Pre-Market IV Report July 10, 2019

Pre-Market IV Report July 10, 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: OSTK TEVA MYL GDXJ X APC BBBY CAT EBAY ITCI AAOI SYNA MNK MYL Z SYMC

Options expected to have increasing volume: SPY QQQ RUT IWM TMUS S LEVI DAL

S&P Dep Receipts (SPY) July weekly call option implied volatility is at 12, July is at 11, August is at 13; compared to its 52-week range of 9 to 32 into Jerome Powell semiannual Monetary Policy report and testifies before Congress. Call put ratio 1 call to 1.3 puts.

PowerShares QQQ Trust (QQQ) July weekly call option implied volatility is at 16, July is at 15, August is at 16; compared to its 52-week range of 12 to 36 into Jerome Powell semiannual Monetary Policy report and testifies before Congress. Call put ratio 1 call to 1.7 puts.

iShares Russell 2000 ETF (IWM) July weekly call option implied volatility is at 17, July is at 15, August is at 16; compared to its 52-week range of 12 to 34 into Jerome Powell semiannual Monetary Policy report and testifies before Congress. Call put ratio 1.5 calls to 1 put.

Ishares Msci Mexico Capped Etf (EWW) July weekly call option implied volatility is at 22, July and August is at 21; compared to its 52-week range of 17 to 43 after Mexican Finance Minister Carlos Urzua resigned. Call put ratio 1 call to 2.7 puts with focus on July 41 puts.

NIO Inc. (NIO) July weekly call option implied volatility is at 109, July is at 109, August is at 94; compared to its 52-week range of 60 to 156 as shares rally 11. Call put ratio 3.1 calls to 1 put with focus on July weekly calls.

Overstock.com (OSTK) July weekly call option implied volatility is at 128, July is at 109, August is at 118; compared to its 52-week range of 66 to 138. Call put ratio 2.5 calls to 1 put with focus on July weekly 19 and 20 calls.

Bed Bath and Beyond (BBBY) July weekly call option implied volatility is at 170, July is at 95, August is at 71; compared to its 52-week range of 32 to 98 into the expected release of quarterly results today after the bell. Call put ratio 1 call to 1.5 puts.

Sprint Corp. (S) July weekly call option implied volatility is at 69, July is at 45, August is at 51; compared to its 52-week range of 24 to 132 into its ongoing proposed merger with T-Mobile (TMUS). Call put ratio 1 call to 4.8 puts with focus on July 6 puts.

T-Mobile (TMUS) July weekly call option implied volatility is at 24, July is at 25, August is at 27; compared to its 52-week range of 18 to 38 replacing Red Hat (RHT) in S&P 500. Call put ratio 1 call to 6.4 puts with focus on July 77.50 puts.

Option implied volatility for Industrials SPDR ETF (XLI) Holdings into Jerome Powell semiannual Monetary Policy report and testifies before Congress

Boeing (BA) 30-day option implied volatility is at 27; compared to its 52-week range of 19 to 46
Honeywell (HON) 30-day option implied volatility is at 19; compared to its 52-week range of 13 to 35
Boeing (BA) 30-day option implied volatility is at 27; compared to its 52-week range of 19 to 46
Honeywell (HON) 30-day option implied volatility is at 19; compared to its 52-week range of 13 to 35
Union Pacific (UNP) 30-day option implied volatility is at 24; compared to its 52-week range of 16 to 41
United Technologies (UTX) 30-day option implied volatility is at 21; compared to its 52-week range of 15 to 38
3M (MMM) 30-day option implied volatility is at 28; compared to its 52-week range of 16 to 36
General Electric (GE) 30-day option implied volatility is at 38; compared to its 52-week range of 22 to 72
Lockheed Martin (LMT) 30-day option implied volatility is at 19; compared to its 52-week range of 16 to 41
Caterpillar (CAT) 30-day option implied volatility is at 26; compared to its 52-week range of 20 to 50
United Parcel Services (UPS) 30-day option implied volatility is at 27; compared to its 52-week range of 15 to 41
CSX (CSX) 30-day option implied volatility is at 24; compared to its 52-week range of 17 to 48

CBOE VIX Futures Premium: 9.37%

Options with decreasing option implied volatility: ORCL ABBV CZR AABA GME KPTI
Increasing unusual option volume: WETF ACIA HGV EWC QRTEA LNN RF MMC ADVM LEG SUM RL
Increasing unusual call option volume: RL SGEN HGV SUM NYT MLCO RF ACIA UEC ELAN
Increasing unusual put option volume: ACIA LEG QRTEA MUR ECA RF INFY HSIC DO QURE SBH
Popular stocks with increasing unusual volume: FCX X DIS RL TMUS GIS PEP YUM VIAB PNC
Active options: AMD NIO FB AAPL AMZN T MU BAC SQ NFLX TSLA SNAP BABA TWTR DIS MSFT NVDA FCX GE X