Pre-Market IV Report July 17, 2020

Pre-Market IV Report July 17, 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: FSLY LVGO SONO SPOT FIXX APT LL SPCE URBN AMZN ZNGA W SRNE EBAY AZN

Options expected to have increasing volume: NFLX TWTR DIS BLK STT KSU RF UAL ALLY CFG IBM BA SNAP CMG CCL RCL NCLH TREE JBHT

Straddle prices for stocks expected to report quarterly results this week

Ally Financial (ALLY) July 22 straddle priced for a move of 7% into the expected release of quarter results today before the bell.

Blackrock (BLK) July 565 straddle priced for a move of 4.5% into the expected release of quarter results today before the bell.

Kansas City Southern (KSU) July 160 straddle priced for a move of 6% into the expected release of quarter results today before the bell.

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.

Regions Financial (RF) July 11 straddle priced for a move of 5.5% into the expected release of quarter results before the bell on July 17.

Straddle prices for stocks expected to report quarterly results next week

Halliburton (HAL) July weekly 13 straddle priced for a move of 10% into the expected release of quarter results before the bell on July 20.

IBM (IBM) July weekly 125 straddle priced for a move of 5% into the expected release of quarter results after the bell on July 20.

Lands End (LE) August straddle priced for a move of 22% into the expected release of quarter results before the bell on July 20.

Steel Dynamics (STLD) August 27 straddle priced for a move of 13% into the expected release of quarter results after the bell on July 20.

Intuitive Surgical (ISRG) July weekly 605 straddle priced for a move of 7% into the expected release of quarter results after the bell on July 21.

iRobot (IRBT) July weekly 85 straddle priced for a move of 17% into the expected release of quarter results after the bell on July 21.

Lockheed Martin (LMT) July weekly 365 straddle priced for a move of 5% into the expected release of quarter results before the bell on July 21.

Philip Morris (PM) July weekly 75 straddle priced for a move of 5% into the expected release of quarter results before the bell on July 21.

Snap (SNAP) July weekly 24 straddle priced for a move of 14% into the expected release of quarter results after the bell on July 21.

Southern Copper (SCCO) July weekly 43 straddle priced for a move of 11% into the expected release of quarter results after the bell on July 21.

Texas Instruments (TXN) July weekly 132 straddle priced for a move of 6% into the expected release of quarter results after the bell on July 21.

United Airlines (UAL) July weekly 35.50 straddle priced for a move of 12% into the expected release of quarter results after the bell on July 21.

Biogen (BIIB) July weekly 280 straddle priced for a move of 6% into the expected release of quarter results before the bell on July 22.

Canadian Pacific (CP) August 270 straddle priced for a move of 7% into the expected release of quarter results on July 22.

Chipotle (CMG) July weekly 1130 straddle priced for a move of 7% into the expected release of quarter results after the bell on July 22.

CSX (CSX) July weekly 71 straddle priced for a move of 7% into the expected release of quarter results after the bell on July 22.

Las Vegas Sands (LVS) July weekly 50 straddle priced for a move of 9% into the expected release of quarter results after the bell on July 22.

Melco Resorts (MLCO) August 17 straddle priced for a move of 17% into the expected release of quarter results before the bell on July 22.

Microsoft (MSFT) July weekly 202.50 straddle priced for a move of 6% into the expected release of quarter results after the bell on July 22.

PG&E (PCG) July weekly 9 straddle priced for a move of 8% into the expected release of quarter results on July 22.

Spirit (SAVE) August 18 straddle priced for a move of 26% into the expected release of quarter results on July 22.

Tesla (TSLA) July weekly 1500 straddle priced for a move of 17% into the expected release of quarter results after the bell on July 22.

Whirlpool (WHR) July weekly 144 straddle priced for a move of 8% into the expected release of quarter results after the bell on July 22.

Options with decreasing option implied volatility: GS C BRK/B OXY HTZ ALT C UNH BK
Increasing unusual option volume: MCRB DGLY SPWH LRN NBRV WKHS BGCP MXIM
Increasing unusual call option volume: DGLY SPWH LRN THC NBRV APD SOLO QGEN
Increasing unusual put option volume: DGLY LOGI ASHR DXC CRBP DELL CZR MNK TBT
Popular stocks with increasing volume: NIO MS F NKLA SPCE AAL SPOT
Active options: AAPL SPCE TSLA BAC MSFT NFLX AAL NIO AMZN BA MS FB DKNG GE JPM AMD F TWTR WFC NKLA
Global S&P Futures recently mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $40.42, natural gas mixed, gold at $1802 an ounce