Pre-Market IV Report July 3, 2018

Options with increasing option implied volatility: YPF CAH SYMC SNE ARCC EVHC WYNN LVS LCI SYMC AMZN PFE BBD CMCSA PCG

Options expected to have increasing volume: QQQ RUT IWM SPY WYNN MGM MLCO LVS MHLR DAL UAL AAL

United States Oil Fund (USO) weekly option implied volatility bid as WTI oil near four-year high

United States Oil Fund (USO) July weekly call option implied volatility is at 29, July is at 27, August is at 26; compared to its 52-week range of 17 to 32 as oil near four year high.

Airline Stocks option implied volatility as WTI oil trades above $74 and Delta Air Lines (DAL), United Airlines (UAL), American Airlines (AAL) downgraded to Hold from Buy at Deutsche Bank

Delta Air Lines (DAL) 30-day option implied volatility is at 29; compared to its 52-week range of 22 to 43
United Continental (UAL) 30-day option implied volatility is at 35; compared to its 52-week range of 25 to 41
American Airlines (AAL) 30-day option implied volatility is at 40; compared to its 52-week range of 25 to 43
Southwest (LUV) 30-day option implied volatility is at 33; compared to its 52-week range of 21 to 43
Copa Holdings (CPA) 30-day option implied volatility is at 30; compared to its 52-week range of 23 to 44
Spirit (SAVE) 30-day option implied volatility is at 38; compared to its 52-week range of 31 to 61
JetBlue (JBLU) 30-day option implied volatility is at 27; compared to its 52-week range of 24 to 40
Alaska Air (ALK) 30-day option implied volatility is at 29; compared to its 52-week range of 23 to 39
Allegiant Travel (ALGT) 30-day option implied volatility is at 35; compared to its 52-week range of 27 to 49
Hawaiian Holdings (HA) 30-day option implied volatility is at 37; compared to its 52-week range of 32 to 55
SkyWest (SKYW) 30-day option implied volatility is at 35; compared to its 52-week range of 29 to 53

Increasing unusual option volume: JASO ERJ DVMT FLO KEX WH AYI ACXM
Increasing unusual call option volume: ERJ DVMT ACXM LLNW BPT AYI XLRN DAR MLCO ADMP
Increasing unusual put option volume: WYND FLO DVMT EWT CAG AYI DPS
Popular stocks with increasing unusual option volume: LVS WYNN MLCO MGM VMW
Options with decreasing option implied volatility: TSLA GBT BBBY AKAO PBR WBA NKE ORCL RHT
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