Pre-Market IV Report October 30, 2019

Pre-Market IV Report October 30, 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 S TGT WMT AMD UBER APA PCG M W MAT AAPL FB PCG ANGI S EIX CONE BBY S FCAU

Options expected to have increasing volume: GE MCK YUM SO FMC CROX EIX GNW AMGN AMD MAT UIS HLF YUMC FEYE MDLZ KHC SBUX BABA AAPL FB

Facebook (FB) November weekly call option implied volatility is at 84, November is at 42; compared to its 52-week range 22 to 53 into the expected release of financial results today after bell. Call put ratio 3 calls to 1 put with focus on November weekly calls.

Apple (AAPL) November weekly call option implied volatility is at 65, November is at 34; compared to its 52-week range of 19 to 46 to into the release of financial results today after the bell.

Alibaba (BABA) November weekly call option implied volatility is at 61, November is at 36; compared to its 52-week range of 24 to 58 into the expected release of financial results on November 1 and 11.11 Countdown Gala. This year’s event, the 11th 11.11 Global Shopping Festival. Call put ratio 2.2 calls to 1 put.

S&P Dep Receipts (SPY) November weekly call option implied volatility is at 13, November is at 11; compared to its 52-week range of 9 to 32 into upcoming FOMC policy decision and October employment report. Call put ratio 1 call to 2.4 puts.

PowerShares QQQ Trust (QQQ) November weekly call option implied volatility is at 19, November is at 15; compared to its 52-week range of 14 to 37. Call put ratio 1 call to 1.5 puts.

Financial Select Sector SPDR ETF (XLF) November weekly call option implied volatility is at 16, November is at 14; compared to its 52-week range of 13 to 35 into upcoming FOMC policy decision and October employment report. Call put ratio 1 call to 5.1 puts.

Johnson & Johnson (JNJ) 30 day call option implied volatility is at 17; compared to its 52-week range of 14 to 34 into J&J says new tests found no asbestos in baby powder previously tested by FDA. Call put ratio 2.7 calls to 1 put.

Fiat Chrysler Automobiles (FCAU) 30 day option implied volatility is at 42; compared to its 52-week range of 29 to 55 call put ratio 9.4 calls to 1 put after Fiat Chrysler, Peugeot in talks to combine, WSJ says. Call put ratio 23 calls to 1 put.

Straddle prices for stocks expected to report quarterly results this week

3D System (DDD) November weekly 9 straddle priced for a move of 16% into the expected release of financial results today after the bell

8×8 (EGHT) November 20 straddle priced for a move of 12% into the expected release of financial results today after the bell

Apple (AAPL) November weekly 250 straddle priced for a move of 4.5% into the expected release of financial results today after the bell

Cirrus Logic (CRUS) November weekly straddle 58 priced for a move of 7.5% into the expected release of financial results today after the bell

Cree (CREE) November weekly 48 straddle priced for a move of 9% into the expected release of financial results today after the bell

Facebook (FB) November weekly 187.50 straddle priced for a move of 6% into the expected release of financial results today after the bell

Starbucks (SBUX) November weekly 84 straddle priced for a move of 4.5% into the expected release of financial results today after the bell

Western Digital (WDC) November weekly 62.50 straddle priced for a move of 6% into the expected release of financial results today after the bell

Altria (MO) November weekly 46.50 straddle priced for a move of 2% into the expected release of financial results on October 31

Archer Danial Midland (ADM) November weekly 41.50 straddle priced for a move of 3% into the expected release of financial results before the bell on October 31

Avis Budget (CAR) November weekly 30 straddle priced for a move of 12% into the expected release of financial results after the bell on October 31

Avon (AVP) November weekly 4 straddle priced for a move of 10% into the expected release of financial results on October 31

Blue Apron (APRN) November 7 straddle priced for a move of 22% into the expected release of financial results before the bell on October 31

Celgene (CELG) November weekly 100 straddle priced for a move of 2% into the expected release of financial results before the bell on October 31

Cigna (CI) November weekly 177.50 straddle priced for a move of 2.5% into the expected release of financial results before the bell on October 31

Clorox (CLX) November weekly 150 straddle priced for a move of 3% into the expected release of financial results before the bell on October 31

Delphi (DLPH) November 14 straddle priced for a move of 15% into the expected release of financial results before the bell on October 31

Dunkin Brands (DNKN) November 75 straddle priced for a move of 5% into the expected release of financial results before the bell on October 31

Estee Lauder (EL) November 190 straddle priced for a move of 6% into the expected release of financial results before the bell on October 31

Fiat Chrysler (FCAU) November weekly 14 straddle priced for a move of 7.5% into the expected release of financial results before the bell on October 31

Flour (FLR) November weekly 19.50 straddle priced for a move of 25% into the expected release of financial results before the bell on October 31

Generac (GNRC) November 90 straddle priced for a move of 10% into the expected release of financial results before the bell on October 31

Hanes Brand (HBI) November 16 straddle priced for a move of 11% into the expected release of financial results on October 31

Murphy Oil (MUR) November 20 straddle priced for a move of 10 into the expected release of financial results on October 31

Spirit Aerosystems (SPR) November 77.50 straddle priced for a move of 7.5% into the expected release of financial results on October 31

Sirius XM (SIRI) November weekly 6.5% straddle priced for a move of 3.5% into the expected release of financial results before the bell on October 31

Kraft Heinz (KHC) November weekly 28 straddle priced for a move of 7% into the expected release of financial results before the bell on October 31

Wayfair (W) November weekly 101 straddle priced for a move of 15% into the expected release of financial results before the bell on October 31

YRC Worldwide (YRCW) November 4 straddle priced for a move of 24% into the expected release of financial results before the bell on October 31

World Wrestling (WWE) November weekly 68 straddle priced for a move of 8.5% into the expected release of financial results before the bell on October 31

AbbVie (ABBV) November weekly 79 straddle priced for a move of 3.5% into the expected release of financial results before the bell on November 1

Alibaba (BABA) November weekly 177.50 straddle priced for a move of 4.5% into the expected release of financial results before the bell on November 1

Cboe Global Markets (CBOE) November weekly straddle priced for a move of into the expected release of financial results before the bell on November 1

Chevron (CVX) November weekly 118 straddle priced for a move of 2.5% into the expected release of financial results before the bell on November 1

Colgate-Palmolive (CL) November weekly straddle priced for a move of 3% into the expected release of financial results before the bell on November 1

Exxon Mobil (XOM) November weekly straddle priced for a move of 2.5% into the expected release of financial results before the bell on November 1

Newell Brands (NWL) November 19 straddle priced for a move of 10% into the expected release of financial results before the bell on November 1

Seagate (STX) November weekly 58 straddle priced for a move of 7% into the expected release of financial results before the bell on November 1

Will Fed Chairman Jerome Powell show signs of his hawkish credentials again?

Options with decreasing option implied volatility: NOK GRUB TIF ACHN MRTX IRBT SNAP YPF SKX BYND TWTR AKAM
Increasing unusual option volume: OHI NXST RRD PWR PFF FCAU PFF BRFS
Increasing unusual call option volume: EQT OHI PRTY NXST BRFS TXRH
Increasing unusual put option volume: PFF DF TUP XNET OI DLR MAS
Popular stocks with increasing unusual volume: PCG GM MS KMI GE BA PFE
Active options: AAPL AMD FB GE BAC MSFT FIT KMI PFE T BA MS ROKU MPC AMZN TWTR PCG GM

Global S&P Futures are recently down 0.75 from previous day. Nikkei 225 down 0.5%, DAX down 0.05%, WTI Crude oil is recently at $55.35, natural gas down 0.3%, gold at $1490 an ounce