Pre-Market IV Report July 23, 2019

Pre-Market IV Report July 23, 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: TEVA DISH IRBT SWK LMT TTD TWLO CMG TEVA RRC HOG AMZN SNAP BYND FB

Options expected to have increasing volume: SNAP BYND KO CMG BA LMT UTX OXY HOG

Beyond Meat (BYND) July weekly call option implied volatility is at 98, August is at 99; compared to its 5-week range of 72 to 141. Call put ratio 2 calls to 1 put.

iRobot (IRBT) July weekly call option implied volatility is at 130, August is at 63; compared to its 52-week range of 38 to 87 into the expected release of quarterly results today after the bell.

Stanley Black & Decker (SWK) July weekly call option implied volatility is at 56, August is at 31; compared to its 52-week range of 18 to 45 into the expected release of quarterly today results after the bell.

Straddle prices for stocks expected to report quarterly results next week

United Technologies (UTX) July weekly 132 straddle priced for a move of 3% into the expected release of quarterly results today before the bell

Biogen (BIIB) July weekly 232.50 straddle priced for a move of 4% into the expected release of quarterly results today before the bell

Coca-Cola (KO) July weekly 51 straddle priced for a move of 3% into the expected release of quarterly results today before the bell

Texas Instruments (TXN) July weekly 117 straddle priced for a move of 4.5% into the expected release of quarterly results on July 23

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

Chipotle (CMG) July weekly 742.5 straddle priced for a move of 6.5% into the expected release of quarterly results after the bell on July 23

Caterpillar (CAT) July weekly 135 straddle priced for a move of 4.5% into the expected release of quarterly results before the bell on July 23

Snap (SNAP) July weekly 14 straddle priced for a move of 13% into the expected release of quarterly results after the bell on July 23

Tesla (TSLA) July weekly 255 straddle priced for a move of 7.5% into the expected release of quarterly results after the bell on July 24

Boeing (BA) July weekly 372.50 straddle priced for a move of 2.5% into the expected release of quarterly results before the bell on July 24

Facebook (FB) July weekly 202.50 straddle priced for a move of 6% into the expected release of quarterly results after the bell on July 24

Amazon (AMZN) July weekly 1985 straddle priced for a move of 4.5% into the expected release of quarterly results after the bell on July 25

Alphabet (GOOGL) July weekly 1140 straddle priced for a move of 5% into the expected release of quarterly results after the bell on July 25

Intel (INTC) July weekly 51.50 straddle priced for a move of 5% into the expected release of quarterly results after the bell on July 25

Twitter (TWTR) July weekly 37.50 straddle priced for a move of 11% into the expected release of quarterly results after the bell on July 26

Options with decreasing option implied volatility: HAL PM ORCL CSX ABBV AABA

Increasing unusual option volume: GEO HIMX PHM NTEC RDUS

Increasing unusual call option volume: HIMX XLC ALNY

Increasing unusual put option volume: GEO LBTYA BC CB PTE

Popular stocks with increasing unusual volume: T SNAP INTC BYND

Active options: AAPL FB NFLX MU BYND MSFT SNAP AMD DIS AMAT TWTR TSLA BAC BABA NVDA TEVA INTC AMZN GE