Pre-Market IV Report July 25, 2019

Pre-Market IV Report July 25, 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: MYL TEVA WMT AG SLV GDXJ NOK FEYE TTD HOME FL GPS JWM AMZN MCD GOOG LVS LUV CMCSA CREE HRL HD

Options expected to have increasing volume: GOOG GOOGL INTC BMY PYPL ALGN BUD NOK LVS TSLA CARA SU F AMZN FB XLNX CMCSA LUV HSY MCD

Chip stocks option implied volatility flat on sharp rally

Market Vectors Semiconductor ETF (SMH) July weekly call option implied volatility is at 26, August is at 24; compared to its 52-week range of 17 to 40 as shares at record high.

Western Digital (WDC) 30-day option implied volatility is at 50; compared to its 52-week range of 24 to 73

Texas Instruments (TXN) 30-day option implied volatility is at 22; compared to its 52-week range of 18 to 45

Broadcom (AVGO) 30-day option implied volatility is at 26; compared to its 52-week range of 21 to 48

NVIDIA (NVDA) 30-day option implied volatility is at 43; compared to its 52-week range of 27 to 86

NXP Semiconductors (NXPI) 30-day option implied volatility is at 40; compared to its 52-week range of 22 to 62

Maxim Integrated Devices (MXIM) 30-day option implied volatility is at 30; compared to its 52-week range of 21 to 47

Xilinx (XLNX) 30-day option implied volatility is at 44; compared to its 52-week range of 21 to 50

Skyworks (SWKS) 30-day option implied volatility is at 37; compared to its 52-week range of 22 to 54

Analog Devices (ADI) 30-day option implied volatility is at 27; compared to its 52-week range of 19 to 41

Lam Research (LRCX) 30-day option implied volatility is at 38; compared to its 52-week range of 26 to 53

KLA-Tencor (KLAC) 30-day option implied volatility is at 35; compared to its 52-week range of 23 to 56

Micron (MU) 30-day option implied volatility is at 41; compared to its 52-week range of 34 to 65

AMD (AMD) 30-day option implied volatility is at 55; compared to its 52-week range of 41 to 97

Intel (INTC) July weekly call option implied volatility is at 83, August is at 34; compared to its 52-week range of 19 to 45 into the expected release of quarterly results today after the bell.

Straddle prices for stocks expected to report quarterly results this week

Hershey (HSY) July weekly 146 straddle priced for a move of 3.5% into the expected release of quarterly results today before the bell

Starbucks (SBUX) July weekly 91 straddle priced for a move of 3.5% into the expected release of quarterly results today after the bell

Amazon (AMZN) July weekly 2000 straddle priced for a move of 3.5% into the expected release of quarterly results after the bell on July 25

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

MGM Resorts (MGM) July weekly 30 straddle priced for a move of 5.5% into the expected release of quarterly results today after the bell

Alaska Air Group (ALK) August 65 straddle priced for a move of 6% into the expected release of quarterly results today after the bell

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

Intel (INTC) July weekly 52.50 straddle priced for a move of 5% into the expected release of quarterly results today after the bell

Colgate (CL) July weekly 72 straddle priced for a move of 3% into the expected release of quarterly results before the bell on July 26

Charter (CHTR) July weekly 410 straddle priced for a move of 5% into the expected release of quarterly results before the bell on July 26

McDonalds (MCD) July weekly 212.50 straddle priced for a move of 3% into the expected release of quarterly results after the bell on July 26

Twitter (TWTR) July weekly 39 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: AABA ABBV PM CSX UPS ITCI SKX FOLD CRWD
Increasing unusual option volume: CADE LKQ RHI FLIR LOMA CSTM EXC CSII BL OI
Increasing unusual call option volume: CSTM LOMA EXC SIEN TUP FEYE RMBS JBHT ON SAND TROW
Increasing unusual put option volume: LKQ TPX RHI EFX KNX NTAP TSEM GLYC
Popular stocks with increasing unusual volume: CAT JD BYND F
Active options: SNAP FB NFLX BAC MU TSLA AAPL T AMD MSFT BA NVDA F BYND INTC NIO BABA JD CAT BIDU