Big changes in implied volatilities (IV) are a harbinger of big moves in the underlying stock. For example, if there is a big increase in the VIX (the fear gauge), investors expect a big move in the S&P 500. Raltin has created synthetic VIX like trackers for every stock & ETF to check for big changes in implied volatility. Based on that analysis, here are the stocks that have a big change in IV and are likely to be big movers in the coming weeks. S&T Bancorp, Inc. - STBA S&T Bancorp (STBA) is a financial holding company headquartered in Indiana, Pennsylvania. It provides a full range of financial services to individuals and businesses. On 5 June 2019, S&T Bancorp announced a merger with DNB Financial Corporation (DNBF) pursuant to which S&T will acquire DNB in an all stock transaction. The below chart from Raltin’s Options analytics indicates that the implied volatility (IV) for the 30 Day At The Money (ATM) call is 37% near its 52 week high of 38%. The ATM straddle premium of 9.23% is also close to yearly high of 10.04%. The put call ratio (based on open interest) has shot up to 320. STBA is estimated to report interim earnings on 17-19 July 2019. https://www.raltin.com/b/june-25-2019-market-mover-predictions-st-bancorp-cm438 FactSet Research Systems Inc. - FDS FactSet Research (FDS) is a financial data and software company. The company provides financial information and analytic software for investment professionals. Its net income stood at $267 million for fiscal year 2018. The company’s stock is significantly up this year and trading near its 52 week high. The IV for the 30 day ATM has shot up from 20% to 31%. The ATM straddle premium is 6.89% which implies that the underlying stock has to move 6.89% before it becomes profitable for an ATM straddle buyer. The put call ratio is 0.05. The Q3 earnings release is on 25 June 2019. https://www.raltin.com/b/june-25-2019-market-mover-predictions-factset-research-cm439 Southwestern Energy Company - SWN Southwestern Energy (SWN) is a natural gas exploration and production company, headquartered in Spring, Texas. The IV on the 30 Day ATM options have gone from 49% to 64%. The straddle premium has also shot to 14.29%. The put call ratio has increased from 2.66 to 44.28. The Q3 earnings of the company is estimated to be released on 1 August 2019. https://www.raltin.com/b/june-25-2019-market-mover-predictions-southwestern-energy-cm440