Pre-Market IV Report July 2, 2018

Pre-Market IV Report July 1, 2018

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 overlooked information.

Options with increasing option implied volatility:  IRBT IMGN YRCW P TWTR SPOT UAA GRUB FOLD EXPE

Options expected to have increasing volume: SPY QQQ IWM RUT VMW DVMT TSLA

S&P Dep Receipts (SPY) July weekly call option implied volatility is at 11, July is at 12; compared to its 52-week range of 7 to 34 into Barron’s cover headline “The Bull’s Final Countdown.”

Tesla (TSLA) weekly option implied volatility bid at 66 into Q2 delivery numbers

Tesla (TSLA) July weekly call option implied volatility is at 66, July is at 59; compared to its 52-week range of 32 to 71 into Q2 delivery numbers expected to be released by July 3.

Ishares Msci Mexico Capped Etf (EWW) July weekly call option implied volatility is at 40, July is at 30; compared to its 52-week range of 15 to 31 into leftist presidential and congressional election wins. Call put ratio 1 call to 1.24 puts.

America Movil (AMX) July call option implied volatility is at 33, August is at 26; compared to its 52-week range of 20 to 34. Call put ratio 31 calls to 1 put with focus on July and August 18 calls.

Kansas City Southern (KSU) July weekly call option implied volatility is at 33, July is at 30; compared to its 52-week range of 18 to 37 into leftist presidential and congressional election wins.

Dell Technologies Inc. (DVMT) July call option implied volatility is at 44, August is at 40; compared to its 52-week range of 19 to 57 into Dell to offer cash or equity for Class V tracking stock.  Call put ratio 1.69 calls to 1 put.

Ishares Msci Germany Etf (EWG) July weekly call option implied volatility is at 16, July is at 18; compared to its 52-week range of 9 to 27 into reports of German political repercussions from immigration crisis.

Financial Select Sector SPDR ETF (XLF) July call option implied volatility is at 21; compared to its 52-week range 12 to 28. Call put ratio 2 calls to 1 put.

Increasing unusual option volume: SENS VAC RDNT BC DPS FHN IPI ATVI

 Increasing unusual call option volume: RDNT VAC SENS APTV BC DPS KIM ENB

 Increasing unusual put option volume:  UBS FEZ MNK STZ FHN ATI AMJ

 Popular stocks with increasing unusual option volume: STZ JPM AABA

 Options with decreasing option implied volatility: GBT CARA ARRY TGTX

Cboe Bitcoin July futures up 432 to 6330