Pre-Market IV Report August 8, 2019​

Pre-Market IV Report August 8, 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: MNK COMM PRTY DDD VHC SIG CWH RH UBER LYFT ROKU KHC QRTEA LULU GOLD TLT GLD GDX CLDR AABA VZ SPLK V IBM NTAP CSCO​
​
Options expected to have increasing volume: ROKU LYFT UBER CAT DIS AIG ATVI CAH CBS NLCH VIAB BKNG Z ZG TRIP JACK NUAN DDD MNST ALB GDOT SYMC MRO EB​
​
Option implied volatility elevated as gold prices trend higher and wide Treasury price movement​

Market Vectors Gold Miners ETF (GDX) August weekly call option implied volatility is at 40, August is at 39; compared to its 52-week range of 18 to 35 as gold trends higher. Call put ratio 6.6 calls to 1 put with focus on January 30 and 36 calls.​
​
Proshares Trust Ultrashort Lehman 20+ Year Treasury (TBT) August weekly call option implied volatility is at 39, August is at 26; compared to its 52-week range of 15 to 25. Call put ratio 8.6 calls to 1 put with focus on August weekly 27 calls. ​
​
iShares 20+ Year Treasury Bond ETF (TLT) August weekly call option implied volatility is at 20, August is at 16; compared to its 52-week range of 7 to 13. Call put ratio 1 call to 1.7 puts with focus on September 149 calls and January 120 and 130 puts.​
​
Financial Select Sector SPDR ETF (XLF) August weekly call option implied volatility is at 25, August is at 22; compared to its 52-week range of 13 to 34. Call put ratio 1 call to 6.2 puts with focus on December 22 and 25 puts.​
​
​​
SPDR Gold Trust (GLD) August weekly call option implied volatility is at 27, August is at 20; compared to its 52-week range of 8 to 17 as gold trends higher. ​

Newmont Mining (NEM) August weekly call option implied volatility is at 41, August is at 33; compared to its 52-week range of 20 to 38

Kinross Gold (KGC) August weekly call option implied volatility is at 58, August is at 60; compared to its 52-week range of 32 to 58

Direxion Daily Gold Miners Bull 3x Shares (NUGT) August weekly call option implied volatility is at 139, August is at 112; compared to its 52-week range of 52 to 107

Barrick Gold (GOLD) August weekly call option implied volatility is at 53, August is at 49; compared to its 52-week range of 25 to 45

Direxion Daily Junior Gold Miners Index Bull 3x Shares (JNUG) August weekly call option implied volatility is at 170, August is at 136; compared to its 52-week range of 55 to 130

iShares Gold Trust (IAU) 30 day call option implied volatility is at 18; compared to its 52-week range of 9 to 20

AngloGold Ashanti (AU) August weekly call option implied volatility is at 67, August is at 45; compared to its 52-week range of 31 to 60

IAMGOLD Corp. (IAG) August weekly call option implied volatility is at 74, August is at 60; compared to its 52-week range of 34 to 79

Market Vector Junior Gold Miners Etf (GDXJ) August weekly call option implied volatility is at 55, August is at 44; compared to its 52-week range of 19 to 43
​
Symantec (SYMC) August weekly call option implied volatility is at 98, August is at 59; compared to its 52-week range of 24 to 60 into WSJ report Broadcom (AVGO) is near deal to acquire its enterprise unit. ​

Activision Blizzard (ATVI) August weekly call option implied volatility is at 126, August is at 70; compared to its 52-week range of 24 to 61 into the expected release of quarterly results today after the bell.​
​
Uber (UBER) August weekly call option implied volatility is at 183, August is at 94, September is at 54; compared to its 10-week range of 39 to 58 into the expected release of quarter results today after the bell.​
​
​​
Straddle prices for stocks expected to report quarterly results this week ​
Activision Blizzard (ATVI) August weekly 48 straddle priced for a move of 7.5% into the expected release of quarterly results today after the bell​
AngloGold Ashanti (AU) August weekly 21 straddle priced for a move of 8.5% into the expected release of quarterly results today​
Callaway Golf (ELY) August 17 straddle priced for a move of 8.5% % into the expected release of quarterly results today after the bell​
CBS (CBS) August weekly 49 straddle priced for a move of 5% into the expected release of quarterly results today after the bell​
Cardinal Health (CAH) August weekly 43 straddle priced for a move of 6% into the expected release of quarterly results today before the bell​
Murphy Oil (MUR) August 22.50 straddle priced for a move of 8.5% into the expected release of quarterly results today before the bell ​
Uber (UBER) August weekly 40 straddle priced for a move of 10.5% into the expected release of quarterly results today after the bell​
Norwegian Cruise Line (NCLH) August 47.50 straddle priced for a move of 6.5% into the expected release of quarterly results today​
Symantec (SYMC) August weekly 20.50 straddle priced for a move of 7.5% into the expected release of quarterly results today​
Kraft Heinz (KHC) August weekly 31 straddle priced for a move of 9.5% into the expected release of quarterly results today.​
Trade Desk (TTD) August weekly 252.50 straddle priced for a move of 12% into the expected release of quarterly results today after the bell.​
Uber (UBER) August weekly 40 straddle priced for a move of 10% into the expected release of quarterly results today after the bell.​
Tradeweb Markets (TW) August 45 straddle priced for a move of 9.5% 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 6.5% into the expected release of quarterly results today before the bell.​
YRC Worldwide (YRCW) August 3 straddle priced for a move of 23% into the expected release of quarterly results before the bell on August 9​
​
Increasing unusual option volume: SWN CHK VAL FHN WETF UN WAT EWT TWNK TV FOSL​
Increasing unusual call option volume: UN FHN PLCE TWNK WEN FOSL AZN ​
Increasing unusual put option volume: WETF VAL JAG ELAN LPX XON FOSL SHAK XLF​
Popular stocks with increasing unusual volume: LYFT ROKU UBER GDX​
Options with decreasing option implied volatility: MDR MTCH CXO WLL VG NWL ZYNE BYND W CROX SGMS CPRI NWL FSLR FLR PINS ETSY HLF​
Active options: AAPL BAC GE DIS MSFT NFLX BIDU FB TEVA MU AMD AMZN SWN BABA CVS TSLA WFC NVDA CHK BYND​
​
​
​