Pre-Market IV Report July 19, 2019

Pre-Market IV Report July 19, 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: CGC NTAP ACB M TPR CY CSCO WMT GLD SLV GDXJ TEVA WMT SKX CMG TWTR TWLO

Options expected to have increasing volume: MSFT SKX BA CHWY AXP BUD RRGB GCI SLB

Straddle prices for stocks expected to report quarterly results next week

Cal Maine Foods (CALM) July weekly 39 straddle priced for a move of 6% into the expected release of quarterly results before the bell on July 22

Crane (CR) August 85 straddle priced for a move of 7% into the expected release of quarterly results after the bell on July 22

GNC Holdings (GNC) August 2 straddle priced for a move of 15% into the expected release of quarterly results before the bell on July 22

Haliburton (HAL) July weekly 22 straddle priced for a move of 6% into the expected release of quarterly results before the bell on July 22

Melco Resorts (MLCO) August 24 straddle priced for a move of 8% into the expected release of quarterly results before the bell on July 22

TD Ameritrade (AMTD) July weekly 51 straddle priced for a move of 3.5% into the expected release of quarterly results before the bell on July 22

Steel Dynamics (STLD) August 30 straddle priced for a move of 7.5% into the expected release of quarterly results after the bell on July 22

Whirlpool (WHR) July weekly 150 straddle priced for a move of 6.5% into the expected release of quarterly results before the bell on July 22

Snap (SNAP) July weekly 14.50 straddle priced for a move of 13% into the expected release of quarterly results after the bell on July 23

Visa (V) July weekly 180 straddle priced for a move of 2.5% into the expected release of quarterly results after the bell on July 23

Facebook (FB) July weekly 200 straddle priced for a move of 6.5% into the expected release of quarterly results after the bell on July 24

Tesla (TSLA) July weekly 255 straddle priced for a move of 8% into the expected release of quarterly results after the bell on July 24

Amazon (AMZN) July weekly 1990 straddle priced for a move of 6% into the expected release of quarterly results after the bell on July 25

Alphabet (GOOGL) July weekly 1147 straddle priced for a move of 6% into the expected release of quarterly results after the bell on July 25

Red Robin (RRGB) July call option implied volatility is at 57, August is at 45; compared to its 52-week range of 34 to 93 into Vintage Capital disclosed an offer to purchase for $40 per share.

Gannett (GCI) July option implied volatility is at 44; compared to its 52-week range of 23 to 87 into WSJ speculation the company is in late-stage merger talks with GateHouse Media.

Option implied volatility for Gold stocks as gold trades above $1440

Yamana Gold (AUY) 30 day option implied volatility is at 55; compared to its 52-week range of 38 to 64
SPDR Gold Trust (GLD) 30 day option implied volatility is at 17; compared to its 52-week range of 8 to 17
Market Vectors Gold Miners ETF (GDX) 30 day option implied volatility is at 31; compared to its 52-week range of 18 to 35
Kinross Gold (KGC) 30 day option implied volatility is at 48; compared to its 52-week range of 29 to 58
Barrick Gold (GOLD) 30 day option implied volatility is at 35; compared to its 52-week range of 25 to 44
Direxion Daily Junior Gold Miners Index Bull 3x Shares (JNUG) 30 day option implied volatility is at 117; compared to its 52-week range of 55 to 117
Newmont Mining (NEM) 30 day option implied volatility is at 20; compared to its 52-week range of 20 to 38
iShares Gold Trust (IAU) 30 day option implied volatility is at 17; compared to its 52-week range of 9 to 20
AngloGold Ashanti (AU) 30 day option implied volatility is at 45; compared to its 52-week range of 31 to 48
Market Vector Junior Gold Miners Etf (GDXJ) 30 day option implied volatility is at 38; compared to its 52-week range of 19 to 39
Direxion Daily Gold Miners Bull 3x Shares (NUGT) 30 day option implied volatility is at 93; compared to its 52-week range of 52 to 104

Options with decreasing option implied volatility: WW ERIC ALLY EBAY NFLX UAL BK DHR BKLN TSM ORCL ILMN CSX ABBV
Increasing unusual option volume: CBRE SPIKE DEO BTG FLS WEK
Increasing unusual call option volume: SPIKE BTG TSM NEPT BIG EXK MTDR JNK
Increasing unusual put option volume: HAS XES CLVS MNST MRNS CCK LEG ZBRA
Popular stocks with increasing unusual volume: DIS EBAY GOLD
Active options: NFLX MSFT AMD AAPL AMZN GE NVDA IBM FB BABA MU BAC TSLA DIS T GOLD SNAP ROKU AMRN EBAY