Pre-Market IV Report July 30, 2019

Pre-Market IV Report July 30, 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 UA FEYE ZNGA TEVA COTY DKS ULTA WAG BBY DG DLTR SWN RRC GDXJ

Options expected to have increasing volume: BYND COF AMD MRK AMGN MO PM AAPL COP EA LLY GRUB MA PG UAA UA MDLZ ILMN

Apple (AAPL) August weekly call option implied volatility is at 51, August is at 30; compared to its 52-week range of 16 to 46 into the expected release of quarterly results today after the bell.

Beyond Meat (BYND) August weekly call option implied volatility is at 207, August is at 120; compared to its 6-week range of 72 to 141 into announcing a 3M share offering.

Capital One Financial (COF) August weekly call option implied volatility is at 24, August is at 20; compared to its 52-week range of 17 to 44 into disclosing data security incident.

JPMorgan (JPM) 30-day option implied volatility is at 16; compared to its 52-week range 15 to 41 into FOMC meeting.

Straddle prices for stocks expected to report quarterly results this week

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

Apache (APA) August weekly 23 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 6% into the expected release of quarterly results before the bell on July 31

Western Digital (WDC) August weekly 55.50 straddle priced for a move of 8.5%% into the expected release of quarterly results after the bell on July 31

Bloomin Brands (BLMN) August 17.50 straddle priced for a move of 7% into the expected release of quarterly results before the bell on July 31

Bunge (BG) August 57.50 straddle priced for a move of 6.5% into the expected release of quarterly results before the bell on July 31

CDW (CDW) August 110 straddle priced for a move of 6.5% into the expected release of quarterly results before the bell on July 31

Cheesecake (CAKE) August 45 straddle priced for a move of 7% into the expected release of quarterly results after the bell on July 31

Cirrus Logic (CRUS) August weekly 49 straddle priced for a move of 6% into the expected release of quarterly results after the bell on July 31

Clean Harbor (CLH) August 70 straddle priced for a move of 8% into the expected release of quarterly results on July 31

Ethan Allen (ETH) August 21 straddle priced for a move of 9.5% into the expected release of quarterly results after the bell on July 31

Extreme Networks (EXTR) August 7 straddle priced for a move of 12% into the expected release of quarterly results before the bell on July 31

Fiat Chrysler (FCAU) August weekly 13.50 straddle priced for a move of 5% into the expected release of quarterly results on July 31

Fitbit (FIT) August weekly 4.5 straddle price for a move of 13% into the expected release of quarterly results after the bell on July 31

HCP (HCP) August straddle priced for a move of into the expected release of quarterly results after the bell on July 31

Garmin (GRMN) August 78.50 straddle priced for a move of 6% into the expected release of quarterly results before the bell on July 31

Hologic (HOLX) August 32.50 straddle priced for a move of 5% into the expected release of quarterly results after the bell on July 31

Humana (HUM) August weekly 280 straddle priced for a move of 4.5% into the expected release of quarterly results on July 31

Kinross Gold (KGC) August weekly 4 straddle priced for a move of 8% into the expected release of quarterly results on July 31

Molson Coors (TAP) August weekly 56.50 straddle priced for a move of 5.5% into the expected release of quarterly results before the bell on July 31

Metlife (MET) August weekly 50 straddle priced for a move of 3% into the expected release of quarterly results after the bell on July 31

Nielsen (NLSN) August 23 straddle priced for a move of 11% into the expected release of quarterly results before the bell on July 31

Pilgrims Pride (PPC) August 27 straddle priced for a move of 7% into the expected release of quarterly results on July 31

Spirit Aerosystems (SPR) August 75 straddle priced for a move of 8% into the expected release of quarterly results on July 31

Spotify (SPOT) August weekly 152.50 straddle priced for a move of 7% into the expected release of quarterly results before the bell on July 31

Stratasys (SSYS) August weekly 28 straddle priced for a move of 8% into the expected release of quarterly results before the bell on July 31

SunPower (SPWR) August weekly 10.50 straddle priced for a move of 10% into the expected release of quarterly results on July 31

Tableau Software (DATA) August weekly 172.50 straddle priced for a move of 3% into the expected release of quarterly results on July 31

The Carlyle Group (CG) August 25 straddle priced for a move of 6% into the expected release of quarterly results before the bell on July 31

TiVo (TIVO) August 8 straddle priced for a move of 13% into the expected release of quarterly results after the bell on July 31

Twilio (TWLO) August weekly 141 straddle priced for a move of 8% into the expected release of quarterly results after the bell on July 31

United Therapeutics (UTHR) August 80 straddle priced for a move of 10.5% into the expected release of quarterly results on July 31

Vale (VALE) August weekly 13 straddle priced for a move of 3.5% into the expected release of quarterly results on July 31

Williams Cos (WMB) August weekly 25 straddle priced for a move of 3% into the expected release of quarterly results after the bell on July 31

Zynga (ZNGA) August weekly 6.5 straddle priced for a move of 8% 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.”

Options with decreasing option implied volatility: CSX GOOG CAG ALGN ABBV ITCI SNAP IRBT DBD MYL TWTR
Increasing unusual option volume: WAT DGX AM JE TREX DLPH LYG ENTG KEX
Increasing unusual call option volume: JE KNX PENN AM ETRN DGX PXSP QNST
Increasing unusual put option volume: EQT DLPH MDY RNG BERY SIRI LPL CHGG SSNC
Popular stocks with increasing unusual volume: BYND ROKU DIS JD
Active options: AAPL TSLA AMD BYND FB BAC AMZN NFLX GE MU MSFT JD ROKU PFE DIS INTC BABA SNAP T NVDA