Pre-Market IV Report July 3, 2019

Pre-Market IV Report July 3, 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: BBBY FCX EBAY TWTR CAT ARRY BKS XLNX GDXJ EROS GOLD TEVA

Options expected to have increasing volume: TSLA SYMC AVGO USNA

Tesla (TSLA) July weekly call option implied volatility is at 79, July is at 59, August is at 62; compared to its 52-week range of 43 to 86 into reporting Q2 production and deliveries data. TSLA shares recently up 7% in the premarket.

Symantec (SYMC) July weekly call option implied volatility is at 15, July is at 24, August is at 38; compared to its 52-week range of 24 to 59 into Bloomberg reporting that it is in advanced talks to be acquired by Broadcom (AVGO).

Broadcom (AVGO) July weekly call option implied volatility is at 20, July is at 24, August is at 25; compared to its 52-week range of 20 to 48.

S&P 500 Implied volatility has decreased into June Jobs report due out Friday

S&P Dep Receipts (SPY) July weekly call option implied volatility is at 9, July is at 10, August is at 12; compared to its 52-week range of 9 to 32. Call put ratio 1 call to 1.9 puts into June employment report release on July 5.

PowerShares QQQ Trust (QQQ) July weekly call option implied volatility is at 12, July is at 14, August is at 16; compared to its 52-week range of 12 to 36. Call put ratio 1 call to 1.4 puts into June employment report release on July 5.

Option Implied Volatility for Financial Select Sector SPDR ETF (XLF) Holdings into June Employment Report

Berkshire Hathaway (BRK.B) 30-day option implied volatility is at 13; compared to its 52-week range of 13 to 36
JPMorgan (JPM) 30-day option implied volatility is at 18; compared to its 52-week range of 15 to 41
Bank of America (BAC) 30-day option implied volatility is at 22; compared to its 52-week range of 16 to 47
Wells Fargo (WFC) 30-day option implied volatility is at 21; compared to its 52-week range of 15 to 45
Citigroup (C) 30-day option implied volatility is at 23; compared to its 52-week range of 16 to 56
American Express (AXP) 30-day option implied volatility is at 19; compared to its 52-week range of 14 to 41
US Bancorp (USB) 30-day option implied volatility is at 17; compared to its 52-week range of 13 to 36
CME Group (CME) 30-day option implied volatility is at 19; compared to its 52-week range of 15 o 34
Chubb Limited (CB) 30-day option implied volatility is at 15; compared to its 52-week range of 14 to 31
Goldman Sachs (GS) 30-day option implied volatility is at 24; compared to its 52-week range of 15 to 40
Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility is at 15; compared to its 52-week range of 13 to 35

Anheuser-Busch InBev (BUD) July weekly call option implied volatility is at , July is at , August is at ; compared to its 52-week range of 16 to 33 after recent reports of looking to raise up to $9.8B from the Hong Kong listing of a minority stake in Budweiser Brewing Company APAC, its Asia business, by July 11. Call put ratio 3.6 calls to 1 put.

Molson Coors (TAP) July weekly call option implied volatility is at 12, July is at 17, August is at 23; compared to its 52-week range of 20 to 42 after reports AB InBev (BUD) looks to raise up to $9.8B from Hong Kong listing.

Coca-Cola (KO) July weekly call option implied volatility is at 9, July is at 12, August is at 16; compared to its 52-week range of 11 to 26 after reports AB InBev (BUD) looks to raise up to $9.8B from Hong Kong listing.

PepsiCo (PEP) July weekly call option implied volatility is at 10, July is at 18, August is at 15; compared to its 52-week range of 13 to 30 after reports AB InBev (BUD) looks to raise up to $9.8B from Hong Kong listing.

Usana (USNA) July call option implied volatility is at 45, August is at 49; compared to its 52-week range of 26 to 61 into providing preliminary Q2 results.

United States Oil Fund (USO) July weekly call option implied volatility is at 37, July is at 38, August is at 33; compared to its 52-week range of 23 to 62 as WTI oil trades below $57.

Options with decreasing option implied volatility: NVAX ZGNX BYND BB SOXS JKS SRPT RAD MU DBD STZ FDX ORCL ABBV GME CZR AGN
Increasing unusual option volume: QRTEA SKY BKS HMY SRE FCEL CG SPIKE ABEO BYD EROS CBRL AMRN
Increasing unusual call option volume: QRTEA BKS SKY SRE HMY FCEL EROS CG MUX BYD
Increasing unusual put option volume: QRTEA CNQ TPX HSIC GBX BYD TEO EL LYB LNC AYI CHK BP
Popular stocks with increasing unusual volume: BYND ROKU NIO
Active options: AAPL CHK AMD TSLA FB AMRN NIO BAC CSCO BABA MU NVDA JPM AMZN DIS T BYND SWN QRTEA ROKU