S TGT BYND AMD GPS LB JWN KSS LOW

Options expected to have increasing volume: AMZN BUD TAP INTC VZ CHTR LEA GT ALGT COF GILD FSLR ILMN

Option implied volatility low into upcoming FOMC policy meeting and October employment report.

S&P Dep Receipts (SPY) October weekly call option implied volatility is at 10, November is at 11; compared to its 52-week range of 9 to 32 into upcoming FOMC policy meeting and October employment report.

PowerShares QQQ Trust (QQQ) October weekly call option implied volatility is at 14, November is at 15; compared to its 52-week range of 14 to 37.

Straddle prices for stocks expected to report quarterly results next week

Akamai Technologies (AKAM) November weekly 89.50 straddle priced for a move of 8% into the expected release of financial results after the bell on October 28

Alphabet (GOOGL) November weekly 1260 straddle priced for a move of 5% into the expected release of financial results after the bell on October 28

AT&T (T) November weekly 37 straddle priced for a move of 3% into the expected release of financial results before the bell on October 28

Beyond Meat (BYND) November weekly 101 straddle priced for a move of 17% into the expected release of financial results after the bell on October 28

Cooper Tire (CTB) November straddle priced for a move of 10 into the expected release of financial results before the bell on October 28

XPO Logistics (XPO) November 77.50 straddle priced for a move of 9.5% into the expected release of financial results after the bell on October 28

BP PLC (BP) November weekly 39 straddle priced for a move of 3% into the expected release of financial results before the bell on October 29

Conoco Phillips (COP) November weekly 56 straddle priced for a move of 3.5% into the expected release of financial results before the bell on October 29

Container Store (TCS) November straddle priced for a move of 12% into the expected release of financial results after the bell on October 29

Corning (GLW) November weekly 30 straddle priced for a move of 6% into the expected release of financial results on October 29

Ecolab (ECL) November weekly 190 straddle priced for a move of 3.5% into the expected release of financial results before the bell on October 29

Electronic Arts (EA) November weekly 96 straddle priced for a move of 7.5% into the expected release of financial results after the bell on October 29

General Motors (GM) November weekly 36 straddle priced for a move of 4% into the expected release of financial results on October 29

GrubHub (GRUB) November weekly 56.50 straddle priced for a move of 12% into the expected release of financial results on before the bell on October 29

Herbal Life (HLF) November weekly 40.50 straddle priced for a move of 7% into the expected release of financial results after the bell on October 29

Ingersoll-Rand (IR) November 120 straddle priced for a move of 4.5% into the expected release of financial results before the bell on October 29

Kellogg (K) November 62.50 straddle priced for a move of 5.5% into the expected release of financial results before the bell on October 29

Mattel (MAT) November weekly 10 straddle priced for a move of 12.5% into the expected release of financial results after the bell on October 29

Merck (MRK) November weekly 82.50 straddle priced for a move of 3.5% into the expected release of financial results before the bell on October 29

Mondelez (MDLZ) November weekly 53 straddle priced for a move of 5% into the expected release of financial results on October 29

Shopify (SHOP) November weekly 320 straddle priced for a move of 11% into the expected release of financial results before the bell on October 29

Sprint (S) November weekly 6.5% straddle priced for a move of 9% into the expected release of financial results on October 29

Stryker (SYK) November 210 straddle priced for a move of 5% into the expected release of financial results after the bell on October 29

U.S. Silica (SLCA) November 42.50 straddle priced for a move of 7% into the expected release of financial results on October 29

Yum China (YUMC) November weekly straddle priced for a move of into the expected release of financial results on October 29

Zynga (ZNGA) November weekly 6 straddle priced for a move of 9% into the expected release of financial results on October 29 after the bell

Apache (APA) November weekly 23 straddle priced for a move of 6% into the expected release of financial results on October 30

Apple (AAPL) November weekly 242.50 straddle priced for a move of 4.5% into the expected release of financial results after the bell on October 30

CME Group (CME) November weekly 202.50 straddle priced for a move of 3.5% into the expected release of financial results before the bell on October 30

Columbia (COLM) November 95 straddle priced for a move of 8.5% into the expected release of financial results after the bell on October 30

Deutsche Bank (DB) November weekly 8 straddle priced for a move of 8% into the expected release of financial results before the bell on October 30

Etsy (ETSY) November weekly 58 straddle priced for a move of 12% into the expected release of financial results after the bell on October 30

Facebook (FB) November weekly 187.50 straddle priced for a move of 7% into the expected release of financial results after the bell on October 30

Glaxosmithkline (GSK) November weekly straddle priced for a move of 3.5% into the expected release of financial results before the bell on October 30

Hyatt (H) November straddle priced for a move of 7% into the expected release of financial results after the bell on October 30

KLA Corp (KLAC) November 170 straddle priced for a move of 7% into the expected release of financial results after the bell on October 30

Motorola Solutions (MSI) November 160 straddle priced for a move of 7% into the expected release of financial results after the bell on October 30

Pilgrims Price (PPC) November straddle priced for a move of 7% into the expected release of financial results after the bell on October 30

Starbucks (SBUX) November weekly 83 straddle priced for a move of 5% into the expected release of financial results after the bell on October 30

SunPower (SPWR) November weekly 9 straddle priced for a move of 14% into the expected release of financial results on October 30

Tupperware Brand (TUP) November straddle priced for a move of 13% into the expected release of financial results on October 30

Vertex (VRTX) November weekly 195 straddle priced for a move of 4% into the expected release of financial results after the bell on October 30

Western Digital (WDC) November weekly 60 straddle priced for a move of 9% into the expected release of financial results after the bell on October 30

WellCare (WCG) November 280 straddle priced for a move of 3.5% into the expected release of financial results after the bell on October 30

Williams Co (WMB) November weekly straddle priced for a move of 4% into the expected release of financial results after the bell on October 30

Yum Brands (YUM) November weekly straddle priced for a move of 4% into the expected release of financial results before the bell on October 30

Fed futures show probability of a 25 basis point rate cut at the FOMC policy meeting on October 30th meeting at about 94%.

Options with decreasing option implied volatility: FDX S TGT BYND AMD ONCE IRBT SNAP SKX CMG HAS
Increasing unusual option volume: ATVI AIMT CRON CYH NPTN WVE PRO FTV DXJ OPK PFPT VFC NOK
Increasing unusual call option volume: CYH DXJ VRSN ONCE SNN CSOD BAM PEGI
Increasing unusual put option volume: CYH OPK FTV VFC PTEN CVA CLVS BAX KEX
Popular stocks with increasing unusual volume: PYPL AAL CRON BYND F
Active options: TSLA MSFT TWTR AAPL F INTC AMZN FB SNAP AMD MU BAC NOK PYPL T BYND NFLX V AAL CRON

Global S&P Futures are recently up 1.75 from previous day. Nikkei 225 up 0.2%, DAX down 0.1%, WTI Crude oil is recently at $56.05, natural gas up 0.1%, gold at $1508 an ounce