Pre-Market IV Report July 29, 2020

Pre-Market IV Report July 29, 2020

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: FB GOOGL AAPL UA AMZN GE GD BA KODK RIOT ABUS PDD INSG GLD APT APHA

Options expected to have increasing volume: V AMZN AAPL FB SBUX AMD AMGN EBAY PFE PYPL GOOG GOOGL DB

Tech into quarter results and Washington testimony

Facebook (FB) July weekly call option implied volatility is at 88, August is at 45; compared to its 52-week range of 20 to 81 into the expected release of quarter results today after the bell. Call put ratio 1.7 calls to 1 put.

Amazon (AMZN) July weekly call option implied volatility is at 82, August is at 48; compared to its 52-week range of 16 to 68 into expected release of quarter results after the bell on July 30. Call put ratio 1.8 calls to 1 put.

Apple (AAPL) July weekly call option implied volatility is at 60, August is at 33; compared to its 52-week range of 18 to 90 into the expected release of quarter results after the bell on July 30. Call put ratio 1.4 calls to 1 put.

Alphabet (GOOGL) July weekly call option implied volatility is at 64, August is at 35; compared to its 52-week range of 14 to 75 into the expected release of quarter results after the bell on July 30. Call put ratio 1.3 calls to 1 put.

Shopify (SHOP) July weekly call option implied volatility is at 102, August is at 64; compared to its 52-week range of 40 to 123 into the expected release of quarter results today before the bell. Call put ratio 1.7 calls to 1 put.

Spotify (SPOT) July weekly call option implied volatility is at 105, August is at 61; compared to its 52-week range of 26 to 83 into the expected release of quarter results today before the bell. Call put ratio 1.1 calls to 1 put with focus on July weekly calls.

Gold stocks option implied volatility

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 51; compared to its 52-week range of 22 to 158. Call put ratio 1.9 calls to 1 put.

Market Vector Junior Gold Miners Etf (GDXJ) 30-day option implied volatility is at 62; compared to its 52-week range of 25 to 151.

SPDR Gold Trust (GLD) 30-day option implied volatility is at 28; compared to its 52-week range of 9 to 44 as gold trades above $1935. Call put ratio 2.6 calls to 1 put.

Ishares Silver Trust (SLV) July weekly call option implied volatility is at 83, August is at 67; compared to its 52-week range of 14 to 94. Call put ratio 4.6 calls to 1 put.

Proshares Trust Ultrashort Lehman 20+ Year Treasury (TBT) July weekly call option implied volatility is at 31, August is at 30; compared to its 52-week range of 17 to 109 into Federal Reserve policy decision.

iShares 20+ Year Treasury Bond ETF (TLT) July weekly call option implied volatility is at 16, August is at 14; compared to its 52-week range of 9 to 48 into Federal Reserve policy decision.

Straddle prices for stocks expected to report quarterly results this week

Apollo (APO) July weekly 52 straddle priced for a move of 6% into the expected release of quarter results before the bell on July 30.

Arcelor Mittal (MT) July weekly 11 straddle priced for a move of 8% into the expected release of quarter results on July 30.

AstraZeneca (AZN) July weekly 56.50 straddle priced for a move of 4% into the expected release of quarter results on July 30.

Comcast (CMSCA) July weekly 43.50 straddle priced for a move of 4% into the expected release of quarter results before the bell on July 30.

Eli Lilly (LLY) July weekly 162.50 straddle priced for a move of 5% into the expected release of quarter results before the bell on July 30.

Electronic Arts (EA) July weekly 135 straddle priced for a move of 6.5% into the expected release of quarter results on July 30.

Expedia (EXPE) July weekly 84 straddle priced for a move of 8% into the expected release of quarter results after the bell on July 30.

Ford (F) July weekly 7 straddle priced for a move of 6.5% into the expected release of quarter results after the bell on July 30.

Gilead (GILD) July weekly 74 straddle priced for a move of 4% into the expected release of quarter results after the bell on July 30.

Mastercard (MA) July weekly 307.50 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on July 30.

Live Nation (LYV) August 47.50 straddle priced for a move of 15% into the expected release of quarter results after the bell on July 30.

Molson Coors (TAP) July weekly 36.50 straddle priced for a move of 7.5% into the expected release of quarter results before the bell on July 30.

MGM Resorts (MGM) July weekly 15.50 straddle priced for a move of 8% into the expected release of quarter results after the bell on July 30.

Newmont (NEM) July weekly 69 straddle priced for a move of 6.5% into the expected release of quarter results before the bell on July 30.

Northrup Grumman (NOC) July weekly 312.50 straddle priced for a move of 5% into the expected release of quarter results before the bell on July 30.

Overstock (OSTK) July weekly 58 straddle priced for a move of 14% into the expected release of quarter results before the bell on July 30.

Proctor and Gamble (PG) July weekly 128 straddle priced for a move of 3% into the expected release of quarter results before the bell on July 30.

Shake Shack (SHAK) July weekly 51 straddle priced for a move of 12% into the expected release of quarter results after the bell on July 30.

Stanley Black & Decker (SWK) July weekly 152.50 straddle priced for a move of 7% into the expected release of quarter results before the bell on July 30.

Kraft Heinz (KHC) July weekly 35 straddle priced for a move of 6.5% into the expected release of quarter results before the bell on July 30.

UPS (UPS) July weekly 120 straddle priced for a move of 5.5% into the expected release of quarter results before the bell on July 30.

United States Steel (X) July weekly 7.5 straddle priced for a move of 9% into the expected release of quarter results after the bell on July 30.

Waste Management (WM) August straddle priced for a move of 5.5% into the expected release of quarter results before the bell on July 30.

Options with decreading option implied volatility: BBBY FXI INTC FE SOGO
Increasing unusual option volume: WMG FE FFIV FNF MARA VNET AER SOHU
Increasing unusual call option volume: FE MARA FFIV GNW LTRPA FNF CAPR
Increasing unusual put option volume: FE IBN OVV WKHS JNPR LQD MAT AKAM
Popular stocks with increasing volume: TLRY GE TSM V SPCE
Active options: AMD TSLA INTC AAPL PFE NIO GE BAC MSFT AAL BA SPCE TLRY CGC EBAY KODK MU TSM T V
Global S&P Futures recently mixed premarket, Nikkei down 1%, DAX mixed, WTI Crude oil recently at $41.40, natural gas mixed, gold at $1953 an ounce