Pre-Market IV Report July 31, 2020

Pre-Market IV Report July 31, 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: TRLY LOCO SIG RIOT BLNK KNDI ABUS IQ GLD LQD MNK AAPL AMZN FB GOOG CAT XOM CVX

Options expected to have increasing volume: AAPL AMZN FB GOOGL GOOG UA CVX XOM CAT KNDI GILD

Gold trends higher to $1997 into last trading day of month

Market Vectors Gold Miners ETF (GDX) July weekly call option implied volatility is at 51, August is at 44; compared to its 52-week range of 22 to 158 as gold trades at $1935. Call put ratio 1.8 calls to 1 put as gold up 1.5% to $1997.

Market Vector Junior Gold Miners Etf (GDXJ) July weekly call option implied volatility is at 58, August is at 54; compared to its 52-week range of 25 to 151. Call put ratio 2.6 calls to 1 put as gold trades $1997.

SPDR Gold Trust (GLD) July weekly call option implied volatility is at 27, August is at 22; compared to its 52-week range of 9 to 44. Call put ratio 2.2 calls to 1 put.

Ishares Silver Trust (SLV) July weekly option implied volatility is at 71, August is at 57; compared to its 52-week range of 14 to 94. Call put ratio 5.5 calls to 1 put. Silver is recently up 3.7%.

Straddle prices for stocks expected to report quarterly results next week

American International Group (AIG) August weekly 32 straddle priced for a move of 7% into the expected release of quarter results after the bell on August 3.

Berkshire Hathaway (BRK.B) August weekly 195 straddle priced for a move of 3% into the expected release of quarter results on August 3.

Cirrus (CRUS) August weekly 67 straddle priced for a move of 8% into the expected release of quarter results after the bell on August 3.

Clorox (CLX) August weekly 230 straddle priced for a move of 4% into the expected release of quarter results before the bell on August 3.

Continental Resources (CLR) August weekly 17.50 straddle priced for a move of 13% into the expected release of quarter results after the bell on August 3.

Hyatt Hotels (H) August 50 straddle priced for a move of 12% into the expected release of quarter results after the bell on August 3.

KLA Corp (KLAC) August weekly 197.50 straddle priced for a move of 8% into the expected release of quarter results after the bell on August 3.

Take-Two Interactive (TTWO) August weekly 160 straddle priced for a move of 8% into the expected release of quarter results after the bell on August 3.

Tyson (TSN) August weekly 61.50 straddle priced for a move of 8% into the expected release of quarter results before the bell on August 3.

Virgin Galactic (SPCE) August weekly 23 straddle priced for a move of 14% into the expected release of quarter results after the bell on August 3.

Beyond Meat (BYND) August weekly 123 straddle priced for a move of 14% into the expected release of quarter results after the bell on August 4.

BP PLC (BP) August weekly 22.50 straddle priced for a move of 4.5% into the expected release of quarter results on August 4.

Hertz Global (HTZ) August weekly 1.5 straddle priced for a move of 15% into the expected release of quarter results on August 4.

Monster Beverage (MNST) August weekly 78 straddle priced for a move of 9% into the expected release of quarter results on August 4.

Match Group (MTCH) August weekly 102 straddle priced for a move of 10% into the expected release of quarter results after the bell on August 4.

Ralph Lauren (RL) August 71 straddle priced for a move of 12% into the expected release of quarter results before the bell on August 4.

Sony (SNE) August weekly 78 straddle priced for a move of 6% into the expected release of quarter results on August 4.

Walt Disney (DIS) August weekly 116 straddle priced for a move of 5% into the expected release of quarter results after the bell on August 4.

Warner Music (WMG) August 30 straddle priced for a move of 10% into the expected release of quarter results on August 4.

Wynn Resorts (WYNN) August weekly 76.50 straddle priced for a move of 9% into the expected release of quarter results on August 4.

3D Systems (DDD) August weekly 7 straddle priced for a move of 15% into the expected release of quarter results after the bell on August 5.

Ballard Power Systems (BLDP) August 15 straddle priced for a move of 20% into the expected release of quarter results on August 5.

Camping World (CWH) August 37 straddle priced for a move of 20% into the expected release of quarter results after the bell on August 5.

Capri (CPRI) August weekly 15.50 straddle priced for a move of 13% into the expected release of quarter results before the bell on August 5.

CVS Health (CVS) August weekly 64 straddle priced for a move of 6% into the expected release of quarter results before the bell on August 5.

Fastly (FSLY) August weekly 93 straddle priced for a move of 20% into the expected release of quarter results after the bell on August 5.

Hostess Brands (TWNK) August straddle priced for a move of 6.5% into the expected release of quarter results after the bell on August 5.

Options with decreasing option implied volatility: UPS INTC FE SOGO APRN TUP SKX SHOP
Increasing unusual option volume: KNDI BLNK ELAN VNET WKHS ADMA PRPL
Increasing unusual call option volume: KNDI ELAN BLNK WKHS VNET ADMA
Increasing unusual put option volume: XLC WKHS CRBP RSX UPWK VFC FCAU
Popular stocks with increasing volume: QCOM PYPL KO ZM PFE F KODK
Active options: AMD AAPL QCOM FB MSFT KODK TSLA BA PYPL BAC INTC UPS KO GE AMZN NIO ZM PFE WFC F
Global S&P Futures recently mixed to higher premarket, Nikkei down 2.5%, DAX up 0.5%, WTI Crude oil recently at $40.13, natural gas up 1.3%, gold at $1996 an ounce