Pre-Market IV Report July 25, 2018

Pre-Market IV Report July 25, 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: NXPI PCG BA KO AMZN UA UAA AMZN NXPI FIT PLNT HUYA HD UNIT URBN GGP HPQ LOW

Options expected to be active: BA GM GRUB GD UPS KO FB AMZN TSLA WMT

NXP Semiconductors (NXPI) July weekly call option implied volatility is at 182, August is at 81; compared to its 52-week range of 8 to 74 on uncertainty of Qualcomm’s (QCOM) completing its $44B acquisition. Call put ratio 1.5 to 1.

Facebook (FB) July weekly call option implied volatility is at 76, August is at 34; compared to its 52-week range of 16 to 44 into the expected release of Q2 today the market close. Call put ratio 1.9 calls to 1 put.

Gilead (GILD) July weekly call option implied volatility is at 58, August is at 31; compared to its 52-week range of 17 to 37 into the expected release of Q2 today the market close. Call put ratio 2.2 calls to 1 put.

Las Vegas Sands (LVS) July weekly call option implied volatility is at 53, August is at 29; compared to its 52-week range of 19 to 37 into the expected release of Q2 today after the market close. Call put ratio 2 calls to 1 put.

PayPal (PYPL) July weekly call option implied volatility is at 74, August is at 32; compared to its 52-week range of 20 to 43 into the expected release of Q2 today after the market close.

Allergan (AGN) July weekly call option implied volatility is at 50, August is at 29; compared to its 52-week range of 16 to 42 into the expected release of Q2 before the market open on July 26.

Amazon (AMZN) July weekly call option implied volatility is at 69, August is at 33; compared to its 52-week range of 17 to 52 into the expected release of Q2 after the market close on July 26.

Amgen (AMGN) July weekly call option implied volatility is at 44, August is at 23; compared to its 52-week range of 16 to 31 into the expected release of Q2 after the market close on July 26.

McDonalds (MCD) July weekly call option implied volatility is at 47, August is at 22; compared to its 52-week range of 12 to 29 into the expected release of Q2 before the market open on July 26.

PG&E (PCG) July weekly call option implied volatility is at 65, August is at 47; compared to its 52-week range of 12 to 64 into the expected release of Q2 before the market open on July 26. Call put ratio 4.8 calls to 1 put.

Under Armor (UA) July weekly call option implied volatility is at 168, August is at 67; compared to its 52-week range of 33 to 90 into the expected release of Q2 before the market open on July 26. Call put ratio 3.3 calls to 1 put.

Apple (AAPL) July weekly call option implied volatility is at 16, August weekly is at 31, August is at 23, September is at 20; compared to its 52-week range of 16 to 33 into the expected release of Q3 after the market close on July 31.

Qualcomm (QCOM) July weekly call option implied volatility is at 90, August is at 40; compared to its 52-week range of 20 to 43 into the expected release of EPS today after the market close. Call put ratio 2.1 calls to put.

Straddle prices for stocks expected to report results this week

Las Vegas Sands (LVS) July weekly 74.50 straddle priced for move of 3.9% into the expected release of EPS today after the close
PayPal (PYPL) July weekly 91.50 straddle priced for move of 5.5% into the expected release of EPS today after the close
AbbVie (ABBV) July weekly 91 straddle priced for move of 3.8% into the expected release of EPS before the open on July 27
Aon (AON) August 145 straddle priced for move of 4% into the expected release of EPS before the open on July 27
Chevron (CVX) July weekly 124 straddle priced for move of 2.3% into the expected release of EPS before the open on July 27
Colgate (CL) July weekly 65 straddle priced for move of 3.8% into the expected release of EPS before the open on July 27
Exxon (XOM) July weekly 83 straddle priced for move of 2.2% into the expected release of EPS before the open on July 27
Merck (MRK) July weekly 64 straddle priced for move of 2.3% into the expected release of EPS before the open on July 27
Phillips 66 (PSX) July weekly 110 straddle priced for move of 3.2% into the expected release of EPS before the open on July 27
Twitter (TWTR) July weekly 42 straddle priced for move of 10% into the expected release of EPS before the open on July 27

Increasing unusual option volume: RLGY WIN BHP NYT GGP SODA
Increasing unusual call option volume: WIN BHP GGP INFN SIX CROX
Increasing unusual put option volume: SODA CHS NVRO WEN JBHT ROK KNX MAT
Popular stocks with increasing unusual option volume: NXPI GE MAR
Options with decreasing option implied volatility: FOXA ORCL NKE SKX HAS IBM GOOG HOG SWKS
Cboe Bitcoin July futures up 72 to 8305