Pre-Market IV Report July 6, 2018

Pre-Market IV Report July 6, 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: AMZN AAPL HYG EA SYMS MDXY HMNY UNG DPS SBUX PM DPS AKRX SNAP ANET FEYE LL TRIP CRUS ILMN RL

Options expected to have increasing volume: DB TSLA FB NFLX MU NXPI QCOM

China says U.S. just ignited ‘largest trade war in economic history to date’

S&P Dep Receipts (SPY) July weekly call option implied volatility is at 14, July and August is at 13; compared to its 52-week range of 7 to 34 into June employment report.
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Teucrium Corn Fund (CORN) July call option implied volatility is at 22, August is at 23; compared to its 52-week range of 12 to 30 as corn prices at multi-year low.

Teucrium Soybean Fund (SOYB) July call option implied volatility is at 24, August is at 23; compared to its 52-week range of 11 to 25 as bean prices at multi-year low.

Teucrium Wheat Fund (WEAT) July call option implied volatility is at 24, August is at 26; compared to its 52-week range of 16 to 45 as wheat prices at multi-year low.

Deere &Co. (DE) July weekly call option implied volatility is at 36, July is at 29, August is at 32; compared to its 52-week range of 15 to 42.

Deutsche Bank (DB) July weekly call option implied volatility is at 41 July is at 33, August is at 35; compared to its 52-week range of 25 to 47 on reports of investor stake. Call put ratio 1.62 calls to 1 put.

Straddle prices for stocks expected to report results the week of July 9

Bank of Ozarks (OZRK) July 45 straddle priced for move of 6% into the expected release of Q2 results before the open on July 10
PepsiCo (PEP) July weekly 110 straddle priced for move of 2.3% into the expected release of Q2 results before the open on July 10.
Delta Airlines (DAL) July weekly 49 straddle priced for move of 4% into the expected release of Q2 results before the open on July 11
Fastenal (FAST) July 48 straddle priced for move of 6% into the expected release of Q2 results before the open on July 11.
Infosys (INFY) July straddle 19 priced for move of 6.6% into the expected release of Q1 results before the open on July 12
Citigroup (C) July weekly 66 straddle priced for move of 3.3% into the expected release of Q2 results before the open on July 13
JPMorgan (JPM) July weekly 103 straddle priced for move of 3.3% into the expected release of Q2 results before the open on July 13.
PNC Financial (PNC) July 136 straddle priced for move of 3% into the expected release of Q2 results before the open on July 13
Wells Fargo (WFC) July weekly 55 straddle priced for move of 3.1% into the expected release of Q2 results before the open on July 13.

Increasing unusual option volume: FOXA GSM MSG OMC TIVO AEG ANW SMSI CSTM CX XLU
Increasing unusual call option volume: OMC CX TIVO ANW SMSI ZAYO SAN BHF UIS
Increasing unusual put option volume: BRFS ERJ APTV XLU TXT CORT BKS KMB
Popular stocks with increasing unusual option volume: FOXA KKR OZRK BIG IBKR

Options with decreasing option implied volatility: WBA VMW ORCL NKE BBBY DVMT FOLD VMWCboe Bitcoin July futures up 20 to 6610