Pre-Market IV Report October 8, 2019

Pre-Market IV Report October 8, 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: AMD BIIB EA NOK CNX RIG BYND XXLNX

Options expected to have increasing volume: AMBA SMH HRL DAL DPZ PBR MO PM

S&P Dep Receipts (SPY) October weekly call option implied volatility is at 18, October is at 17, November is at 17; compared to its 52-week range of 9 to 32 into third-quarter reporting season and China Tariff talks.

PowerShares QQQ Trust (QQQ) October weekly call option implied volatility is at 22, October is at 21, November is at 20; compared to its 52-week range of 14 to 37.

AT&T (T) October and November call option implied volatility is at 23; compared to its 52-week range of 15 to 40 into the expected release of quarter results on October 23 and hosting Warner Media Day on October 29 to discuss its upcoming video streaming service.

Alphabet (GOOGL) October call option implied volatility is at 20, November is at 27; compared to its 52-week range of 17 to 42 into the expected release of quarter results on October 28. GOOGL had two big moves on earnings this year. A 7% drop in April after revenue growth slowed to 17% from 10% and 10% gain in July after growth increased back up to 19%.

YPF S.A. (YPF) October call option implied volatility is at 38, November is at 64; compared to its 52-week range of 33 to 79 into general election to be held on October 27.

Global Xftse Argentina 20 Etf (ARGT) October call option implied volatility is at 18, November is at 30; compared to its 52-week range of 23 to 63 into general election to be held on October 27.

Option implied volatility for U.S freight into China trade tariff talks

ArcBest (ARCB) 30 day option implied volatility is at 52; compared to its 52-week range of 37 to 74
J.B. Hunt (JBHT) 30 day option implied volatility is at 35; compared to its 52-week range of 22 to 43
FedEx (FDX) 30 day option implied volatility is at 29; compared to its 52-week range of 21 to 42
Knight-Swift (KNX) 30 day option implied volatility is at 35; compared to its 52-week range of 35 to 67
Old Dominion (ODFL) 30 day option implied volatility is at 32; compared to its 52-week range of 24 to 47
Werner (WERN) 30 day option implied volatility is at 35; compared to its 52-week range of 25 to 60
Schneider National (SNDR) 30 day option implied volatility is at 37; compared to its 52-week range of 30 to 50
YRC Worldwide (YRCW) 30 day option implied volatility is at 152; compared to its 52-week range of 52 to 152
UPS (UPS) 30 day option implied volatility is at 27; compared to its 52-week range of 16 to 42
XPO Logistics (XPO) 30 day option implied volatility is at 43; compared to its 52-week range of 37 to 113
Amazon (AMZN) 30 day option implied volatility is at 29; compared to its 52-week range of 20 to 55

Straddle prices for stocks expected to report quarterly results this week

Levi Strauss (LEVI) October weekly 20 straddle priced for a move of 8.5% into the expected release of financial results today
Dominos Pizza (DPZ) October weekly 242.50 straddle priced for a move of 7% into the expected release of financial results today
Delta (DAL) October weekly 53.50 straddle priced for a move of 4.55% into the expected release of financial results before the bell on October 10
Fastenal (FAST) October weekly 30 straddle priced for a move of 7.5% into the expected release of financial results before the bell on October 10.
Infosys (INFY) October 11 straddle priced for a move of 8% into the expected release of financial results before the bell on October 10.

CrowdStrike Holdings Inc. (CRWD) October weekly call option implied volatility is at 74, October and November is at 64; compared to its 52-week range of 53 to 89 as shares trend up.

Options with decreasing option implied volatility: ETFC FDX BB AMTD ULTA
Increasing unusual option volume: VST MGM IDCC EWT NUS FRO NAT
Increasing unusual call option volume: FRO VST IEF RNG ADI STM
Increasing unusual put option volume: ABB TMV OPK KGC CP
Popular stocks with increasing unusual volume: WYNN UBER DIS
Active options: AAPL TSLA AMD NVDA NFLX MSFT FB ROKU T AMZN BAC RIG MU JD SNAP GE WYNN DIS UBER

Global S&P Futures are recently down 0.50 from previous day. Nikkei 225 up 0.9%, DAX -0.3%, WTI Crude oil is recently at $52.83, natural gas 0%, gold at $1502 an ounce