Pre-Market IV Report October 9, 2019

Pre-Market IV Report October 9, 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 AMD BYND EA NOK CNX FIT RIG BIIB XLNX STMP PBYI Z STNG AVID QGEN DISH

Options expected to have increasing volume: JD BABA DAL DPZ LEVI FEYE HRL

China open to partial trade deal despite tech blacklist, Bloomberg reports

S&P Dep Receipts (SPY) October weekly call option implied volatility is at 24, October is at 20, November is at 19; compared to its 52-week range of 9 to 32 into China open to partial trade deal despite tech blacklist, Bloomberg reports.

PowerShares QQQ Trust (QQQ) October weekly call option implied volatility is at 25, October is at 23, November is at 22; compared to its 52-week range of 14 to 37.

Apple (AAPL) October weekly call option implied volatility is at 32, October is at 29, November is at 29; compared to its 52-week range of 19 to 46.

Boeing (BA) 30 day option implied volatility is at 34; compared to its 52-week range of 23 to 45

Caterpillar (CAT) 30 day option implied volatility is at 36; compared to its 52-week range of 20 to 50

Chinese stock option implied volatility into Chinese trade officials coming to Washington

Alibaba (BABA) 30 day option implied volatility is at 38; compared to its 52-week range of 24 to 58.
NIO (NIO) 30 day option implied volatility is at 148; compared to its 52-week range of 60 to 223.
Ctrip.com (CTRP) 30 day option implied volatility is at 50; compared to its 52-week range of 29 to 60.
Baidu.com (BIDU) 30 day option implied volatility is at 44; compared to its 52-week range of 26 to 58.
Uxin Limited (UXIN) 30 day option implied volatility is at 100; compared to its 52-week range of 69 to 260.
JD.com (JD) 30 day option implied volatility is at 43; compared to its 52-week range of 33 to 69.
Netease (NTES) 30 day option implied volatility is at 42; compared to its 52-week range of 29 to 61
iQIYI (IQ) 30 day option implied volatility is at 58; compared to its 52-week range of 46 to 79
Luckin Coffee Inc. (LK) 30 day option implied volatility is at 68; compared to its 52-week range of 53 to 121
Pinduoduo (PDD) 30 day option implied volatility is at 50; compared to its 52-week range of 38 to 106.
Sina Corp (SINA) 30 day option implied volatility is at 46; compared to its 52-week range of 35 to 65
Sohu.com, Inc. (SOHU) 30 day option implied volatility is at 68; compared to its 52-week range of 43 to 96

Straddle prices for stocks expected to report quarterly results this week
Delta (DAL) October weekly 53 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% into the expected release of financial results before the bell on October 10.
Infosys (INFY) October 11 straddle priced for a move of 7% into the expected release of financial results before the bell on October 10.

Hormel Foods (HRL) October weekly call option implied volatility is at 25, October is at 23, November is at 22; compared to its 52-week range of 17 to 38 into hosting an investor day on October 10. Call put ratio 1 call to 4.7 puts with focus on December 42.50 puts.

S&P 500 Index (SPX) open interest call put ratio 1 call to 2.4 puts. Average open interest 1 call to 2.16 puts

Options with decreasing option implied volatility: AVYA FDX BB AMTD ULTA SFIX BBBY UNFI VHC TSG COST
Increasing unusual option volume: NAT SBH WIFI RAMP T FRPT
Increasing unusual call option volume: T NAT XLV TDC LEVI DPZ VZ ABB GIS AMBA ADT A
Increasing unusual put option volume: A HST AMBA WMGI NAT DPZ SSTK LEVI
Popular stocks with increasing unusual volume: VZ T GIS CHK
Active options: T AAPL AMD BAC VZ BABA TSLA MSFT FB NVDA AMZN NIO GE GM NFLX ROKU MU CHK JPM SNAP

Global S&P Futures are recently up 23.10 from previous day. Nikkei 225 down 0.6%, DAX up0.6%, WTI Crude oil is recently at $52.53, natural gas up 0.12%, gold at $1512 an ounce