Pre-Market IV Report July 17, 2019

Pre-Market IV Report July 17, 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: UAL UNH WMT MYL APC CMG EBAY RLGY SWN TEVA GDXJ WW CGC RTRX

Options expected to have increasing volume: QCOM NFLX BAC MS ABT TXT PNC USB NUS HLF CSX UAL SGEN MNST

Qualcomm (QCOM) July call option implied volatility is at 28, August is at 34; compared to its 52-week range of 19 to 44 into the DOJ requested halt of antitrust ruling against company.

Monster Beverage (MNST) July call option implied volatility is at 20, August is at 31; compared to its 52-week range of 19 to 41 as shares trade lower in premarket on unconfirmed regulatory reports.

Straddle prices for stocks expected to quarterly results this week

Abbott (ABT) July 83 straddle priced for a move of 3.5% into the expected release of quarterly results today before the bell

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

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

Bank of New York (BK) July 43 straddle priced for a move of 4% into the expected release of quarterly results today before the bell

Comerica (CMA) July 72.50 straddle priced for a move of 3.5% into the expected release of quarterly results today before the bell

eBay (EBAY) July 40 straddle priced for a move of 5% into the expected release of quarterly results today after the bell

International Business Machines (IBM) July straddle 143 priced for a move of 4% into the expected release of quarterly results today after the bell

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

Skyworks (SWKS) July 82 straddle priced for a move of 2.5% into the expected release of quarterly results today

Textron (TXT) July 55 straddle priced for a move of 5.5% into the expected release of quarterly results today before the bell

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

U.S. Bancorp (USB) July 52 straddle priced for a move of 2% into the expected release of quarterly results today before the bell

United Rentals (URI) July 137 straddle priced for a move of 5.5% into the expected release of quarterly results today after the bell

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 4.5% 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 11 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 46 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 515 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% 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 3.5% into the expected release of quarterly results on July 18

SAP (SAP) July 135 straddle priced for a move of 4.5% 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

Corporate earnings season has gotten off to a good start as most companies who’ve reported already have beaten analyst estimates.

Options with decreasing option implied volatility: ZM ORCL ILMN ABBV GME BBBY LEVI PRGO AABA JBHT CZR DAL C

Increasing unusual option volume: APRN TXMD FHN DCPH BRKS LSCC DISCA CTAS TRN

Increasing unusual call option volume: APRN BRKS FHN DISCA TXMD OMC RYAM SGEN JBHT

Increasing unusual put option volume: APRN TXMD LSCC PZZA LNC PETS DCPH

Popular stocks with increasing unusual volume: X UAL S PZZA DPZ

Active options: AAPL AMD BAC TSLA FB ROKU BABA MSFT MU WFC JPM NVDA AMZN S NFLX BYND SNAP X C UAL