Pre-Market IV Report July 12, 2019

Pre-Market IV Report July 12, 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: APC MYL ITCI ALLY CAT TEVA OSTK X GDXJ

Options expected to have increasing volume: F SAVE ILLMN XLF

Financial Select Sector SPDR ETF (XLF) July call option implied volatility is at 14, August is at 13; compared to its 52-week range of 13 to 34 into bank quarterly financial results releases next week. Call put ratio 1.5 calls to 1 put with focus on July 28.50 calls.

Amazon (AMZN) July weekly call option implied volatility is at 15, July is at 19, August is at 26; compared to its 52-week range of 20 to 55 into Amazon Prime Day is July 15 and 16. Call put ratio 1.5 calls to 1 put.

Target (TGT) July weekly call option implied volatility is at 18, July is at 18, August 19; compared to its 52-week range of 19 to 44 into Target Deal Days on July 15 and 16. Call put ratio 1.86 calls to 1 put.

Straddle prices for stocks expected to quarterly results next week

Citigroup (C) July 71.50 straddle priced for a move of 3% into the expected release of quarterly results before the bell on July 15

J.B. Hunt Transport (JBHT) July 90 straddle priced for a move of 6%into the expected release of quarterly results after the bell on July 15

Schwab (SCHW) July 40 straddle priced for a move of 4% into the expected release of quarterly results before the bell on July 15

Canopy Growth (CGC) July 37 straddle priced for a move of 6% into the expected release of quarterly results on July 16

Canadian Pacific Railway (CP) July 240 straddle priced for a move of 3.5% into the expected release of quarterly results before the bell on July 16

CSX (CSX) July 77 straddle priced for a move of 3.5% into the expected release of quarterly results after the bell on July 16

Dominos Pizza (DPZ) July 280 straddle priced for a move of 4.5% into the expected release of quarterly results before the bell on July 16

Johnson & Johnson (JNJ) July 140 straddle priced for a move of 3% into the expected release of quarterly results before the bell on July 16

JPMorgan (JPM) July 114 straddle priced for a move of 2.5% into the expected release of quarterly results before the bell on July 16

Kinder Morgan (KMI) July 21 straddle priced for a move of 2.5% into the expected release of quarterly results after the bell on July 16

Prologis (PLD) July 80 straddle priced for a move of 3.5% into the expected release of quarterly results before the bell on July 16

United Airlines (UAL) July 89 straddle priced for a move of 5% into the expected release of quarterly results after the bell on July 16

Wells Fargo (WFC) July 47 straddle priced for a move of 2.5% into the expected release of quarterly results before the bell on July 16

Abbott (ABT) July 85 straddle priced for a move of 3% into the expected release of quarterly results before the bell on July 17

Adtran (ADTN) July 16 straddle priced for a move of 8% into the expected release of quarterly results before the bell on July 17

Bank of America (BAC) July 29.50 straddle priced for a move of 3% into the expected release of quarterly results before the bell on July 17

Bank of New York (BK) July 43.50 straddle priced for a move of 4% into the expected release of quarterly results before the bell on July 17

Comerica (CMA) July 72.50 straddle priced for a move of 4% into the expected release of quarterly results before the bell on July 17

eBay (EBAY) July 39.50 straddle priced for a move of 6% into the expected release of quarterly results after the bell on July 17

International Business Machines (IBM) July straddle 140 priced for a move of 4% into the expected release of quarterly results after the bell on July 17

Netflix (NFLX) July straddle 380 priced for a move of 7% into the expected release of quarterly results after the bell on July 17

Skyworks (SWKS) July 79 straddle priced for a move of 4% into the expected release of quarterly results on July 17

Textron (TXT) July 55 straddle priced for a move of 6.5% into the expected release of quarterly results before the bell on July 17

PNC Financial (PNC) July 140 straddle priced for a move of 2.5% into the expected release of quarterly results before the bell on July 17

U.S. Bancorp (USB) July 53.50 straddle priced for a move of 2% into the expected release of quarterly results before the bell on July 17

United Rentals (URI) July 131 straddle priced for a move of 6% into the expected release of quarterly results after the bell on July 17

American Express (AXP) July 127 straddle priced for a move of 3% into the expected release of quarterly results on July 18

Alliance Data System (ADS) July 150 straddle priced for a move of 6% into the expected release of quarterly results before the bell on July 18

Bank of OZK (OZK) July 30 straddle priced for a move of 7% into the expected release of quarterly results after the bell on July 18

BB&T (BBT) July 50 straddle priced for a move of 3% into the expected release of quarterly results before the bell on July 18

Blackstone (BX) July 46 straddle priced for a move of 4% into the expected release of quarterly results before the bell on July 18

Russell 2000 ETF (RUT) July 1560 straddle priced for a move of 1.4%

For the first time ever, the Dow Jones Industrial Average closed over 27,000, though the Nasdaq
and Russell 2000 closed slightly lower.

Options with decreasing option implied volatility: ORCL ABBV GME AABA CZR
Increasing unusual option volume: CPE GDI CAR ALLY VRAY INFY BBBY JCP
Increasing unusual call option volume: CAR CPE ALLY INFY EVH ETRN BOOM JCP SAVE
Increasing unusual put option volume: CPE PFF GDI LW RLGY ZBRA
Popular stocks with increasing unusual volume: DIS S ABBV MRK
Active options: AMD AAPL TSLA AMZN FB NVDA NIO MSFT BAC MU CVS SNAP BYND DIS BABA S NFLX BBBY ABBV MRK