Pre-Market IV Report July 1, 2020

Pre-Market IV Report July 1, 2020

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: WKHS NET MTCH SRNE AMZN FSLY GSX SPOT USO ZYNE HIMX BLNK BE DISH

Options expected to have increasing volume: FDX SCS GIS TSLA NKLA AAPL BYND YUM

Gold stocks option implied volatility amid gold near 8-year high

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 41; compared to its 52-week range of 21 to 158 amid gold traded at $1804. Call put ratio 3.9 calls to 1 put with focus on July calls.

Newmont Mining (NEM) 30-day option implied volatility is at 46; compared to its 52-week range of 19 to 115.

Yamana Gold (AUY) 30-day option implied volatility is at 59; compared to its 52-week range of 38 to 154.

SPDR Gold Trust (GLD) 30-day option implied volatility is at 18; compared to its 52-week range of 9 to 45.

Kinross Gold (KGC) 30-day option implied volatility is at 63; compared to its 52-week range of 34 to 136.

Direxion Daily Gold Miners Bull 3x Shares (NUGT) 30-day option implied volatility is at 81; compared to its 52-week range of 63 to 406.

Barrick Gold (GOLD) 30-day option implied volatility is at 47; compared to its 52-week range of 26 to 103.

Direxion Daily Junior Gold Miners Index Bull 3x Shares (JNUG) 30-day option implied volatility is at 102; compared to its 52-week range of 75 to 674.

iShares Gold Trust (IAU) 30-day option implied volatility is at 18; compared to its 52-week range of 8 to 46. Call put ratio 9 calls to 1 put.

Iam Gold (IAG) 30-day option implied volatility is at 83; compared to its 52-week range of 43 to 142. Call put ratio 103 calls to 1 put with focus on ATM calls.

Direxion Daily Junior Gold Miners Index Bull 3x Shares (JNUG) 30-day option implied volatility is at 101; compared to its 52-week range of 75 to 673.

Royal Gold (RGLD) 30-day option implied volatility is at 44; compared to its 52-week range of 24 to 94.

Market Vector Junior Gold Miners Etf (GDXJ) 30-day option implied volatility is at 51; compared to its 52-week range of 25 to 151.

Straddle prices for stocks expected to report quarterly results this week

Capri Holdings (CPRI) July weekly 15.5 straddle priced for a move of 20% into the expected release of quarter results today before the bell.

National Beverage (FIZZ) July weekly 60 straddle priced for a move of 13% into the expected release of quarter results today.

Constellation Brands (STZ) July weekly 175 straddle priced for a move of 6% into the expected release of quarter results today before the bell.

General Mills (GIS) July 60 straddle priced for a move of 6% into the expected release of quarter results today before the bell.

Macys (M) July weekly 6.5 straddle priced for a move of 12% into the expected release of quarter results today before the bell.

Huazhu (HTHT) July 35 straddle priced for a move of 11% into the expected release of quarter results today before the bell.

Korn Ferry (KFY) July 30 straddle priced for a move of 13% into the expected release of quarter results before the bell on July 2.

Increasing unusual option volume: WKHS ZYNE HIMX BGCP INVH MT ELF
Increasing unusual call option volume: WKHS MT INVH HIMX WEN ELF ZYNE
Increasing unusual put option volume: HST BE NKLA GDS WU BLDP
Popular stocks with increasing volume: AAL WKHS NIO NKLA INO
Active options: TSLA AAPL BA AMD MU FB MSFT BAC NIO WKHS AAL AMZN INO MT NVDA LULU NKLA WFC JPM UBER
Global S&P Futures recently mixed in premarket, Nikkei down 0.7%, DAX up 0.6%, WTI Crude oil recently at $40.52, natural gas down 2%, gold at $1804 an ounce