Pre-Market IV Report April 13, 2017

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 overlooked information.

Options with increasing implied volatility: XLF FB NFLX YHOO C JPM WFC PNC INFY PCLN BAC

Options expected to have Increasing volume: NFLX YHOO XLF

Straddle prices for companies reporting financial results the week of April 17

JB Hunt Transport (JBHT) April 90 straddle priced for movement of 4.2%
Netflix (NFLX) April 143 straddle priced for movement of 7.6 %
Adtran (ADTN) April 20 straddle priced for movement of 7.1%
Bank of America (BAC) April 22.50 straddle priced for movement of 3.6%
Comerica (CMA) April 65 straddle priced for movement of 4.4%
GNC Holdings (GNC) April 7.5 straddle priced for movement of 17%
Harley Davidson (HOG) April 61 straddle priced for movement of 6.5%
Interactive Brokers (IBKR) April 34 straddle priced for movement of 4.7%
IBM (IBM) April 170 straddle priced for movement of 3.3%
Intuitive Surgical (ISRG) April 765 straddle priced for movement of 4.5%
Johnson & Johnson (JNJ) April 125 straddle priced for movement of 2.2%
UnitedHealth Group (UNH) April 165 straddle priced for movement of 3.1%
Yahoo! (YHOO) April 47 straddle priced for movement of 3%
Abbott Laboratories (ABT) April 43.50 straddle priced for movement of 2.7%
American Express (AXP) April 77 straddle priced for movement of 3.9%
TD Ameritrade (AMTD) April 37 straddle priced for movement of 4.4%
Angies List (ANGI) April 5 straddle priced for movement of 2%
BlackRock (BLK) April 380 straddle priced for movement of 2.9%
Steel Dynamics (STLD) April 34 straddle priced for movement of 5.5%
Skechers (SKX) April 25 straddle priced for movement of 12%
CSX (CSX) April 46 straddle priced for movement of 5.1%
eBay (EBAY) April 34 straddle priced for movement of 6.7%
Las Vegas Sands (LVS) April 56.50 straddle priced for movement of 2.6%

Options with increasing unusual call volume: CLR EBAY SQ PLX AXON

Options with increasing unusual put volume: CLX TSCO NBIX AD