Pre-Market IV Report August 7, 2019

Pre-Market IV Report August 7, 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 UBER KHC DIS ROKU EWH WMT QRTEA GDX PAAS TEVA SWN JWN NUGT XOP

Options expected to have increasing volume: DIS TRIP CVS AIG ATVI CBS VIAB UBER LYFT TSLA MTCH WW IAC HTZ

Option implied volatility continues to make dramatic moves

Apple (AAPL) August weekly call option implied volatility is at 33, August is at 32; compared to its 52-week range of 16 to 46.
JPMorgan (JPM) 30-day option implied volatility is at 22; 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 29; compared to 25 from Friday and its 52-week range of 16 to 47

Citi (C) 30-day option implied volatility is at 32; 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 26, August is at 20; compared to its 52-week range of 9 to 32.

PowerShares QQQ Trust (QQQ) August weekly call option implied volatility is at 31, August is at 26; compared to its 52-week range of 13 to 36.

iShares Russell 2000 ETF (IWM) August weekly call option implied volatility is at 29, August is at 26; compared to its 52-week range of 12 to 34.

Market Vectors Gold Miners ETF (GDX) August weekly call option implied volatility is at 43, August is at 36; compared to its 52-week range of 18 to 34.

Technology Select Sector Spdr Fund (XLK) 30-day option implied volatility is at 24; compared to its 52-week range of 12 to 36

SPDR S&P Oil & Gas Exploration & Production Etf (XOP) August weekly call option implied volatility is at 52, August is at 46, September is at 37; compared to its 52-week range of 23 to 58.

Market Vectors Semiconductor ETF (SMH) August weekly call option implied volatility is at 42, August is at 33, September is at 31; compared to its 52-week range of 17 to 40.

Kraft Heinz (KHC) August weekly call option implied volatility is at 122, August is at 62, September is at 40; compared to its 52-week range of 19 to 45 into expected release of quarterly results before the open on August 8. Call put ratio 1.8 calls to 1 put.

Straddle prices for stocks expected to report quarterly results this week

Lyft (LYFT) August weekly 58.50 straddle priced for a move of 10.5% into the expected release of quarterly results today after the bell
Roku (ROKU) August weekly 98.50 straddle priced for a move of 17% into the expected release of quarterly results today after the bell
American International Insurance (AIG) August weekly 54.50 straddle priced for a move of 5.5% into the expected release of quarterly results today
Camping World (CWH) August 11 straddle priced for a move of 14% into the expected release of quarterly results today
Eventbrite (EB) August 15 straddle priced for a move of 18% 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 today after the bell
Fox Corp (FOXA) August weekly 36.50 straddle priced for a move of 4% into the expected release of quarterly results today after the bell
Hostess Brands (TWNK) August 15 straddle priced for a move of 9% into the expected release of quarterly results today after the bell
IAC/InterActive (IAC) August 230 straddle priced for a move of 6.5% into the expected release of quarterly results today after the bell
Jack in the Box (JACK) August 70 straddle priced for a move of 8.5% into the expected release of quarterly results today after the bell
Monster Beverage (MNST) August weekly 60 straddle priced for a move of 8% into the expected release of quarterly results today after the bell
Zillow (Z) August weekly 49.50 straddle priced for a move of 12.5% into the expected release of quarterly results today
Booking Holdings (BKNG) August weekly 1787 straddle priced for a move of 6% into the expected release of quarterly results today
Capri Holdings (CPRI) August weekly 31.50 straddle priced for a move of 12% into the expected release of quarterly results today
CVS Health (CVS) August weekly 54 straddle priced for a move of 6% into the expected release of quarterly results today
Activision Blizzard (ATVI) August weekly 46.50 straddle priced for a move of 7% 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 8% 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
CBS (CBS) August weekly 49.50 straddle priced for a move of 5% into the expected release of quarterly results after the bell on August 8
Cardinal Health (CAH) August weekly 43 straddle priced for a move of 6% into the expected release of quarterly results before the bell on August 8
Murphy Oil (MUR) August 22 straddle priced for a move of 8% into the expected release of quarterly results before the bell on August 8
Uber (UBER) August weekly 39 straddle priced for a move of 8.5% into the expected release of quarterly results after the bell on August 8
Norwegian Cruise Line (NCLH) August 47.50 straddle priced for a move of 6.5% into the expected release of quarterly results on August 8
Symantec (SYMC) August weekly 20.50 straddle priced for a move of 8% into the expected release of quarterly results after the bell on August 8
Kraft Heinz (KHC) August weekly 30.50 straddle priced for a move of 9.5% into the expected release of quarterly results on August 8
Trade Desk (TTD) August weekly 252.50 straddle priced for a move of 12% into the expected release of quarterly results after the bell on August 8
Tradeweb Markets (TW) August 45 straddle priced for a move of 8% into the expected release of quarterly results before the bell on August 8
Viacom (VIAB) August weekly 29.50 straddle priced for a move of 7% into the expected release of quarterly results before the bell on August 8
YRC Worldwide (YRCW) August 3 straddle priced for a move of 22% into the expected release of quarterly results before the bell on August 9

Options with decreasing option implied volatility: BYND ABBV MDR CXO WLL ALGN
Options with increasing option implied volatility: LYFT UBER KHC DIS ROKU EWH WMT QRTEA GDX PAAS TEVA SWN JWN NUGT XOP
Options expected to have increasing volume: DIS TRIP CVS AIG ATVI CBS VIAB UBER LYFT TSLA MTCH WW IAC HTZ
Increasing unusual option volume: ZAGG CARG LL RAMP SSTK WEN SHAK IFF
Increasing unusual call option volume: WEN TDG KNX PODD ARLO SHAK NYT THC SIG BLK
Increasing unusual put option volume: LL CARG SHAK BHF ATH BGS ELAN GDI IFF SYY TEO FAST
Popular stocks with increasing unusual volume: SNAP CHK SQ DIS BYND
Active options: AAPL BAC TEVA MSFT AMD DIS BYND FB NFLX TSLA AMZN BABA NVDA ACB SNAP GE MU CHK SBUX SQ