Pre-Market IV Report July 5, 2018

Pre-Market IV Report July 5, 2018

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 overlooked information.

Options with increasing option implied volatility: SYMC PFE AAPL WDC MDXG CMCSA EA PM DPS ESPR SNAP YPF FEYE ANET SHAK HLF ILMN BKS

Options expected to have increasing volume: MU INTC AMD NVDA WDC AMAT CY SKWY KLAC ASML TSM LRCX QCOM NXPI

S&P Dep Receipts (SPY) volatility low into Fed Minutes release, June employment report and China Tariff uncertainty
S&P Dep Receipts (SPY) July weekly, July and August call option implied volatility is at 13; compared to its 52-week range of 7 to 34 into Fed Minutes release, June employment report and China Tariff uncertainty.

Micron Technology (MU) weekly option implied volatility bid after ruling

Micron Technology (MU) July weekly call option implied volatility is at 51, July is at 49, August is at 47; compared to its 52-week range of 36 to 63 after a Chinese court temporarily barred Micron from selling 26 chip products in the mainland in a ruling over a patent infringement case with Taiwan’s United Microelectronics Corp (UMC), UMC said. Call put ratio 1.62 calls to 1 put.

Intel (INTC) July weekly call option implied volatility is at 27, July is at 28, August is at 31; compared to its 52-week range of 15 to 43 after a Chinese court temporarily barred Micron from selling 26 chip products in the mainland in a ruling over a patent infringement case with Taiwan’s United Microelectronics Corp (UMC), UMC said.

NVIDIA (NVDA) July weekly call option implied volatility is at 32, July is at 33, August is at 41; compared to its 52-week range of 25 to 61.

Qualcomm (QCOM) July weekly call option implied volatility is at 37, July is at 33, August is at 34; compared to its 52-week range of 11 to 37.

Advanced Micro Devices (AMD) July weekly call option implied volatility is at 40, July is at 49, August is at 58; compared to its 52-week range of 37 to 101.

Amazon.com (AMZN) July weekly call option implied volatility is at 20, July is at 26, August is at 34; compared to its 52-week range of 18 to 52 into announced its top Prime Day deals across a range of private label selection from apparel and accessories to furniture, home decor and more, through July 17.

Increasing unusual option volume: MFGP ERJ EWP AABA ACXM AYI AEP GPRE ENLK SUPN
Increasing unusual call option volume: AYI ERJ AR GPRE ACXM AABA CARS
Increasing unusual put option volume: AEP BAX ASHR AABA WPX CRTO DPS
Popular stocks with increasing unusual option volume: ABX AABA PBR
Options with decreasing option implied volatility: PBR WBA NKE ORCL RHT GBT CARA BBBY
Cboe Bitcoin July futures up 50 to 6615