Pre-Market IV Report August 9, 2019

Pre-Market IV Report August 9, 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.​
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Options with increasing option implied volatility: CLDR DBX TLRY LULU WMT SWN SLV WPM GLD AUY AABA NTAP SPLK ATVI UBER CLVS SIG LULU​

Options expected to have increasing volume: UBER LYFT ATVI YELP DBX PBYI SYMC TTD OSTK CBS AMRN JCP SYMC AVGO MAT​
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Market Vectors Gold Miners ETF (GDX) August weekly call option implied volatility is at 41, August and September is at 34; compared to its 52-week range of 18 to 35 as gold trends higher. Call put ratio 1.8 calls to 1 put.​
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Mattel (MAT) August weekly, August and September call option implied volatility is at 40; compared to its 52-week range of 33 to 70 into capital raise. ​
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Straddle prices for stocks expected to report quarterly results next week ​
Sysco (SYY) August 70.50 straddle priced for a move of 5% into the expected release of quarterly results before the bell on August 12​
58.com (WUBA) August 55 straddle priced for a move of 8% into the expected release of quarterly results after the bell on August 13​
​Advance Auto Parts (AAP) August 145 straddle priced for a move of 5% into the expected release of quarterly results before the bell on August 13​
Avaya (AVYA) August 12.50 straddle priced for a move of 16% into the expected release of quarterly results on August 13​
​JD.com (JD) August 27.50 straddle priced for a move of 8% into the expected release of quarterly results on August 13​
Riot Blockchain (RIOT) August 2straddle priced for a move of 19% into the expected release of quarterly results after the bell on August 13​
​Agilent (A) August 70 straddle priced for a move of 5.5% into the expected release of quarterly results after the bell on August 14​
Canadian Goose (GOOS) August 45 straddle priced for a move of 14.5% into the expected release of quarterly results on August 14​
​Canopy Growth (CGC) August 32.50 straddle priced for a move of 10% into the expected release of quarterly results on August 14​
Cisco (CSCO) August 53 straddle priced for a move of 5% into the expected release of quarterly results after the bell on August 14​
​Dillards (DDS) August 67.50 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 16% into the expected release of quarterly results before the bell on August 14​
​Macys (M) August 20 straddle priced for a move of 9% into the expected release of quarterly results before the bell on August 14​
NetApp (NTAP) August 48 straddle priced for a move of 6% into the expected release of quarterly results after the bell on August 14​
​Canadian Solar (CSIQ) August 22.50 straddle priced for a move of 10% 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 157.50 straddle priced for a move of 7.5% into the expected release of quarterly results after the bell on August 15​
Tapestry (TPR) August 28.50 straddle priced for a move of 9.5% into the expected release of quarterly results before the bell on August 15​
​Walmart (WMT) August 108 straddle priced for a move of 4% into the expected release of quarterly results before the bell on August 15​
Deere (DE) August 155 straddle priced for a move of 5.5% into the expected release of quarterly results before the bell on August 16​
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Increasing unusual option volume: MMSI VRAY COT CG FANG CPA EWT WPM​
Increasing unusual call option volume: CG WPM GEO GTT FANG BTG
Increasing unusual put option volume: FANG ECA CLVS QSR TRXC APPN RDFN​
Popular stocks with increasing unusual volume: LYFT BYND KHC SYMC ATVI ROKU ​
Options with decreasing option implied volatility: MDR GOOG MTCH WLL WW NWL FSLR FLR TNDM LYFT STMP NWL​
Active options: AMD AAPL ROKU FB UBER MSFT TSLA AMZN NFLX BAC BABA DIS ECA SNAP LYFT BYND KHC SYMC ATVI GE​
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