Pre-Market IV Report August 1, 2019

Pre-Market IV Report August 1, 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: FIT ZNGA WMT GM APHA SWN JWN XOM CONE TEVA RRC COTY BBY AMBA DKS DLTR ULTA BURL TIF WDAY QCOM SPY SPXU SPXL

Options expected to have increasing volume: QCOM VZ YETI TIVO SPWR CRUS FIT RUBI MCK BYND GM DD ICE YUM K ADM DNKN WING WDC TWLO

The FOMC announcement is complete, we’d expect the market to quickly re-focus on this Friday’s July employment report for signs on the health of the US economy, corporate earnings, China, global rate economic policy and the rate policy at the next FOMC meeting.

JPMorgan (JPM) 30-day option implied volatility is at 17; compared to its 52-week range of 15 to 40 into July employment report

Bank of America (BAC) 30-day option implied volatility is at 21; compared to its 52-week range of 16 to 47 into July employment report

Citi (C) 30-day option implied volatility is at 21; compared to its 52-week range of 16 to 55 into July employment report

Apple (AAPL) August weekly call option implied volatility is at 33, August is at 24; compared to its 52-week range of 16 to 46 after EPS and outlook

Beyond Meat 3.25M share Secondary priced at $160.00

Beyond Meat (BYND) August weekly call option implied volatility is at 114, August is at 78; compared to its 6-week range of 72 to 141 into 3.25M share Secondary priced at $160.00. Call put ratio 1.3 calls to 1 put.

Nordstrom (JWN) August weekly call option implied volatility is at 51, August is at 43; compared to its 52-week range of 28 to 58 after WSJ report Nordstrom family considering increasing stake. Call put ratio 1 call to 1 put.

Straddle prices for stocks expected to report quarterly results this week

EOG Resources (EOG) August weekly 86 straddle priced for a move of 4% into the expected release of quarterly results today after the bell

Flour (FLR) August weekly 33 straddle priced for a move of 9% into the expected release of quarterly results today after the bell

GoPro (GPRO) August weekly 5.5 straddle priced for a move of 12% into the expected release of quarterly results today after the bell

Herbalife (HLF) August weekly 41 straddle priced for a move of 8% into the expected release of quarterly results today after the bell

Motorola Solutions (MSI) August 165 straddle priced for a move of 6% into the expected release of quarterly results today after the bell

Redfin (RDFN) August 18 straddle priced for a move of into the expected release of 11% quarterly results today after the bell

United States Steel (X) August 15 straddle priced for a move of 8% into the expected release of quarterly results today after the bell

XPO Logistics (XPO) August 67.50 straddle priced for a move of 9.5%% into the expected release of quarterly results today after the bell

Berkshire Hathaway (BRK/B) August weekly 205 straddle priced for a move of 1.5% into the expected release of quarterly results before the bell on August 2.

CBOE Holdings (CBOE) August weekly 110 straddle priced for a move of 3% into the expected release of quarterly results before the bell on August 2.

Chevron (CVX) August weekly 123 straddle priced for a move of 1.5% into the expected release of quarterly results before the bell on August 2.

Exxon Mobil (XOM) August weekly 74.50 straddle priced for a move of 2.5% into the expected release of quarterly results before the bell on August 2.

Ferrari (RACE) August 160 straddle priced for a move of 5.5% into the expected release of quarterly results before the bell on August 2.

Newell Brands (NWL) August 14 straddle priced for a move of 13% into the expected release of quarterly results before the bell on August 2.

Options with decreasing option implied volatility: CAG MDR ALGN ABBV CSX LSCC ENPH DBD FEYE GRUB MAT NLSN DISH WWE UAA
Increasing unusual option volume: CONE SKT CG TWNK TWOU HSC UIS AMX CROX PRAH
Increasing unusual call option volume: CONE TWOU PRAH AMCX UIS CROX HBI AMX
Increasing unusual put option volume: SKT AR EXTR MDY SBGL RPD ERF KTOS
Popular stocks with increasing unusual volume: JWN ZNGA TAP AKAM
Active options: AAPL AMD GE TSLA MSFT BAC BYND TWTR FB NFLX AMZN MU NVDA QCOM PFE BABA T DIS BA EA