Pre-Market IV Report July 15, 2019

Pre-Market IV Report July 15, 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: MYL ITCI NOK EBAY TEVA CCJ C GS WFC BAC OSTK SWN
Options expected to have increasing volume: C GS JBHT SCHW GILD EIX GILD GLPG CCJ UUUU UEC

Gilead Sciences (GILD) July call option implied volatility is at 17, August is at 24; compared to its 52-week range of 19 to 43 into investing $5.1B in Galapagos (GLPG).

Galapagos (GLPG) July call option implied volatility is at 24, August is at 30; compared to its 52-week range of 31 to 91 into Gilead Sciences (GILD) $5.1B investment. Call put ratio 3 calls to 1 put.

Cameco Corp. (CCJ) July call option implied volatility is at 40, August is at 36; compared to its 52-week range of into 28 to 49 into Section 232 decision on U.S. uranium imports. Call put ratio 18.8 calls to 1 put with focus on July 11 calls.

Energy Fuels (UUUU) 30 day option implied volatility is at 114; compared to its 52-week range of 63 to 128 into President Trump says challenges facing U.S. uranium mining a national security issue. Call put ratio 4.6 calls to 1 put with focus on July and August 2.5 calls.

Uranium Energy (UEC) 30 day option implied volatility is at 114; compared to its 52-week range of 63 to 138 into President Trump says challenges facing U.S. uranium mining a national security issue. Call put ratio 7.5 calls to 1 put with focus on August 2 calls.

AB InBev (BUD) July call option implied volatility is at 23, August is at 24; compared to its 52-week range of 16 to 33 after AB InBev says not proceeding at this time with IPO of Budweiser Brewing APAC.

Molson Coors (TAP) July call option implied volatility is at 17, August is at 28; compared to its 52-week range of 20 to 42 after AB InBev (BUD) says not proceeding at this time with IPO of Budweiser Brewing APAC. Call put ratio 2.8 calls to 1 put.

Financial Select Sector SPDR ETF (XLF) July call option implied volatility is at 14, August is at 15; compared to its 52-week range of 13 to 34 into bank quarterly financial results releases. Call put ratio 1 call to 1.1 put.

Straddle prices for stocks expected to quarterly results next week

Straddle prices for stocks expected to quarterly results this 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 3.5% into the expected release of quarterly results before the bell on July 15

Canopy Growth (CGC) July 34 straddle priced for a move of 6.5% into the expected release of quarterly results on July 16

Canadian Pacific Railway (CP) July 240 straddle priced for a move of 3% into the expected release of quarterly results before the bell on July 16

CSX (CSX) July 78.50 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 5.5% into the expected release of quarterly results before the bell on July 16

Johnson & Johnson (JNJ) July 134 straddle priced for a move of 3% into the expected release of quarterly results before the bell on July 16

JPMorgan (JPM) July 115 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 4% into the expected release of quarterly results before the bell on July 16

United Airlines (UAL) July 91 straddle priced for a move of 4.55% into the expected release of quarterly results after the bell on July 16

Goldman Sachs (GS) July 215 straddle priced for a move of 3.5% into the expected release of quarterly results before the bell on July 16

Wells Fargo (WFC) July 47.50 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 3.5% 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 40 straddle priced for a move of 5% into the expected release of quarterly results after the bell on July 17

Netflix (NFLX) July straddle 372.50 priced for a move of 7% into the expected release of quarterly results after the bell on July 17

Skyworks (SWKS) July 81 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% into the expected release of quarterly results before the bell on July 17

PNC Financial (PNC) July 142 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 136 straddle priced for a move of 6% into the expected release of quarterly results after the bell on July 17

American Express (AXP) July 128 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

Capital One (COF) July 91 straddle priced for a move of 4% into the expected release of quarterly results after the bell on July 18

Chewy (CHWY) July 34 straddle priced for a move of 12% into the expected release of quarterly results after the bell on July 18

Cleveland Cliffs (CLF) July 10 straddle priced for a move of 8% into the expected release of quarterly results before the bell on July 18

Options with decreasing option implied volatility: LEVI ORCL ABBV GME CZR
Increasing unusual option volume: UUUU UEC CCJ CHS ILMN NOAH MGA RHI DCPH
Increasing unusual call option volume: CCJ UEC UUU CHS GRPN ILMN UXIN BERY TEN ESTC
Increasing unusual put option volume: ILMN INFY COMM CHS DCPH LBTYA PZZA TEN CALM
Popular stocks with increasing unusual volume: CVS SNAP ABBV MRK BYND
Active options: AMD AAPL TSLA AMZN FB NVDA NIO MSFT BAC MU CVS SNAP BYND DIS BABA S NFLX BBBY ABBV MRK