Pre-Market IV Report July 5, 2019

Pre-Market IV Report July 5, 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 EBAY CAT FCX TWTR GDXJ EROS XLNX TEVA GLD STMP RLGY W OLED FEYE UA

Options expected to have increasing volume: MU INTC NVDA AVGO SYMC SMH SPY QQQ

CBOE VIX (VIX) Futures Premium: 16.93% into June employment report

Micron (MU) July weekly call option implied volatility is at 25, July is at 39, and August is at 34; compared to its 52-week range of 34 to 64 into Samsung warns Q2 profit to fall 56%.

Apple (AAPL) July weekly call option implied volatility is at 13, July is at 18, August is at 25; compared to its 52-week range of 17 to 46 into Samsung warns Q2 profit to fall.

Tesla (TSLA) July weekly call option implied volatility is at 39, July is at 49, August is at 57; compared to its 52-week range of 43 to 86 after reporting Q2 production and deliveries data.

Symantec (SYMC) July weekly call option implied volatility is at 34, July is at 40, August is at 38; compared to its 52-week range of 24 to 59 after recent reports it is in advanced talks to be acquired by Broadcom (AVGO).

Broadcom (AVGO) July weekly call option implied volatility is at 30, July is at 28, August is at 27; compared to its 52-week range of 20 to 48

Option implied volatility for cybersecurity stocks after reports of Broadcom (AVGO) takeover talks surrounding Symantec (SYMC).

FireEye (FEYE) July weekly call option implied volatility is at 26, August is at 42; compared to its 52-week range of 29 to 69

Palo Alto Networks (PANW) July call option implied volatility is at 19, August is at 27; compared to its 52-week range of 25 to 55

Fortinet (FTNT) July call option implied volatility is at 24, August is at 34; compared to its 52-week range of 24 to 61

CyberArk Software (CYBR) July call option implied volatility is at 19, August is at 39; compared to its 52-week range of 25 to 73

Option implied volatility for Communication Services Select Sector SPDR (XLC) Holdings into Sprint (S) / T-Mobile(TMUS) regulators decision

Walt Disney (DIS) 30-day option implied volatility is at 18; compared to its 52-week range of 15 to 34

Charter Communications (CHTR) 30-day option implied volatility is at 28; compared to its 52-week range of 19 to 43
AT&T (T) 30-day option implied volatility is at 19; compared to its 52-week range of 14 to 40
Activision Blizzard (ATVI) 30-day option implied volatility is at 29; compared to its 52-week range of 25 to 61
Verizon (VZ) 30-day option implied volatility is at 18; compared to its 52-week range of 13 to 35
NetFlix (NFLX) 30-day option implied volatility is at 40; compared to its 52-week range of 28 to 76

Options with decreasing option implied volatility: ORCL ABBV GME CZR AGN NVAX ZGNX BYND SRPT JKS
Increasing unusual option volume: FCEL WMGI DK K KPTI SYMC AMRN
Increasing unusual call option volume: AU FCEL DK WMGI K VG AGO SIG PKG SYMC
Increasing unusual put option volume: AU SYMC HSIC ITCI KNDI NCLH K DCPH ESTC NIO PII
Popular stocks with increasing unusual volume: ROKU DIS NIO
Active options: TSLA NIO DIS AAPL FB T AMD NFLX AMZN BAC SNAP CGC MSFT AMRN NVDA ROKU BABA