Pre-Market IV Report September 30, 2019

Pre-Market IV Report September 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: BYND S NOK TWTR SNAP XLNX CNX MSGN GDX X SDC VKTX PETS IRBT CNDT NVAX DOVA PETS ONCE YRD

Options expected to have increasing volume: TSLA BA BUD TAP GM F FCAU

Vehicle option implied volatility into the expected release of U.S. sales data for Q3

Tesla (TSLA) September weekly call option implied volatility is at 51, October is at 44; compared to its 52-week range of 42 to 87 into the expected release of sales data for Q3.

General Motors (GM) October weekly call option implied volatility is at 27, October is at 25; compared to its 52-week range of 21 to 46.

Ford (F) October weekly call option implied volatility is at 28, October is at 27; compared to its 52-week range of 23 to 55.

Fiat Chrysler (FCAU) October weekly call option implied volatility is at 22, October is at 24; compared to its 52-week range of 29 to 55.

Boeing (BA) October weekly call option implied volatility is at 23, October is at 25; compared to its 52-week range of 23 to 46 into engineers working on a flight-control system for the 737 Max omitted key safeguards that had been included in an earlier version of the same system used on a military tanker jet, The Wall Street Journal reports.

Southwest Airlines (LUV) October weekly call option implied volatility is at 23, October is at 24; compared to its 52-week range of 22 to 46 into FAA requiring inspections for cracks on some Boeing (BA) 737 NG planes, Reuters says.

Chinese stocks into The National Day of the People’s Republic of China and Golden Week

Alibaba (BABA) 30 day option implied volatility is at 34; compared to its 52-week range of 24 to 58.
NIO (NIO) 30 day option implied volatility is at 160; compared to its 52-week range of 60 to 146.
Ctrip.com (CTRP) 30 day option implied volatility is at 45; compared to its 52-week range of 29 to 60.
Baidu.com (BIDU) 30 day option implied volatility is at 40; compared to its 52-week range of 26 to 58.
Uxin Limited (UXIN) 30 day option implied volatility is at 95; compared to its 52-week range of 69 to 261.
JD.com (JD) 30 day option implied volatility is at 45; compared to its 52-week range of 33 to 69.
Netease (NTES) 30 day option implied volatility is at 38; compared to its 52-week range of 29 to 61.
iQIYI (IQ) 30 day option implied volatility is at 57; compared to its 52-week range of 46 to 79.
Luckin Coffee Inc. (LK) 30 day option implied volatility is at75; compared to its 16-week range of 53 to 120.

Stock transaction company option implied volatility after reports President Trump’s
administration is considering delisting Chinese companies from U.S. stock exchanges

Intercontinental Exchange (ICE) October call option implied volatility is at 18, November is at 22; compared to its 52-week range of 14 to 33
NASDAQ (NDAQ) October call option implied volatility is at 21, November is at 23; compared to its 52-week range of 16 to 36
E-Trade (ETFC) October weekly call option implied volatility is at 33, October is at 30; compared to its 52-week range of 23 to 47
TD Ameritrade (AMTD) October weekly call option implied volatility is at 27, October is at 28; compared to its 52-week range of 22 to 39
Interactive Brokers (IBKR) October call option implied volatility is at 30, November is at 27; compared to its 52-week range of 26 to 48
Charles Schwab (SCHW) October weekly call option implied volatility is at 26, October is at 31; compared to its 52-week range of 23 to 43

Sprint Corp. (S) October weekly call option implied volatility is at 39, October is at 30; compared to its 52-week range of 25 to 133 into Bloomberg says SoftBank planning to name former Sprint CEO to help fix WeWork.

Options with decreasing option implied volatility: LOW BB FDX TGT ULTA USAT ZYNE CAG KMX
Increasing unusual option volume: TWO MSGN NOAH PETS NAT MCK TMV AXL AOBC
Increasing unusual call option volume: TWO MSGN PETS PUMP AOBC TEF BYD
Increasing unusual put option volume: MSGN NOAH MCK DBI TMV TMF NYCB AXL GPRO
Popular stocks with increasing unusual volume: NIO DIS X JD
Active options: MU AAPL BABA TSLA AMD AMZN T FB ROKU WFC MSFT NFLX SNAP NVDA BAC JD NIO MPC DIS SQ

Global S&P Futures are recently up 10.25 from previous day. Nikkei 225 down 0.5%, DAX down 0.01%, WTI Crude oil is recently at $55.58, natural gas down 0.9%, gold at $1495 an ounce