Pre-Market IV Report July 18, 2019

Pre-Market IV Report July 18, 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: WMT JCP IBM APRN MRKR VFF SYMC YELP M UVXY VXX SLV GDXH TEVA RRC

Options expected to have increasing volume: NFLX EBAY URI SAP UNH COF CHWY MS AMRN IBM

Marker Therapeutics (MRKR) 30 day call option implied volatility is at 157; compared to its 52-week range of 82 to 179 into readouts from ongoing academic-sponsored trials. Call put ratio 2.7 calls to 1 put with focus on August 15 calls.

Db X-trackers Harvest Csi 300 China A – Shares Fund (ASHR) July call option implied volatility is at 20, August is at 21; compared to its 52-week range of 20 to 36. Call put ratio 1 call to 2 puts.

Straddle prices for stocks expected to quarterly results this week

American Express (AXP) July 127 straddle priced for a move of 3% into the expected release of quarterly results today

Alliance Data System (ADS) July 150 straddle priced for a move of 4.5% into the expected release of quarterly results today before the bell

Bank of OZK (OZK) July 30 straddle priced for a move of 7% into the expected release of quarterly results today after the bell

BB&T (BBT) July 50 straddle priced for a move of 3% into the expected release of quarterly results today before the bell

Blackstone (BX) July 45 straddle priced for a move of 3.5% into the expected release of quarterly results today before the bell

Capital One (COF) July 90 straddle priced for a move of 4.5% into the expected release of quarterly results today after the bell

Chewy (CHWY) July 30 straddle priced for a move of 12.5% into the expected release of quarterly results today after the bell

Danaher (DHR) July 140 straddle priced for a move of 3% into the expected release of quarterly results on July 18

E Trade (ETFC) July 46 straddle priced for a move of 3.5% into the expected release of quarterly results after the bell on July 18

Honeywell (HON) July 167.5 straddle priced for a move of 3.5% into the expected release of quarterly results today before the bell

Intuitive Surgical (ISRG) July 525 straddle priced for a move of 4.5% into the expected release of quarterly results today after the bell

Kansas City Southern (KSU) July 117 straddle priced for a move of 3.5% into the expected release of quarterly results today

Microsoft (MSFT) July 136 straddle priced for a move of 3% into the expected release of quarterly results today after the bell

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

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

Philip Morris (PM) July 81 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

Blackrock (BLK) July 470 straddle priced for a move of 2% into the expected release of quarterly results before the bell on July 19.

Regions (RF) July 15 straddle priced for a move of 2.5% into the expected release of quarterly results before the bell on July 19.

Schlumberger (SLB) July 38.50 straddle priced for a move of 3% into the expected release of quarterly results before the bell on July 19.

Cleveland Cliffs (CLF) July 11 straddle priced for a move of 7.5% into the expected release of quarterly results before the bell on July 19.

Amarin (AMRN) 30 day call option implied volatility is at 60; compared to its 52-week range of 55 to 429 into announcing $400M secondary offering.

InVitae (NVTA) call put ratio 12 calls to 1 put with focus on July and August calls

Options with decreasing option implied volatility: ZM BBBY FAST DPZ UAL BAC ORCL CSX ILMN ABBV
Increasing unusual option volume: SRCL SPLV VAR LDOS EMLC CTAS SENS CYH APRN
Increasing unusual call option volume: EMLC PETS PNC LDOS FSM BIG APRN SGEN NVTA
Increasing unusual put option volume: SPLV GPOR RRC CYH APRN ACAD ADNT CCK UNFI
Popular stocks with increasing unusual volume: AMAT TEVA PG HON NFLX
Active options: BAC TSLA AMD NFLX AAPL MSFT FB PG BIDU BABA QCOM TEVA AMZN NVDA GE MU DIS AMAT T JPM