Pre-Market IV Report July 16, 2019

Pre-Market IV Report July 16, 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 RLGY SWN SYMC NOK EBAY TEVA WMT NOK APC OSTK RTRX CGC TPR BKLN WMT

Options expected to have increasing volume: JPM CSX GS JNJ UAL WFC JBHT TSLA AMZN FB GOOGL

Facebook (FB) July call option implied volatility is at 31, August is at 34; compared to its 52-week range of 23 to 53 into executives from Amazon.com (AMZN), Apple (AAPL) and Alphabet’s Google (GOOG) testifying before a House congressional committee today in a hearing to discuss the market power wielded by online platforms. Call put ratio 2.8 calls to 1 put.

Alphabet (GOOGL) July call option implied volatility is at 18, August is at 24; compared to its 52-week range of 18 to 41 into executives from Amazon.com (AMZN) Apple (AAPL) and Facebook (FB) testifying before a House congressional committee today in a hearing to discuss the market power wielded by online platforms. Call put ratio 1.36 calls to 1 put.

Apple (AAPL) July weekly call option implied volatility is at 20, August is at 27; compared to its 52-week range of 16 to 46 into executives from Amazon.com (AMZN), Alphabet (GOOG) and Facebook (FB) testifying before a House congressional committee today in a hearing to discuss the market power wielded by online platforms.

Amazon (AMZN) July call option implied volatility is at 22, August is at 25; compared to its 52-week range of 20 to 54 into executives from Apple (Apple), Alphabet (GOOG) and Facebook (FB) testifying before a House congressional committee today in a hearing to discuss the market power wielded by online platforms.

Twitter (TWTR) July call option implied volatility is at 32, August is at 53; compared to its 52-week range of 31 to 92 into executives from Apple (Apple), Amazon (AMZN) Alphabet (GOOG) and Facebook (FB) testifying before a House congressional committee today in a hearing to discuss the market power wielded by online platforms. Call put ratio 3 calls to 1 put with focus on July calls. EPS are expected on July 26.

Snap (SNAP) July call option implied volatility is at 43, August is at 65; compared to its 52-week range of 36 to 98 into executives from Apple (Apple), Amazon (AMZN) Alphabet (GOOG) and Facebook (FB) testifying before a House congressional committee today in a hearing to discuss the market power wielded by online platforms. Call put ratio 3.7 calls to 1 put with focus on July 15.50 calls.

Alibaba (BABA) July call option implied volatility is at 32, August is at 30; compared to its 52-week range of 24 to 54. Call put ratio 2.9 calls to 1 put.

Straddle prices for stocks expected to quarterly results this week

Canopy Growth (CGC) July 35 straddle priced for a move of 5.5% into the expected release of quarterly results today

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

CSX (CSX) July 78.50 straddle priced for a move of 3.5% into the expected release of quarterly results today after the bell

Dominos Pizza (DPZ) July 270 straddle priced for a move of 6% into the expected release of quarterly results today before the bell

Johnson & Johnson (JNJ) July 135 straddle priced for a move of 3% into the expected release of quarterly results today before the bell

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

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

Prologis (PLD) July 80 straddle priced for a move of 4% into the expected release of quarterly results today

United Airlines (UAL) July 91 straddle priced for a move of 4.5% into the expected release of quarterly results today

Goldman Sachs (GS) July 212.50 straddle priced for a move of 3.5% into the expected release of quarterly results today before the bell

Wells Fargo (WFC) July 46.50 straddle priced for a move of 2.5% into the expected release of quarterly results today before the bell

Abbott (ABT) July 84 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

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

International Business Machines (IBM) July straddle 143 priced for a move of 4.5% into the expected release of quarterly results after the bell on July 17

Netflix (NFLX) July straddle 365 priced for a move of 7% into the expected release of quarterly results after the bell on July 17

Skyworks (SWKS) July 82 straddle priced for a move of 2.5% 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 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 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 135 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 5% 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 7.5% 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 3.5% into the expected release of quarterly results before the bell on July 18

Capital One (COF) July 90 straddle priced for a move of 4% into the expected release of quarterly results after the bell on July 18

Chewy (CHWY) July 35 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

Danaher (DHR) July 140 straddle priced for a move of 2.5% into the expected release of quarterly results on July 18

E Trade (ETFC) July 45 straddle priced for a move of 4% into the expected release of quarterly results after the bell on July 18

Honeywell (HON) July 175 straddle priced for a move of 3$ into the expected release of quarterly results before the bell on July 18

Intuitive Surgical (ISRG) July 527.50 straddle priced for a move of 4.5% into the expected release of quarterly results after the bell on July 18

Kansas City Southern (KSU) July 120 straddle priced for a move of 3% into the expected release of quarterly results on July 18

Microsoft (MSFT) July 138 straddle priced for a move of 3.5% into the expected release of quarterly results after the bell on July 18

Morgan Stanley (MS) July 44 straddle priced for a move of 3.5% into the expected release of quarterly results before the bell on July 18

Nucor (NUE) July 55 straddle priced for a move of 2.5% into the expected release of quarterly results before the bell on July 18

Philip Morris (PM) July 81.50 straddle priced for a move of 3% into the expected release of quarterly results on July 18

SAP (SAP) July 135 straddle priced for a move of 5% into the expected release of quarterly results on July 18

SunTrust (STI) July 65 straddle priced for a move of 3.5% into the expected release of quarterly results before the bell on July 18

UnitedHealth Group (UNH) July 265 straddle priced for a move of 2.5% into the expected release of quarterly results before the bell on July 18

Options with decreasing option implied volatility: ADBE ILMN ORCL ABBV GME BBBY ARRY FAST LEVI PEP
Increasing unusual option volume: HLIT DXC SYMC NTEC GLYC RLGY FHN BOOT SM GTN NOAH
Increasing unusual call option volume: GTN DXC BOOT CXW FHN GLYC SYMC ON MLCO GDS APTV NYT TGT
Increasing unusual put option volume: DXC SYMC PTEN CXO NTEC RLGY GLYC NOAH TSEM BIG
Popular stocks with increasing unusual volume: SYMC F DPZ HLT NOK TEVA
Active options: AMD TSLA AAPL FB BAC BABA INTC C TEVA NFLX SYMC JPM MU TWTR AMZN F SNAP MSFT DXC NVDA