Pre-Market IV Report July 23, 2020

Pre-Market IV Report July 23, 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: NAK GLD TGT EBAY APT FE FSLY SPOT PDD SONO SLV IAU HOME LINC

Options expected to have increasing volume: TSLA MSFT T EXPE INTC MAT LUV AAL HON SLB SKX

SPDR Gold Trust (GLD) 30-day option implied volatility is at 20; compared to its 52-week range of 9 to 45 as gold at nine-year high. Call put ratio 3.5 calls to 1 put.

Ishares Silver Trust (SLV) 30-day option implied volatility is at 63; compared to its 52-week range of 14 to 94 as silver near a six-year high. Call put ratio 4.9 calls to 1 put.

Freeport-McMoran (FCX) 30-day option implied volatility is at 56; compared to its 52-week range of 35 to 185 as copper near a two-year high.

Straddle prices for stocks expected to report quarterly results this week

AT&T (T) July weekly 30 straddle priced for a move of 3.5% into the expected release of quarter results today before the bell.

AutoNation (AN) August 49 straddle priced for a move of 8% into the expected release of quarter results today before the bell.

Bank of OZK (OZK) August 25 straddle priced for a move of 13% into the expected release of quarter results today after the bell.

Blackstone (BX) July weekly 58 straddle priced for a move of 3.5% into the expected release of quarter results today before the bell.

Boston Beer (SAM) August 660 straddle priced for a move of 13% into the expected release of quarter results today.

Expedia (EXPE) July weekly 87.50 straddle priced for a move of 7% into the expected release of quarter results today after the bell.

Hershey (HSY) July weekly 138 straddle priced for a move of 7% into the expected release of quarter results today.

Intel (INTC) a July weekly 61 straddle priced for a move of 5% into the expected release of quarter results today after the bell.

Kimberly-Clark (KMB) July weekly 144 straddle priced for a move of 3% into the expected release of quarter results today before the bell.

Live Nation (LYV) August 50 straddle priced for a move of 14% into the expected release of quarter results today.

Mattel (MAT) July weekly 11 straddle priced for a move of 14% into the expected release of quarter results today after the bell.

Nucor (NUE) July weekly 42 straddle priced for a move of 4% into the expected release of quarter results today before the bell.

PulteGroup (PHM) July weekly 40 straddle priced for a move of 6% into the expected release of quarter results today.

Royal Caribbean (RCL) July weekly 52 straddle priced for a move of 7% into the expected release of quarter results today before the bell.

Skechers (SKX) July weekly 31 straddle priced for a move of 14% into the expected release of quarter results today after the bell.

Taubman Centers (TCO) August 40 straddle priced for a move of 14% into the expected release of quarter results today.

Twitter (TWTR) July weekly 37 straddle priced for a move of 10% into the expected release of quarter results today before the bell.

Union Pacific (UNP) July weekly 180 straddle priced for a move of 3.5% into the expected release of quarter results today before the bell.

American Express (AXP) July weekly straddle priced for a move of % into the expected release of quarter results before the bell on July 24.

Bloomin Brands (BLMN) July weekly 97 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on July 24.

Goodyear (GT) July weekly 9.5 straddle priced for a move of 7% into the expected release of quarter results before the bell on July 24.

Honeywell (HON) July weekly 155 straddle priced for a move of 5% into the expected release of quarter results before the bell on July 24.

Schlumberger (SLB) July weekly 19 straddle priced for a move of 6% into the expected release of quarter results before the bell on July 24.

Ventas (VTR) July weekly 35 straddle priced for a move of 14% into the expected release of quarter results before the bell on July 24.

Verizon (VZ) July weekly 56 straddle priced for a move of 3% into the expected release of quarter results before the bell on July 24.

Options with decreasing option implied volatility: GS C HTZ FDX NBL NKE CVM NCLH
Increasing unusual option volume: FE WKHS KTOS BLNK CUK LRN
Increasing unusual call option volume: FE WKHS KTOS BLNK AEO
Increasing unusual put option volume: VWO SGMS WU ITCI PHM VNO
Popular stocks with increasing volume: PFE SPCE SNAP NIO AAL F
Active options: AMD MSFT PFE SNAP TSLA AAPL NIO BAC BA SPCE FB TWTR NKLA WFC AMZN BABA AAL F NVDA GE
Global S&P Futures slightly lower premarket, Nikkei down 0.5%, DAX closed, WTI Crude oil recently at $42.03, natural gas mixed, gold at $1871 an ounce