Pre-Market IV Report July 24, 2018

Pre-Market IV Report July 24, 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: BIIB SNAP TAHO NXPI FIT PLNT HUYA HD UNIT SAN EVHC BA NXPI PII HOG T VZ

Options expected to be active: GOOGL GOOG BIIB VZ T LLY UTX KMB FB AMZN AMTD WHR ZION BIDU KO

NXP Semiconductors (NXPI) July weekly call option implied volatility is at 177, August is at 111; compared to its 52-week range of 8 to 71 on uncertainty of Qualcomm’s (QCOM) completing its $44B acquisition. Call put ratio 1 to 1.

Straddle prices for stocks expected to report results this week

Allegiant Travel (ALGT) July weekly 145 straddle priced for move of 8% into the expected release of EPS after the close on July 25
Anthem (ATHM) August 100 straddle priced for move of 11% into the expected release of EPS before the open on July 25
Baidu (BIDU) July weekly 260 straddle priced for move of 3% into the expected release of EPS after the close on July 25
Barrack Gold (ABX) July weekly 12 straddle priced for move of 4% into the expected release of EPS before the open on July 25
Boeing (BA) July weekly 350 straddle priced for move of 4% into the expected release of EPS before the open on July 25
Boston Scientific (BSX) July weekly 34 straddle priced for move of 4% into the expected release of EPS before the open on July 25
Build-A-Bear (BBW) August 7.5 straddle priced for move of 11% into the expected release of EPS before the open on July 25
Coca-Cola (KO) July weekly 45 straddle priced for move of 2.3% into the expected release of EPS before the open on July 25
Corning (GLW) July weekly 29.50 straddle priced for move of 4.8% into the expected release of EPS before the open on July 25
Equifax (EFX) July weekly 127 straddle priced for move of 4% into the expected release of EPS after the close on July 25
F5 Networks (FFIV) July weekly 172.50 straddle priced for move of 5.5% into the expected release of EPS before the open on July 25
Facebook (FB) July weekly 210 straddle priced for move of 5.3% into the expected release of EPS after the close on July 25
Fiat Chrysler (FCAU) August 19 straddle priced for move of 8.5 % into the expected release of EPS before the open on July 25
Ford (F) July weekly 10.50 straddle priced for move of 3.8% into the expected release of EPS before the open on July 25
General Dynamics (GD) July weekly 195 straddle priced for move of 3.4% into the expected release of EPS before the open on July 25
General Motors (GM) July weekly 39 straddle priced for move of 4.6% into the expected release of EPS before the open on July 25
Gilead (GILD) July weekly 77 straddle priced for move of 4.7% into the expected release of EPS after the close on July 25
GlaxoSmithKline (GSK) July weekly 41 straddle priced for move of 3.1% into the expected release of EPS before the open on July 25
Goldcorp (GG) July weekly 13 straddle priced for move of 3.8% into the expected release of EPS before the open on July 25
Grub Hub (GRUB) July weekly 110 straddle priced for move of 10.5% into the expected release of EPS before the open on July 25
HCA Healthcare (HCA) July weekly 108 straddle priced for move of 3.4% into the expected release of EPS before the open on July 25
Las Vegas Sands (LVS) July weekly 74 straddle priced for move of 4% into the expected release of EPS after the close on July 25
Mattel (MAT) July weekly 16.50 straddle priced for move of 10% into the expected release of EPS before the open on July 25
Northrop Grumman (NOC) July weekly 315 straddle priced for move of 3.6% into the expected release of EPS before the open on July 25
Norfolk Southern (NSC) July weekly 162.50 straddle priced for move of 3.7% into the expected release of EPS before the open on July 25
New York Times (NYT) August 25 straddle priced for move of 7.5% into the expected release of EPS before the open on July 25
NASDAQ (NDAQ) August 95 straddle priced for move of 4.2% into the expected release of EPS before the open on July 25
O’Reilly (ORLY) August 300 straddle priced for move of 7.3% into the expected release of EPS after the close on July 25
PayPal (PYPL) July weekly 89 straddle priced for move of 5.5% into the expected release of EPS after the close on July 25
Polaris (PII) August 120 straddle priced for move of 8.5% into the expected release of EPS before the open on July 25
Rockwell (ROK) August 165 straddle priced for move of 5.9% into the expected release of EPS before the open on July 25
Sirius (SIRI) July weekly 7 straddle priced for move of 5.2% into the expected release of EPS before the open on July 25
Suncor (SU) July weekly 41 straddle priced for move of 3.4% into the expected release of EPS before the open on July 25
UPS (UPS) July weekly112 straddle priced for move of 3.2% into the expected release of EPS before the open on July 25
Visa (V) July weekly 140 straddle priced for move of 3.1% into the expected release of EPS before the open on July 25
Waste Management (WM) August 82.50 straddle priced for move of 3% into the expected release of EPS before the open on July 25
Xilinx (XLNX) July weekly 68.50 straddle priced for move of 10% into the expected release of EPS after the close on July 25

Increasing unusual option volume: UHS CYH CTAS LOCO DAN BLMN
Increasing unusual call option volume: BLMN DAN IPG THS AMBC AEO RRD AEO HAS TSS MLCO
Increasing unusual put option volume: CYH KNDI CTAS PTEN XRAY HCLP HAS TUP
Popular stocks with increasing unusual option volume: HAL GM NXPI CLF
Options with decreasing option implied volatility: FOXA ORCL NKE SKX AKRX SKX I IMMU NFLX
Cboe Bitcoin July futures up 215 to 8000