Pre-Market IV Report July 30, 2020

Pre-Market IV Report July 30, 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: KNDI KODK NDLS CVM LRN FIT BBBY PCG GLD RIOT UUP LQD QCOM ABUS FSLY SLV INSG

Options expected to have increasing volume: AAPL FB AMZN EBAY PFE PYPL GOOG GOOGL QCOM PG MA CMCSA LLY UPS CI SO NOC ICE BAX KDP KHC COP DD SIRI K ALXN APO VLO ODFL MAS IP XYL CG TAP TXT GRUB DNKN BC HBI QRVO NOW BUD TAP

Tech into quarter results

Amazon (AMZN) July weekly call option implied volatility is at 94, August is at 45; compared to its 52-week range of 16 to 68 into expected release of quarter results today after the bell. Call put ratio 1.9 calls to 1 put.
Apple (AAPL) July weekly call option implied volatility is at 68, August is at 34; compared to its 52-week range of 18 to 90 into the expected release of quarter results today after the bell. Call put ratio 1.7 calls to 1 put.

Alphabet (GOOGL) July weekly call option implied volatility is at 77, August is at 35; compared to its 52-week range of 14 to 75 into the expected release of quarter results today after the bell. Call put ratio 1.1 calls to 1 put.

Facebook (FB) July weekly call option implied volatility is at 98, August is at 44; compared to its 52-week range of 20 to 81 into the expected release of quarter results today. Call put ratio 1.2 calls to 1 put.

Straddle prices into release of quarter and results

Shake Shack (SHAK) July weekly 51 straddle priced for a move of 11% into the expected release of quarter results today after the bell.

Xilinx (XLNX) July weekly 108 straddle priced for a move of 9% into the expected release of quarter results today.

XPO Logistics (XPO) August 85 straddle priced for a move of 12% into the expected release of quarter results today after the bell.

Yum Brands (YUM) July weekly 95 straddle priced for a move of 5% into the expected release of quarter results today before the bell.

AbbVie (ABBV) July weekly 97 straddle priced for a move of 5% into the expected release of quarter results before the bell on July 31.

Caterpillar (CAT) July weekly 140 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on July 31.

Charter (CHTR) July weekly 565 straddle priced for a move of 5% into the expected release of quarter results before the bell on July 31.

Colgate –Palmolive (CL) July weekly 76 straddle priced for a move of 3.5 % into the expected release of quarter results before the bell on July 31.

Chevron (CVX) July weekly 90 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on July 31.

Goodyear Tire (GT) July weekly 10 straddle priced for a move of 7.5% into the expected release of quarter results before the bell on July 31.

Merck (MRK) July weekly 79 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on July 31.

Nokia (NOK) July weekly 4 straddle priced for a move of 8% into the expected release of quarter results before the bell on July 31.

Facebook (FB) July weekly 235 straddle priced for a move of 5.5% into the expected release of quarter results today after the bell.

Amazon (AMZN) July weekly 3035 straddle priced for a move of 6% into the expected release of quarter results today after the bell.

Alphabet (GOOGL) July weekly 1525 straddle priced for a move of 5% into the expected release of quarter results today after the bell.

Apple (AAPL) July weekly 380 straddle priced for a move of 4.5% into the expected release of quarter results today after the bell.

Options with decreasing option implied volatility: SPOT FXI INTC FE SOGO APRN TSLA NIO ACI SAVE TWTR CMG BA
Increasing unusual option volume: KNDI VNET BGFV BLNK HSIC ELAN R TRN TPX
Increasing unusual call option volume: KNDI VNET TPX ELAN BLNK CCJ
Increasing unusual put option volume: WKHS CNK MCRB VOD FE
Popular stocks with increasing volume: PCG PFE PYPL SHOP SPCE
Active options: AMD BA BAC KODK INTC AAPL TSLA PFE GE NIO PYPL MSFT AAL JPM SHOP FB SBUX PCG TSM SPCE