Pre-Market IV Report July 11, 2019

Pre-Market IV Report July 11, 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 BBBY APC MYL CAT ITCI TEVA AU GDXJ AAOI FOLD OSTK ROKU WW Z
Options expected to have increasing volume: DAL BBBY

Straddle prices for stocks expected to report quarterly results this week

Delta (DAL) July weekly 59 straddle priced for move of 3.5% into the expected release of quarterly results today before the bell
Fastenal (FAST) July 31.2 straddle priced for move of 6% into the expected release of quarterly results on after the bell on July 11.
Infosys (INFY) July 10 straddle priced for move of 7% into the expected release of quarterly results on after the bell on July 12.

Option implied volatility for gold and oil stocks are flat to low as gold and oil trade at upper end of range

Option implied volatility for Gold stocks as gold trades above $1424

Yamana Gold (AUY) 30 day option implied volatility is at 54; compared to its 52-week range of 38 to 64
SPDR Gold Trust (GLD) 30 day option implied volatility is at 15; compared to its 52-week range of 8 to 17
Newmont Mining (NEM) 30 day option implied volatility is at 27; compared to its 52-week range of 20 to 38
Kinross Gold (KGC) 30 day option implied volatility is at 48; compared to its 52-week range of 29 to 58
Barrick Gold (GOLD) 30 day option implied volatility is at 34; compared to its 52-week range of 25 to 44
Direxion Daily Junior Gold Miners Index Bull 3x Shares (JNUG) 30 day option implied volatility is at 105; compared to its 52-week range of 55 to 112
iShares Gold Trust (IAU) 30 day option implied volatility is at 15; compared to its 52-week range of 9 to 20
Market Vectors Gold Miners ETF (GDX) 30 day option implied volatility is at 29; compared to its 52-week range of 18 to 35
Market Vector Junior Gold Miners Etf (GDXJ) 30 day option implied volatility is at 35; compared to its 52-week range of 19 to 37
Direxion Daily Gold Miners Bull 3x Shares (NUGT) 30 day option implied volatility is at 89; compared to its 52-week range of 52 to 104
Iam Gold (IAG) 30 day option implied volatility is at 62; compared to its 52-week range of 33 to 76
Direxion Daily Junior Gold Miners Index Bull 3x Shares (JNUG) 30 day option implied volatility is at 105; compared to its 52-week range of 55 to 112
Iam Gold (IAG) 30 day option implied volatility is at 62; compared to its 52-week range of 33 to 76

Option implied volatility as WTI Oil trades at $61.70

ExxonMobil (XOM) 30-day option implied volatility is at 18; compared to its 52-week range of 13 to 39
BP plc (BP) 30-day option implied volatility is at 23; compared to its 52-week range of 15 to 36
Chevron (CVX) 30-day option implied volatility is at 18; compared to its 52-week range of 16 to 39
ConocoPhillips (COP) 30-day option implied volatility is at 24; compared to its 52-week range of 21 to 48
Marathon Oil (MRO) 30-day option implied volatility is at 38; compared to its 52-week range of 31 to 67

CBOE VIX Futures Premium: 13.73%

Options with decreasing option implied volatility: CZR AABA ORCL ABBV GME ITCI KPTI SCO BPL GREK AABA
Increasing unusual option volume: GLYC GNC HELE ATUS PACB CXW DCPH
Increasing unusual call option volume: GLYC PACB ATUS MTDR HST RTRX VNQ
Increasing unusual put option volume: GNC KAR DCPH QEP ATUS LEVI MED
Popular stocks with increasing unusual volume: CMCSA SQ BYND
Active options: FB AMD MU AAPL AMZN NIO TSLA BAC DIS BABA MSFT NVDA NFLX BYND INTC GE T CMCSA SNAP SQ