Pre-Market IV Report July 16, 2020

Pre-Market IV Report July 16, 2020

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: W EBAY ZNGA TSLA SRNE LVGO TLT USO CZR PCG BE EVRI SPCE NFLX AZN

Options expected to have increasing volume: TWTR AAL UAL LUV DAL NFLX AA ABT BAC DHR DPZ JNJ HON MS SCHW TSM DELL VMW

Twitter (TWTR) IV into Obama, Biden, Bezos, Musk, other accounts hacked in bitcoin scam

Twitter (TWTR) July call option implied volatility is at 54, August is at 65; compared to its 52-week range of 26 to 138 into Obama, Biden, Bezos, Musk, other Twitter accounts hacked in bitcoin scam. Call put ratio 2.3 calls to 1 put.

Snap (SNAP) July call option implied volatility is at 65, August is at 75; compared to its 52-week range of 38 to 127 into Obama, Biden, Bezos, Musk, other Twitter (TWTR) accounts hacked in bitcoin scam. Call put ratio 3.8 calls to 1 put.

Pinterest (PINS) July option implied volatility is at 64, August is at 75; compared to its 52-week range of 38 to 154.

Facebook (FB) July option implied volatility is at 43, August is at 48; compared to its 52-week range of 21 to 82.

Dell Technologies (DELL) July call option implied volatility is at 39, August is at 38; compared to its 52-week range of 26 to 118 into confirming considering VMWare (VMW) spinoff. Call put ratio 1.7calls to 1 put with focus on July 52.50 calls.

VMWare (VMW) June weekly call option implied volatility is at 37, July is at 40; compared to its 52-week range of 22 to 87 into Dell Technologies (DELL) confirming considering VMWare spinoff. VMW call put ratio 1.4 calls to 1 put.

Airline option implied volatility into shares trading lower

Delta (DAL) 30-day option implied volatility is at 87; compared to its 52-week range of 20 to 265.

Southwest Airlines (LUV) 30-day option implied volatility is at 74; compared to its 52-week range of 17 to 203.

American Airlines (AAL) 30-day option implied volatility is at 134; compared to its 52-week range of 29 to 293.

United Airlines (UAL) 30-day option implied volatility is at 87; compared to its 52-week range of 20 to 421.

Alaska Airlines (ALK) 30-day option implied volatility is at 80; compared to its 52-week range of 21 to 234.

Allegiant Air (ALGT) 30-day option implied volatility is at 83; compared to its 52-week range of 21 to 216.

U.S. Global Jets ETF (JETS) 30-day option implied volatility is at 79; compared to its 52-week range of 14 to 204.

Straddle prices for stocks expected to report quarterly results this week

Bank of America (BAC) July 24.50 straddle priced for a move of 4% into the expected release of quarter results today.

Danaher (DHR) July 190 straddle priced for a move of 4% into the expected release of quarter results today.

Dominos Pizza (DPZ) July 415 straddle priced for a move of 8% into the expected release of quarter results today.

Honeywell (HON) July 152.50 straddle priced for a move of 3% into the expected release of quarter results today before the bell.

Johnson & Johnson (JNJ) July 148 straddle priced for a move of 3% into the expected release of quarter results today before the bell.

Morgan Stanley (MS) July 51.50 straddle priced for a move of 5% into the expected release of quarter results today before the bell.

Netflix (NFLX) July 525 straddle priced for a move of 11% into the expected release of quarter results today after the bell.

PPG Industries (PPG) July 115 straddle priced for a move of 6% into the expected release of quarter results today after the bell.

Schwab (SCHW) July 35.5 straddle priced for a move of 6% into the expected release of quarter results today before the bell.

Taiwan Semiconductor (TSM) July 66 straddle priced for a move of 4.5% into the expected release of quarter results today.

Ally Financial (ALLY) July 22 straddle priced for a move of % into the expected release of quarter results before the bell on July 17.

Blackrock (BLK) July 570 straddle priced for a move of 5% into the expected release of quarter results before the bell on July 17.

Kansas City Southern (KSU) July 155 straddle priced for a move of 8% into the expected release of quarter results before the bell on July 17.

State Street (STT) July 65 straddle priced for a move of 5% into the expected release of quarter results before the bell on July 17.

Options with decreasing option implied volatility: NKE C HTZ WFC BYFT NIO BBBY UA NCLH RCL CCL
Increasing unusual option volume: SOLO PRPL LRN WKHS STM ANGI
Increasing unusual call option volume: SOLO PRPL STM LRN WKHS INFY ANGI
Increasing unusual put option volume: ERIC BE SMAR ALT VIAC AZN
Popular stocks with increasing volume: UAL CCL AZN NKLA WMT
Active options: AAPL AAL TSLA BA AMD F MSFT GE MRNA NIO BAC FB CCL WMT AMZN DAL AZN NKLA UAL JPM