Updated Pre-Market IV Report January 22, 2020

Updated Pre-Market IV Report January 22, 2020

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: S EBAY TWTR T NVAX KPTI BYND IRBT ACB PTON PBYI WMT IBM PTON LK IRBT SPCE PINS SPCE FLR

Options expected to have increasing volume: LVS ABT UAL COST COH LUV INTC NFLX IQ IBM SLB

Straddle prices for stocks expected to report quarterly results this week

Abbott Laboratories (ABT) January weekly 90 straddle priced for a move of 3% into the expected release of quarter results today before the bell

Adtran (ADTN) February 10 straddle priced for a move of 10% into the expected release of quarter results today after the bell

Northern Trust (NTRS) February 110 straddle priced for a move of 5% into the expected release of quarter results today before the bell

Steel Dynamics (STLD) February 32 straddle priced for a move of 7% into the expected release of quarter results today after the bell

Texas Instruments (TXN) January weekly 131 straddle priced for a move of 5% into the expected release of quarter results today after the bell

American Airlines (AAL) January weekly 27 straddle priced for a move of 5.5% into the expected release of quarter results before the bell on January 23

Colgate (CL) January weekly 71 straddle priced for a move of 2% into the expected release of quarter results before the bell on January 23

Comcast (CMCSA) January weekly 47.50 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on January 23

E*Trade (ETFC) January weekly 46.50 straddle priced for a move of 4% into the expected release of quarter results after the bell on January 23

Freeport-McMoRan (FCX) January weekly 12.50 straddle priced for a move of 5.5% into the expected release of quarter results before the bell on January 23

Intel (INTC) January weekly 60.50 straddle priced for a move of 5% into the expected release of quarter results after the bell on January 23

Intuitive Surgical (ISRG) January weekly 600 straddle priced for a move of 3.5% into the expected release of quarter results after the bell on January 23

JetBlue (JBLU) February 19 straddle priced for a move of 6% into the expected release of quarter results on January 23

KeyCorp (KEY) January weekly 19.50 straddle priced for a move 3% of into the expected release of quarter results before the bell on January 23

Kimberly Clark (KMB) January weekly 144 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on January 23

Proctor & Gamble (PG) January weekly 126 straddle priced for a move of 3% into the expected release of quarter results before the bell on January 23

Skyworks (SWKS) January weekly 124 straddle priced for a move of 6.5% into the expected release of quarter results after the bell on January 23

Southwest Airlines (LUV) January weekly 53.5 straddle priced for a move of 5% into the expected release of quarter results before the bell on January 23

STMicroelectronics (STM) February 25 straddle priced for a move of 12% into the expected release of quarter results on January 23

Travelers (TRV) February 140 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on January 23

Union Pacific (UNP) January weekly 182.5 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on January 23

V.F. Corp (VFC) January weekly 95 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on January 23

American Express (AXP) January weekly 131 straddle priced for a move of 3% into the expected release of quarter results before the bell on January 24

NextEra Energy (NEE) February 260 straddle priced for a move of 4% into the expected release of quarter results before the bell on January 24

A straddle entails buying a call and put of the same strike that allows the holder to profit based on how much the price of the underlying security moves, regardless of the direction of price movement.

Options with decreasing option implied volatility: SIG FIVE BBBY GME RAD FDX APA TGTX IOVA SIG
Increasing unusual option volume: NVAX BCRX KEX ITA AR JCI HTHT YETI MX FTI
Increasing unusual call option volume: BCRX NVAX JCI YETI BK EAF RIGL
Increasing unusual put option volume: AR NVAX EMN HLT KEX BGS HL
Popular stocks with increasing unusual: BYND ROKU LK S
Active options: AAPL TSLA NIO NFLX AMD BA BYND MSFT UBER AMZN BABA ROKU FB S IBM BAC INTC MU LK SNAP
Global S&P Futures are recently up 12.05 from previous day. Nikkei 225 up 0.9%, DAX up 0.2%, WTI Crude oil is recently at $57.97, natural gas up 0.6%, gold at $1556 an ounce