Pre-Market IV Report August 6, 2019

Pre-Market IV Report August 6, 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: LYFT WMT KHC DIS ROKU EWH PAAS TEVA SWN JWN VHC SQQQ SPXU ADNT VIX UVXY SOXS VIXY TZA

Options expected to have increasing volume: MAR DIS F UTX ADT

Option implied volatility increases

Apple (AAPL) August weekly call option implied volatility is at 45, August is at 40; compared to its 52-week range of 16 to 46.

JPMorgan (JPM) 30-day option implied volatility is at 24; compared to 20 from Friday and its 52-week range of 15 to 40

Bank of America (BAC) 30-day option implied volatility is at 32; compared to 25 from Friday and its 52-week range of 16 to 47

Citi (C) 30-day option implied volatility is at 31; compared to 25 from Friday and its 52-week range of 16 to 55

S&P Dep Receipts (SPY) August weekly call option implied volatility is at 33, August is at 27; compared to its 52-week range of 9 to 32.

PowerShares QQQ Trust (QQQ) August weekly call option implied volatility is at 33, August is at 27; compared to its 52-week range of 13 to 36.

iShares Russell 2000 ETF (IWM) August weekly call option implied volatility is at 35, August is at 28; compared to its 52-week range of 12 to 34.

Market Vectors Gold Miners ETF (GDX) August weekly call option implied volatility is at 44, August is at 36; compared to its 52-week range of 18 to 34.

iShares China Large-Cap (FXI) 30-day option implied volatility is at 26; compared to 21 from Friday and its 52-week range of 16 to 32

Technology Select Sector Spdr Fund (XLK) 30-day option implied volatility is at 29; compared to its 52-week range of 12 to 36

Straddle prices for stocks expected to report quarterly results this week

Chesapeake Energy (CHK) August weekly 1.5 straddle priced for a move of 19% into the expected release of quarterly results today before the bell
Devon Energy (DVN) August weekly 24 straddle priced for a move of 7.5% into the expected release of quarterly results today after the bell
Hertz (HTZ) August weekly 14.5 straddle priced for a move of 11% into the expected release of quarterly results today after the bell
Match (MTCH) August 70 straddle priced for a move of 13% into the expected release of quarterly results today after the bell
Nu Skin (NUS) August weekly 40 straddle priced for a move of 12.5% into the expected release of quarterly results today after the bell
Papa Johns (PZZA) August weekly 42.50 straddle priced for a move of 8% into the expected release of quarterly results today after the bell
Planet Fittness (PLNT) August weekly 75 straddle priced for a move of 9.5% into the expected release of quarterly results today after the bell
Walt Disney (DIS) August weekly 138 straddle priced for a move of 4% into the expected release of quarterly results today after the bell
Weight Watchers (WW) August weekly 22.5 straddle priced for a move of 16% into the expected release of quarterly results today after the bell
Lyft (LYFT) August weekly 59 straddle priced for a move of 10% into the expected release of quarterly results after the bell on August 7
Roku (ROKU) August weekly 102 straddle priced for a move of 15.5% into the expected release of quarterly results after the bell on August 7
Teva (TEVA) August weekly 8 straddle priced for a move of 13% into the expected release of quarterly results on August 7
Camping World (CWH) August 11 straddle priced for a move of 14.5% into the expected release of quarterly results on August 7
Canada Goose (GOOS) August weekly 44.50 straddle priced for a move of 15% into the expected release of quarterly results on August 7
Eventbrite (EB) August 17.50 straddle priced for a move of 16% into the expected release of quarterly results after the bell on August 7
Fossil (FOSL) August weekly 10 straddle priced for a move of 16% into the expected release of quarterly results after the bell on August 7
Fox Corp (FOXA) August weekly 36 straddle priced for a move of 4% into the expected release of quarterly results after the bell on August
Hostess Brands (TWNK) August 15 straddle priced for a move of 9% into the expected release of quarterly results after the bell on August 7
IAC/InterActive (IAC) August 240 straddle priced for a move of 7.5% into the expected release of quarterly results after the bell on August 7
Jack in the Box (JACK) August 70 straddle priced for a move of 9% into the expected release of quarterly results after the bell on August 7
Lumber Liquidators (LL) August 8.5 straddle priced for a move of 14% into the expected release of quarterly results before the bell on August 7
Monster Beverage (MNST) August weekly 59 straddle priced for a move of 9.50 % into the expected release of quarterly results after the bell on August 7
Zillow (Z) August weekly 47 straddle priced for a move of 12% into the expected release of quarterly results on August 7
Activision Blizzard (ATVI) August weekly 46 straddle priced for a move of 7.5% into the expected release of quarterly results after the bell on August 8
AngloGold Ashanti (AU) August weekly 20 straddle priced for a move of 11% into the expected release of quarterly results on August 8
Callaway Golf (ELY) August 17 straddle priced for a move of 8.5% into the expected release of quarterly results after the bell on August 8

Fed Funds futures rallied in a move that was reflected in the CME FedWatch tool that now shows a 100% chance of a rate cut at the September meeting with a nearly 25% chance of a 50 basis point cut at that meeting

Options with decreasing option implied volatility: CXO WLL CZR ALGN ABBV BYND CHGG LSCC GRUB NWL NLSN W RDFN
Increasing unusual option volume: EWH CECO LH TCO AGI GCI HST XES MIME
Increasing unusual call option volume: LH HST AGI GCI CECO TRN LE BZH DELL
Increasing unusual put option volume: EWH FIS CSTM PVTL DGX XES ZIXI ALLK VAL
Popular stocks with increasing unusual volume: DIS CSCO JD T
Active options: AAPL AMD BAC FB BABA MSFT NFLX AMZN MU TSLA NVDA GE SQ T JD TWTR DIS CSCO INTC BYND