Pre-Market IV Report July 29, 2019

Pre-Market IV Report July 29, 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: WMT SIRI UAA MYL ZNGA SWN TEVA MYL GDXJ SIRI HOME BYND GEO FL LB GPS JWN TGT LOW

Options expected to have increasing volume: MYL PFE AZN NVS MRK AMGN MO PM AAPL COP EA LLY GRUB MA PG UAA UA MDLZ ILMN

Ishares Msci Emerging Markets Etf (EEM) August call option implied volatility is at 15, September is at 16; compared to its 52-week range of 14 to 29 into FOMC rate decision.

Beyond Meat (BYND) August weekly call option implied volatility is at 170, August is at 120; compared to its 6-week range of 72 to 141 into the expected release of quarterly results today after the bell.

Apple (AAPL) August weekly call option implied volatility is at 38, August is at 29; compared to its 52-week range of 16 to 46 into the expected release of quarterly results after the bell July 30.

Pfizer (PFE) August weekly call option implied volatility is at 22, August is at 19; compared to its 52-week range of 13 to 34 into a near deal to merge off-patent business with Mylan (MYL), WSJ reports. Quarterly results are expected to be release on July 30.

Mylan (MYL) August weekly call option implied volatility is at 77, August is at 76; compared to its 52-week range of 27 to 73. Mylan is hosting an investor day on July 31.

Straddle prices for stocks expected to report quarterly results this week

Baidu (BIDU) August 114 straddle priced for a move of 4% into the expected release of quarterly results today

Beyond Meat (BYND) August weekly 235 straddle priced for a move of 19% into the expected release of quarterly results today after the bell

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

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 10 straddle priced for a move of 15% into the expected release of quarterly results today after the bell

Nabor (NBR) August weekly 2 straddle priced for a move of 20% into the expected release of quarterly results today after the bell

NXP Semiconductor (NXPI) August weekly 102 straddle priced for a move of 7% into the expected release of quarterly results today after the bell

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

Terex (TEX) August 33 straddle priced for a move of 7.5% into the expected release of quarterly results today after the bell

8×8 (EGHT) August 25 straddle priced for a move of 11% into the expected release of quarterly results after the bell on July 30

Advanced Micro Devices (AMD) August weekly 34 straddle priced for a move of 11% into the expected release of quarterly results after the bell on July 30

Akamai (AKAM) August weekly 84 straddle priced for a move of 7.5% into the expected release of quarterly results after the bell on July 30

Allstate (ALL) August 100 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 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 27 straddle priced for a move of 7% 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 34 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% into the expected release of quarterly results before the bell on July 30

FireEye (FEYE) August weekly 16 straddle priced for a move of 8% into the expected release of quarterly results after the bell on July 30

Gilead (GILD) August weekly 67 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 145 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 282.50 straddle priced for a move of 3% into the expected release of quarterly results before the bell on July 30

Merck (MRK) August weekly 81.50 straddle priced for a move of 3% into the expected release of quarterly results before the bell on July 30

Mondelez (MDLZ) August weekly 55 straddle priced for a move of 3.5% into the expected release of quarterly results on July 30

Pfizer (PFE) August weekly 43 straddle priced for a move of 2.5% into the expected release of quarterly results before the bell on July 30

Proctor & Gamble (PG) August weekly 115 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 7% into the expected release of quarterly results before the bell on July 30

Sprint (S) August weekly 8 straddle priced for a move of 4% 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 6% into the expected release of quarterly results on July 30

Wynn Resorts (WYNN) August weekly 139 straddle priced for a move of 5% into the expected release of quarterly results on July 30

Yum China (YUMC) August 45 straddle priced for a move of 8% into the expected release of quarterly results on July 30

Qualcomm (QCOM) August straddle 75 priced for a move of 6.5% into the expected release of quarterly results after the bell on July 31

CME Group (CME) July weekly 200 straddle priced for a move of 3% into the expected release of quarterly results before the bell on July 31

Occidental Petroleum (OXY) July weekly 51.50 straddle priced for a move of 4% into the expected release of quarterly results on July 31

Apache (APA) August weekly 24 straddle priced for a move of 5.5% into the expected release of quarterly results on July 31

Apollo Global Management (APO) August weekly 36 straddle priced for a move of 2.5% into the expected release of quarterly results before the bell on July 31

General Electric (GE) August weekly 10.50 straddle priced for a move of 5.5% into the expected release of quarterly results before the bell on July 31

Western Digital (WDC) August weekly 56.50 straddle priced for a move of 9% into the expected release of quarterly results after the bell on July 31

Scott Minerd co-founder and global chief investment officer of Guggenheim “concerns are mounting in the U.S. that a global slide toward negative yields could infect the market for Treasury securities, should the U.S. slip into a recession. These concerns are well founded.”

VIX Futures Premium: 23.31%

Options with decreasing option implied volatility: CSX GOOG CAG ABBV ALGN ITCI S DBD SNAP TWTR IRBT
Increasing unusual option volume: CONE SMSI CAG ETRN SWN ACHN TDC SPLV SAVE
Increasing unusual call option volume: CAG SMSI ETRN ACHN ZBH BCS XLC THC SNBR AGEN
Increasing unusual put option volume: SWN SAVE HPE COG GT FIVE BRKR MHK DNR
Popular stocks with increasing unusual volume: SBUX SNAP S BA T
Active options: BYND FB TSLA AAPL NFLX TWTR AMZN SNAP INTC BAC AMD SBUX MSFT MU NVDA GOOGL T S BA