Pre-Market IV Report July 24, 2019

Pre-Market IV Report July 24, 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: DISH WMT TTD ZNGA TWLO RRC TEVA XLNX USAT HOME FL QEP LB GPS URBN JWN LOW TGT BPL DLTR ARRY

Options expected to have increasing volume: SNAP CMG TXN T TWTR CAT AMZN FB TSLA GOOG GOOGL AAPL IRBT V DB BA DOW CVX

Index, ETF and online platform company’s option implied volatility into DOJ confirms it’s reviewing practices of market-leading online platforms

S&P Dep Receipts (SPY) July weekly call option implied volatility is at 10, August is at 11; compared to its 52-week range of 9 to 32.

PowerShares QQQ Trust (QQQ) July weekly call option implied volatility is at 17, August is at 15; compared to its 52-week range of 12 to 36.

iShares Russell 2000 ETF (IWM) July weekly and August call option implied volatility is at 15; compared to its 52-week range of 12 to 34.

Facebook (FB) July weekly call option implied volatility is at 90, August is at 40; compared to its 52-week range of 23 to 53 into the expected release of quarterly results today after the bell.

Alphabet (GOOGL) July weekly call option implied volatility is at 65, August is at 30; compared to its 52-week range of 18 to 41 into the expected release of quarterly results after the bell July 25.

Amazon (AMZN) July weekly call option implied volatility is at 54, August is at 27; compared to its 52-week range of 20 to 54 into the expected release of quarterly results after the bell July 25.

Twitter (TWTR) July weekly call option implied volatility is at 141, August is at 58; compared to its 52-week range of 31 to 92 into the expected release of quarterly results before the bell July 26.

Snap (SNAP) July weekly call option implied volatility is at 194, August is at 81; compared to its 52-week range of 36 to 100 into reporting better than expected results.

Yelp (YELP) July weekly call option implied volatility is at 27, August is at 63; compared to its 52-week range of 30 to 83 into the expected release of quarterly results on August 6.

Match Group (MTCH) August call option implied volatility is at 56, July is at 46; compared to its 52-week range of 34 to 85.

Booking Holdings (BKNG) July weekly call option implied volatility is at 21, August is at 30; compared to its 52-week range of 18 to 45.

IAC Interactive (IAC) August call option implied volatility is at 37, September is at 28; compared to its 52-week range of 26 to 64.

Shopify (SHOP) July weekly call option implied volatility is at 45, August is at 51; compared to its 52-week range of 36 to 73.

Netflix (NFLX) July weekly call option implied volatility is at 31, August is at 30; compared to its 52-week range of 27 to 76.

Apple (AAPL) July weekly call option implied volatility is at 20, August is at 29; compared to its 52-week range of 16 to 46 into Justice Department confirms it’s reviewing practices of market-leading online platforms and the expected release of quarterly results after the bell July 30.

Straddle prices for stocks expected to report quarterly results this week

Las Vegas Sands (LVS) July weekly 65 weekly straddle priced for a move of 4% into the expected release of quarterly results today after the bell

PayPal (PYPL) July 120 weekly straddle priced for a move of 5% into the expected release of quarterly results today after the bell

Tesla (TSLA) July weekly 260 straddle priced for a move of 7% into the expected release of quarterly results today after the bell

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

Amazon (AMZN) July weekly 1990 straddle priced for a move of 4% into the expected release of quarterly results after the bell on July 25

Alphabet (GOOG) July weekly 1145 straddle priced for a move of 5% into the expected release of quarterly results after the bell on July 25

Alphabet (GOOGL) July weekly 1150 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 5.5% into the expected release of quarterly results after the bell on July 25

McDonalds (MCD) July weekly 215 straddle priced for a move of 3.3% into the expected release of quarterly results after the bell on July 26

Twitter (TWTR) July weekly 38 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: PM ORCL CSX AABV AABA ITCI SKX APRN CRWD CHWY
Increasing unusual option volume: EPC NXST CWEN FTI ANGI ADNT QD CPE FTI
Increasing unusual call option volume: EPC NXST ANGI ARMK RLGY ACHN QD CPE FTI
Increasing unusual put option volume: CXW ADNT ACWI MRNS CHKP NFG
Popular stocks with increasing unusual volume: TEVA DIS BYND PII ADM WHR CHKP
Active options: AAPL SNAP BAC T FB NFLX BYND INTC KO BABA GE MSFT NVDA TSLA MU AMD TEVA ROKU DIS