Pre-Market IV Report July 1, 2019

Pre-Market IV Report July 1, 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: MLNT QURE TWTR IRBT HAS TNDM HAS NOW CMG GWW KHC GOOGL HSY XLV EBAY PFE CAT FCX DELL GDXJ GLD XLNX EFA COTY

Options expected to have increasing volume: AMD INTC MU COTY DB XLE GWR USO

AMD (AMD) and Micron (MU) option implied volatility flat, shares traded up in premarket on China tariff talks

Advanced Micro Devices (AMD) July weekly call option implied volatility is at 47, July is at 49; compared to its 52-week range of 40 to 97 into China trade talks.

Micron (MU) July weekly call option implied volatility is at 44, July is at 42; compared to its 52-week range of 34 to 64.

United States Oil Fund (USO) July weekly call option implied volatility is at 44, July is at 38; compared to its 52-week range of 23 to 62 as WTI oil trades above $60.

iShares China Large-Cap (FXI) July weekly call option implied volatility is at 21, July is at 20; compared to its 52-week range of 17 to 32 as stocks trade higher.

Db X-trackers Harvest Csi 300 China A – Shares Fund (ASHR) July weekly call option implied volatility is at 31, July is at 26; compared to its 52-week range of 20 to 36. Call put ratio 2.9 calls to 1 put.

SPDR Gold Trust (GLD) July weekly call option implied volatility is at 18, July is at 16; compared to its 52-week range of 8 to 17 as gold trades below $1400. Call put ratio 1.6 calls to 1 put.

Coty (COTY) July weekly call option implied volatility is at 70, July is at 58; compared to its 52-week range of 30 to 89 into a company hosted conference call to discuss its turnaround plan.

Genesee & Wyoming (GWR) July call option implied volatility is at 34, August is at 26; compared to its 52-week range of 20 to 43 into Brookfield (BAM) affiliate in lead to buy, Bloomberg says.

Crowd Strike (CRWD) July weekly call option implied volatility is at 67, July is at 66; compared to its 3-week range of 69 to 88 after recent IPO.

Zscaler (ZS) July weekly call option implied volatility is at 44, August is at 45; compared to its 52-week range of 40 to 118 as shares near record high.

Atlassian (TEAM) July weekly call option implied volatility is at 34, July is at 35; compared to its 52-week range of 31 to 76 as shares near record high.

Okta (OKTA) July weekly call option implied volatility is at 38, July is at 41; compared to its 8-week range of 42 to 103 as shares near record high.

Elastic (ESTC) July call option implied volatility is at 40, August is at 39; compared to its 8-week range of 40 to 77.

MongoDB (MDB) July weekly call option implied volatility is at 48, July is at 51; compared to its 8-week range of 45 to 86 as shares pull back from record high.

Option implied volatility for Utilities Sel Sect Spdr Fd holdings

Utilities Sel Sect Spdr Fd (XLU) 30-day option implied volatility is at 13; compared to its 52-week range of 11 to 23
Duke Energy (DUK) 30-day option implied volatility is at 16; compared to its 52-week range of 12 to 28
NextEra Energy (NEE) 30-day option implied volatility is at 18; compared to its 52-week range of 12 to 28
Dominion Energy (D) 30-day option implied volatility is at 24; compared to its 52-week range of 14 to 29
Exelon (EXC) 30-day option implied volatility is at 18; compared to its 52-week range of 13 to 30
American Electric Power (AEP) 30-day option implied volatility is at 17; compared to its 52-week range of 13 to 28

Options with decreasing option implied volatility: NVAX ZGNX CZR SRPT BB AGN BKS MU GIS ABBV AGN GME CZR AABA
Increasing unusual option volume: SUM SRNE EROS STM EMLC HIBB PRGS DIN PFF ROL
Increasing unusual call option volume: SUM SRNE STM EROS EMLC PKG AXTA QNST FXC KWEB PBF
Increasing unusual put option volume: PFF EROS NVTA MUR ROL NNN PCAR QURE KBH ALL SRPT
Popular stocks with increasing unusual volume: ABBV UBER BYND
Active options: AAPL BAC TSLA MU BABA FB AMD AMZN BYND MSFT ABBV UBER NVDA SNAP T JPM NFLX C F NKE