Pre-Market IV Report July 26, 2019

Pre-Market IV Report July 26, 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: TWTR SBUX GOOGL GOOG AMZN MCD CL BYND MYL TEVA WMT SIRI FEYE ZNGA SWN DDS

Options expected to have increasing volume: AMZN CL S TMUS ABBV CHTR GT SBUX MAT GOOGL GOOG TWTR MCD INTC BYND

Beyond Meat (BYND) July weekly call option implied volatility is at 104, August weekly is at 142, August is at 110; compared to its 6-week range of 72 to 141 into the expected release of quarterly results after the bell on July 29. Call put ratio 2.3 calls to 1 put with focus on July weekly 230 and 220 calls as shares rally above $222.

Straddle prices for stocks expected to report quarterly results next week

AK Steel (AKS) August weekly 2.5 straddle priced for a move of 12% into the expected release of quarterly results after the bell on July 29

Anadarko Petroleum (APC) August weekly 73.50 straddle priced for a move of 2.5% into the expected release of quarterly results on July 29

Baidu (BIDU) August 115 straddle priced for a move of 4% into the expected release of quarterly results after the bell on July 29

Beyond Meat (BYND) August weekly 220 straddle priced for a move of 18% into the expected release of quarterly results after the bell on July 29

Booz Allen (BAH) August 70 straddle priced for a move of 5.5% into the expected release of quarterly results before the bell on July 29

Chegg (CHGG) August 45 straddle priced for a move of 11% into the expected release of quarterly results after the bell on July 29

Illumina (ILMN) August weekly 300 straddle priced for a move of 5% into the expected release of quarterly results on July 29

McDermott (MDR) August 11 straddle priced for a move of 15% into the expected release of quarterly results after the bell on July 29

Nabor (NBR) August weekly 2 straddle priced for a move of 18% into the expected release of quarterly results after the bell on July 29

NXP Semiconductor (NXPI) August weekly 101 straddle priced for a move of 7% into the expected release of quarterly results after the bell on July 29

Rambus (RMBS) August 13 straddle priced for a move of 8% into the expected release of quarterly results after the bell on July 29

Terex (TEX) August 32 straddle priced for a move of 7.5% into the expected release of quarterly results after the bell on July 29

8×8 (EGHT) August 25 straddle priced for a move of 8% into the expected release of quarterly results after the bell on July 30

Advanced Micro Devices (AMD) August weekly 33.50 straddle priced for a move of 11% into the expected release of quarterly results after the bell on July 30

Akamai (AKAM) August weekly 82.50 straddle priced for a move of 8.5% into the expected release of quarterly results after the bell on July 30

Allstate (ALL) August 102 straddle priced for a move of 4.5% into the expected release of quarterly results after the bell on July 30

Altria (MO) August weekly 49.50 straddle priced for a move of 4% into the expected release of quarterly results before the bell on July 30

Amgen (AMGN) August weekly 175 straddle priced for a move of 3% into the expected release of quarterly results after the bell on July 30

Apple (AAPL) August weekly 207.50 straddle priced for a move of 4.5% into the expected release of quarterly results after the bell on July 30

Boyd Gaming (BYD) August 26 straddle priced for a move of 7.5% into the expected release of quarterly results after the bell on July 30

BP PLC (BP) August weekly 39 straddle priced for a move of 3% into the expected release of quarterly results on July 30

Corning (GLW) August weekly 33 straddle priced for a move of 6% into the expected release of quarterly results before the bell on July 30

Electronic Arts (EA) August weekly 89 straddle priced for a move of 7% into the expected release of quarterly results after the bell on July 30

Eli Lilly (LLY) August 108 straddle priced for a move of 3.5% into the expected release of quarterly results before the bell on July 30

FireEye (FEYE) August weekly 15.50 straddle priced for a move of 8% into the expected release of quarterly results after the bell on July 30

Gilead (GILD) August weekly 66 straddle priced for a move of 4.5% into the expected release of quarterly results after the bell on July 30

Groupon (GRPN) August weekly 3.5 straddle priced for a move of 15% into the expected release of quarterly results after the bell on July 30

HCA Healthcare (HCA) August weekly 141 straddle priced for a move of 3.5%into the expected release of quarterly results before the bell on July 30

Ingersoll Rand (IR) August 120 straddle priced for a move of 4%into the expected release of quarterly results before the bell on July 30

Mastercard (MA) August weekly 280 straddle priced for a move of 3% into the expected release of quarterly results before the bell on July 30

Merck (MRK) August weekly 82.50 straddle priced for a move of 3% into the expected release of quarterly results before the bell on July 30

Mondelez (MDLZ) August weekly 54.50 straddle priced for a move of 3.5% into the expected release of quarterly results on July 30

Pfizer (PFE) August weekly 42.50 straddle priced for a move of 3% into the expected release of quarterly results before the bell on July 30

Proctor & Gamble (PG) August weekly 113 straddle priced for a move of 3% into the expected release of quarterly results before the bell on July 30

Ralph Lauren (RL) August weekly 110 straddle priced for a move of 3.5% into the expected release of quarterly results before the bell on July 30

Sprint (S) August weekly 7.5 straddle priced for a move of 11% into the expected release of quarterly results on July 30

Under Armour (UA) August weekly 24 straddle priced for a move of 11% into the expected release of quarterly results on July 30

WellCare Health Plans (WCG) August 290 straddle priced for a move of 5% into the expected release of quarterly results on July 30

Wynn Resorts (WYNN) August weekly 138 straddle priced for a move of 5% into the expected release of quarterly results on July 30

Dillard’s (DDS) July weekly call option implied volatility is at 69, August is at 49; compared to its 52-week range of 34 to 69 on wide price movement.

Diebold Nixdorf (DBD) August call option implied volatility is at 62, September is at 55; compared to its 52-week range of 56 to 159 as shares trend higher. Call put ratio 13.7 calls to 1 put with focus on August 12.50 calls.

Options with decreasing option implied volatility: CSX FB UPS ALGN HAS SKX T TXN
Increasing unusual option volume: REZI SIRI SAVE INVA BX SBGL AKRX DBD AMKR VAR CSTM
Increasing unusual call option volume: SIRI BX AKRX DBD BPMC LH SAVE INVA FTV KN
Increasing unusual put option volume: CCK HAS AAN ALGN NFG ITW JNPR PTC ZBH FLEX
Popular stocks with increasing unusual volume: BYND DIS BMY KO TWTR PYPL
Active options: FB TSLA BX SNAP NFXL BAC AAPL BYND INTC BA F MSFT AMD TWTR T NVDA MU AMZN BMY DIS