Pre-Market IV Report October 28, 2019

Pre-Market IV Report October 28, 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: EIX PCG FL AIMT TGT ORC CPB AMRN MRTX AUPH MNK ITCI UNG S GNW APA FIT UBER

Options expected to have increasing volume: TIF CPRI TPR GOOS RL RH HSBC PCG T GOOG GOOGL WBA MSFT

Luxury good company option implied volatility into LVMH explores potential takeover of Tiffany (TIF)

Tiffany & Co. (TIF) November weekly call option implied volatility is at 36, November is at 35; compared to its 52-week range of 21 to 51 into LVMH explores potential takeover. Call put ratio 1.8 calls to 1 put.

Capri Holdings Limited (CPRI) November weekly call option implied volatility is at 38, November is at 69; compared to its 52-week range of 31 to 68. Call put ratio 1.3 calls to 1 put.

Tapestry (TPR) November weekly call option implied volatility is at 26, November is at 56; compared to its 52-week range of 26 to 60. Call put ratio 2.4 calls to 1 put.

RH (RH) November weekly call option implied volatility is at 39, November is at 40; compared to its 52-week range of 38 to 94. Call put ratio 1 call to 1.4 puts.

Ralph Lauren (RL) November weekly call option implied volatility is at 31, November is at 45; compared to its 52-week range of 24 to 51. Call put ratio 1 call to 1.9 puts.

Canada Goose (GOOS) November weekly call option implied volatility is at 34, November is at 66; compared to its 52-week range of 42 to 84 into LVMH explores potential takeover of Tiffany (TIF), Bloomberg reports. Call put ratio 2.5 calls to 1 put.

AT&T (T) November weekly call option implied volatility is at 34, November is at 26; compared to its 52-week range of 15 to 40 into hosting Warner Media Day on October 29 to discuss its upcoming video streaming service.

United States Natural Gas (UNG) November weekly call option implied volatility is at 45, November is at 46; compared to its 52-week range of 21 to 112 into Natural Gas up 3.3%. Call put ratio 2.5 calls to 1 put.

PG&E (PCG) November weekly call option implied volatility is at 230, November is at 201; compared to its 52-week range of 28 to 201 on Northern California wild fires.

Edison Int’l (EIX) November call option implied volatility is at 48, December is at 37; compared to its 52-week range of 21 to 74 on California wild fires.

Generac Holdings (GNRC) November call option implied volatility is at 46, December is at 35; compared to its 52-week range of 22 to 55 into PG&E (PCG) customer power shut down for safety. Call put ratio 1.5 calls to 1 put.

Microsoft (MSFT) November weekly call option implied volatility is at 14, November is at 16; compared to its 52-week range of 15 to 40 into Pentagon contract win. Call put ratio 1.4 calls to 1 put.

General Motors (GM) November weekly call option implied volatility is at 40, November is at 31; compared to its 52-week range of 21 to 45 into UAW members ratify contract. Call put ratio 2.6 calls to 1 put with focus on December 39 and 45 calls.

Straddle prices for stocks expected to report quarterly results this week

Akamai Technologies (AKAM) November weekly 89.50 straddle priced for a move of 8% into the expected release of financial results today after the bell
Alphabet (GOOGL) November weekly 1265 straddle priced for a move of 4.5% into the expected release of financial results today after the bell
Beyond Meat (BYND) November weekly 101 straddle priced for a move of 17% into the expected release of financial results today after the bell
XPO Logistics (XPO) November 80 straddle priced for a move of 10% into the expected release of financial results today after the bell
BP PLC (BP) November weekly 39 straddle priced for a move of 2.5% 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
Corning (GLW) November weekly 30.50 straddle priced for a move of 6% into the expected release of financial results on October 29
Electronic Arts (EA) November weekly 96 straddle priced for a move of 7% into the expected release of financial results after the bell on October 29
General Motors (GM) November weekly 36.50 straddle priced for a move of 4% into the expected release of financial results on October 29
GrubHub (GRUB) November weekly 59 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 7.5% into the expected release of financial results after the bell on October 29
Mattel (b) 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 9% 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 4.5% into the expected release of financial results after the bell on October 29
Silica Holdings (SLCA) November 8 straddle priced for a move of 16% into the expected release of financial results on October 29
Yum China (YUMC) November weekly 42.50 straddle priced for a move of 7.5% into the expected release of financial results on October 29
Zynga (ZNGA) November weekly 6 straddle priced for a move of 12% into the expected release of financial results on October 29 after the bell
Pfizer (PFE) November weekly 37 straddle priced for a move of 3.5% into the expected release of financial results on October 30
Master Card (MA) November weekly 270 straddle priced for a move of 3.5% into the expected release of financial results on October 30
General Electric (GE) November weekly 9 straddle priced for a move of 6% into the expected release of financial results on October 30
3D System (DDD) November weekly 8.5 straddle priced for a move of 16% into the expected release of financial results after the bell on October 30
8×8 (EGHT) November straddle priced for a move of 20% into the expected release of financial results after the bell on October 30
Adtran (ADTN) November 9 straddle priced for a move of 14% into the expected release of financial results on October 30
Apache (APA) November weekly 22 straddle priced for a move of 9% into the expected release of financial results on October 30
Apple (AAPL) November weekly 247.50 straddle priced for a move of 4.5% into the expected release of financial results after the bell on October 30

Options with decreasing option implied volatility: SMSI SNAP SKX GOSS IRBT TEVA ALGN BIIB FDX HAS AMTD ACHN
Increasing unusual option volume: XNET BRFS AMRX SSTK INFY INDA IPOA UBS ILMN
Increasing unusual call option volume: BRFS UBS INFY CHKP ILMN IPOA INDA FLEX BAX
Increasing unusual put option volume: SSTK IVZ INDA VFC TAP ON CVA DLR ENR
Popular stocks with increasing unusual volume: T AAL PBR PCG
Active options: TSLA AMZN INTC AMD MSFT BAC TWTR NVDA MU FB NFLX BABA T SNAP ROKU AAL PBR PCG BYND

Global S&P Futures are recently up 5.75 from previous day. Nikkei 225 up 0.3%, DAX up 0.1%, WTI Crude oil is recently at $56.51, natural gas up 3.7%, gold at $1507 an ounce