Pre-Market IV Report October 31, 2019

Pre-Market IV Report October 31, 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: SBUX LYFT RDS.A FCAU OLED KHC AMRN ZNGA S YPF APA EQT W UBER M BBY DKS SBUX ETSY WDC DDD SIG ETSY CRC

Options expected to have increasing volume: LYFT UBER KHC SBUX BABA AAPL FB OLED CRUS EGHT BJ TWLO ETSY CROX CREE AKS TEX P

Alibaba (BABA) November weekly call option implied volatility is at 73, November is at 37; compared to its 52-week range of 24 to 58 into the expected release of financial results on November 1 and 11.11 Global Shopping Festival. Call put ratio 2.1 calls to 1 put.

IV into October employment report and trade deal doubt reports

S&P Dep Receipts (SPY) November weekly call option implied volatility is at 11, November is at 10; compared to its 52-week range of 9 to 32 into October employment report and trade deal doubt reports. Call put ratio 1 call to 2.3 puts.

PowerShares QQQ Trust (QQQ) November weekly call option implied volatility is at 17, November is at 14; compared to its 52-week range of 14 to 37. Call put ratio 1 call to 1.1 puts.

Financial Select Sector SPDR ETF (XLF) November weekly call option implied volatility is at 12, November is at 12; compared to its 52-week range of 13 to 35 into October employment report. Call put ratio 1 call to 1.1 puts.

Twitter (TWTR) November weekly call option implied volatility is at 40, November is at 34; compared to its 52-week range of 31 to 78 into CEO announces global political advertising ban. Call put ratio 2.3 calls to 1 put.

Snap (SNAP) November weekly call option implied volatility is at 53, November is at 47; compared to its 52-week range of 42 to 86 into CEO announces global political advertising ban. Call put ratio 4.6 calls to 1 put.

Facebook (FB) November weekly call option implied volatility is at 98, November is at 42; compared to its 52-week range 22 to 53 into shares up 2% in premarket on EPS beat and Twitter (TWTR) CEO announces global political advertising ban. Call put ratio 1.7 calls to 1 put with focus on November weekly calls.

Apple (AAPL) November weekly call option implied volatility is at 82, November is at 37; compared to its 52-week range of 19 to 46 into wearable’s help beat estimates.

Straddle prices for stocks expected to report quarterly results this week

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

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

Chevron (CVX) November weekly 117 straddle priced for a move of 2% into the expected release of financial results before the bell on November 1

Colgate-Palmolive (CL) November weekly 69 straddle priced for a move of 3.5% 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

Cboe Global Markets (CBOE) November weekly 117 straddle priced for a move of 3% into the expected release of financial results before the bell on November 1

Option implied volatility for recent IPO stocks

Pinterest (PINS) 30 day option implied volatility is at 76; compared to its 26-week range of 44 to 98
Uber (UBER) 30 day option implied volatility is at 70; compared to its 26-week range of 39 to 70
Lyft (LYFT) 30 day option implied volatility is at 62; compared to its 26-week range of 43 to 79

Options with decreasing option implied volatility: NOK TWTR BIIB TIF GRUB GM JNJ
Increasing unusual option volume: GNC TAK ARLP AWI SSTK UIS TUP FCAU DLR GRMN
Increasing unusual call option volume: TUP GDDY HBI AWI GOGO BMO AM MLCO
Increasing unusual put option volume: ARLP DLR SSTK CROX GDOT EXC YUM TUY ZNGA FIT
Popular stocks with increasing unusual volume: FIT UBER SBUX T SNAP
Active options: AAPL GE FB AMD TSLA BAC NFLX MSFT BYND PCG SBUX BABA TWTR T AMZN FIT ROKU SNAP UBER CNC

Global S&P Futures are recently down 9.05 from previous day. Nikkei 225 up 0.3%, DAX up 0.2%, WTI Crude oil is recently at $55.54, natural gas up 0.9%, gold at $1502 an ounce