Pre-Market IV Report August 13, 2020

Pre-Market IV Report August 13, 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: HD TGT LOW SDC HTZ SDC RIOT SE JMIA SLV ZS COUP NVAX RGR URBN DAL

Options expected to have increasing volume: TSLA MRNA ROKU LYFT CSCO AMAT BIDU NTES TPR DKNG

Option implied volatility for Gold stocks

Newmont Mining (NEM) 30-day option implied volatility is at 43; compared to its 52-week range of 19 to 115

Yamana Gold (AUY) 30-day option implied volatility is at 61; compared to its 52-week range of 38 to 154

SPDR Gold Trust (GLD) 30-day option implied volatility is at 24; compared to its 52-week range of 9 to 45

Kinross Gold (KGC) 30-day option implied volatility is at 61; compared to its 52-week range of 34 to 136

Direxion Daily Gold Miners Bull 3x Shares (NUGT) 30-day option implied volatility is at 94; compared to its 52-week range of 63 to 406.

Barrick Gold (GOLD) 30-day option implied volatility is at 47; compared to its 52-week range of 26 to 103

Direxion Daily Junior Gold Miners Index Bull 3x Shares (JNUG) 30-day option implied volatility is at 115; compared to its 52-week range of 75 to 674

iShares Gold Trust (IAU) 30-day option implied volatility is at 24; compared to its 52-week range of 8 to 46.

Iam Gold (IAG) 30-day option implied volatility is at 74; compared to its 52-week range of 43 to 142.

Direxion Daily Junior Gold Miners Index Bull 3x Shares (JNUG) 30-day option implied volatility is at 116; compared to its 52-week range of 75 to 673.

Royal Gold (RGLD) 30-day option implied volatility is at 25; compared to its 52-week range of 25 to 94

Market Vector Junior Gold Miners Etf (GDXJ) 30-day option implied volatility is at 57; compared to its 52-week range of 25 to 151.

AngloGold Ashanti (AU) 30-day option implied volatility is at 63; compared to its 52-week range of 41 to 143

Kirkland Lake Gold (KL) 30-day call option implied volatility is at 55; compared to its 52-week range of 34 to 127

Market Vector Junior Gold Miners Etf (GDXJ) 30-day option implied volatility is at 58; compared to its 52-week range of 25 to 151.

Straddle prices for stocks expected to report quarterly results this week

Baidu (BIDU) August weekly 125 straddle priced for a move of 6% into the expected release of quarter results today

Farfetch (FTCH) August 26 straddle priced for a move of 14% into the expected release of quarter results after the bell on August 13

iQIYI (IQ) August weekly 22 straddle priced for a move of 12% into the expected release of quarter results after the bell on August 13

Dillards (DDS) August weekly 27.5 straddle priced for a move of 15% into the expected release of quarter results before the bell on August 13

NetEase (NTES) August weekly 475 straddle priced for a move of 8% into the expected release of quarter results today

Tapestry (TPR) August weekly 15.50 straddle priced for a move of 12% into the expected release of quarter results today before the bell

DraftKings (DKNG) August weekly 32 straddle priced for a move of 11% into the expected release of quarter results before the bell on August 14

Options with decreasing option implied volatility: PINS INTC MCRB AYX MCRB TLRY ITCI APT NIO
Increasing unusual option volume: BGCP CORN DVY TAN ENB
Increasing unusual call option volume: BGCP CORN ENB BMO MARA ABUS STM
Increasing unusual put option volume: YPF JMIA MLCO HST ANGI AR RGR
Popular stocks with increasing volume: NIO UBER CSCO AAL
Active options: TSLA AAPL AMD FB MSFT BAC BA NIO T AAL CSCO JPM QCOM INTC UBER AMZN WFC NVDA BABA INO
Global S&P Futures recently mixed in premarket, Nikkei up 1.7%, DAX mixed, WTI Crude oil recently at $42.53, natural gas up 2%, gold at $1938 an ounce