Pre-Market IV Report August 13, 2019

Pre-Market IV Report August 13, 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: CLDR TLRY LULU AGN WMT MDR TLT AUY GLD TBT BBAR ARGT YPF BMA LK GOOS

Options expected to have increasing volume: YPF ALGT WMT AMZN YUM TLRY CGC CRON GOOS LK

Market Vectors Gold Miners ETF (GDX) August call option implied volatility is at 38, September is at 34; compared to its 52-week range of 21 to 36 as gold up 20% in 90 days.

Newmont Mining (NEM) 30 day option implied volatility is at 31; compared to its 52-week range of 20 to 38. Call put ratio 3.8 calls to 1 put with focus on December 46 calls.

iShares Gold Trust (IAU) 30 day option implied volatility is at 18; compared to its 52-week range of 9 to 20. Call put ratio 9.5 calls to 1 put with focus on August 46.50 calls.

Ishares Silver Trust (SLV) August call option implied volatility is at 31, September is at 22; compared to its 52-week range of 14 to 25. Call put ratio 7.9 calls to 1 put with focus on August 16 and 16.50 calls.

Argentina stocks option volume and option implied volatility increases after a 25% drop in the peso following pro-business Argentina President loses primary. The general election is in October.

YPF S.A. (YPF) August put option implied volatility is at 126, September is at 51; compared to its 52-week range of 33 to 65. Call put ratio 1 call to 1.2 puts as shares sell off on election crisis.

Global Xftse Argentina 20 Etf (ARGT) 30 day option implied volatility is at 53; compared to its 52-week range of 22 to 55.

MercadoLibre (MELI) August call option implied volatility is at 52, September is at 43; compared to its 52-week range of 36 to 76.

Banco Macro (BMA) August call option implied volatility is at 117, September is at 50; compared to its 52-week range of 46 to 112.

Despegar. com (DESP) 30 day option implied volatility is at 56; compared to its 52-week range of 37 to 79 after pro-business Argentina President loses primary.

Deutsche Bank (DB) 30 day option implied volatility is at 41; compared to its 52-week range of 30 to 61. Call put ratio 1 call to 3.9 puts with focus on August 7 puts.

Straddle prices for stocks expected to report quarterly results this week
Advance Auto Parts (AAP) August 145 straddle priced for a move of 7% into the expected release of quarterly results today before the bell
Avaya (AVYA) August 10 straddle priced for a move of 22% into the expected release of quarterly results today
Tilray (TLRY) August 42.50 straddle priced for a move of 12% into the expected release of quarterly results today
JD.com (JD) August 27 straddle priced for a move of 8% into the expected release of quarterly results today
58.com (WUBA) August 55 straddle priced for a move of 8% into the expected release of quarterly results today after the bell.
Riot Blockchain (RIOT) August 2straddle priced for a move of 22% into the expected release of quarterly results today after the bell
Agilent (A) August 65 straddle priced for a move of 6.5% into the expected release of quarterly results after the bell on August 14
Canadian Goose (GOOS) August 43 straddle priced for a move of 15% into the expected release of quarterly results on August 14
Canopy Growth (CGC) August 33 straddle priced for a move of 10.50% into the expected release of quarterly results on August 14
Cisco (CSCO) August 52.50 straddle priced for a move of 5% into the expected release of quarterly results after the bell on August 14
Dillards (DDS) August 60 straddle priced for a move of 14% into the expected release of quarterly results before the bell on August 14
Luckin Coffee (LK) August 24.50 straddle priced for a move of 15% into the expected release of quarterly results before the bell on August 14
Macys (M) August 19.50 straddle priced for a move of 9% into the expected release of quarterly results before the bell on August 14
NetApp (NTAP) August 46 straddle priced for a move of 6.5% into the expected release of quarterly results after the bell on August 14
Canadian Solar (CSIQ) August 21.50 straddle priced for a move of 11% into the expected release of quarterly results before the bell on August 15
J.C. Penney Company, Holding Company (JCP) August 0.50 straddle priced for a move of 30% into the expected release of quarterly results before the bell on August 15
NVIDIA (NVDA) August 150 straddle priced for a move of 7.5% into the expected release of quarterly results after the bell on August 15
Tapestry (TPR) August 26.50 straddle priced for a move of 10.5% into the expected release of quarterly results before the bell on August 15
Walmart (WMT) August 105 straddle priced for a move of 4% into the expected release of quarterly results before the bell on August 15
Alibaba (BABA) August 160 straddle priced for a move of 5.5% into the expected release of quarterly results before the bell on August 165
Applied Materials (AMAT) August 46.50 straddle priced for a move of 5.5% into the expected release of quarterly results on August 15
Deere (DE) August 146 straddle priced for a move of 6.5% into the expected release of quarterly results before the bell on August 16
Tapestry (TPR) August call option implied volatility is at 90, September is at 45; compared to its 52-week range of 19 to 59 into the expected release of quarterly results before the bell on August 15 and Hong Kong protests. Call put ratio 1 call to 2 put.
Tiffany (TIF) August call option implied volatility is at 41, September is at 37; compared to its 52-week range of 21 to 51 after Hong Kong protests. Call put ratio 1 call to 3.8 puts. Quarterly financial results are expected on August 28.
Capri (CPRI) August call option implied volatility is at 48, September is at 40; compared to its 52-week range of 24 to 69 Hong Kong protests. Call put ratio 1 call to 2.5 puts.

Options with decreasing option implied volatility: MTCH WW YPF SYMC DXC STMP COMM ROKU YELP
Increasing unusual option volume: DXC PEGI SWN STT ARMK CYRX EXEL JNK
Increasing unusual call option volume: STT ARMK EXEL CLVS DXC EWH LL PBCT
Increasing unusual put option volume: CS STT AM TSG LTHM JNK AGNC CDK
Popular stocks with increasing unusual volume: ROKU BYND UBER MU PFE
Active options: AMD AAPL BABA GE JD NFLX BAC ROKU MSFT FB PFE TSLA APA UBER BYND DXC AMZN NVDA SWN MU