Pre-Market IV Report July 9, 2019

Pre-Market IV Report July 9, 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: APC BBBY CAT EBAY ITCI MYL OSTK GDXJ SWN X STMP ROKU WW DDD W SHAK UAA GRMN

Options expected to have increasing volume: PEP LEVI DOW DD CZR X GIS LYB LIN DWDP OLN WLK

S&P Dep Receipts (SPY) July weekly call option implied volatility is at 10, July is at 11, August is at 10; compared to its 52-week range of 9 to 32 into Jerome Powell semiannual Monetary Policy report and testifies before Congress on Wednesday and Thursday. Call put ratio 1 call to 1.5 puts.

PowerShares QQQ Trust (QQQ) July weekly and July call option implied volatility is at 15, August is at 16; compared to its 52-week range of 12 to 36 into Jerome Powell semiannual Monetary Policy report. Call put ratio 1 call to 2.1 puts.

Chemical stocks option implied volatility into BASF financial warning, citing a slowdown in autos and trade

LyondellBasell Industries (LYB) 30-day option implied volatility is at 28; compared to its 52-week range of 19 to 42 into BASF financial warning, citing a slowdown in autos and trade.

Linde (LIN) July and August call option implied volatility is at 19; compared to its 52-week range of 17 to 39

Dow (DOW) 30-day option implied volatility is at 28; compared to its 14-week range of 22 to 31.

Olin (OLN) July weekly and July call option implied volatility is at 31, August is at 36; compared to its 52-week range of 25 to 54

Westlake Chemical (WLK) July call option implied volatility is at 29, August is at 36; compared to its 52-week range of 24 to 53.

ExxonMobil (XOM) July weekly, July and August call option implied volatility is at 14; compared to its 52-week range of 13 to 39 into BASF financial warning, citing a slowdown in autos and trade.

Straddle prices for stocks expected to report quarterly results this week

Levi Strauss & Co (LEVI) July 23 straddle priced for move of 7.5% into the expected release of quarterly results today.
PepsiCo (PEP) July weekly 133 straddle priced for move of 2.5% into the expected release of quarterly results today.
WD-40 (WDFC) July 160 straddle priced for move of 6% into the expected release of quarterly results on today after the bell.
Bed Bath and Beyond (BBBY) July weekly 11.5 straddle priced for move of 13% into the expected release of quarterly results on after the bell on July 10.
Delta (DAL) July weekly 59.50 straddle priced for move of 6.5% into the expected release of quarterly results on after the bell on July 11.
Fastenal (FAST) July 31.2 straddle priced for move of 6% into the expected release of quarterly results on after the bell on July 11.
Infosys (INFY) July 10 straddle priced for move of 7.5% into the expected release of quarterly results on after the bell on July 12.

Option implied volatility for Consumer Discretionary Sector SPDR ETF (XLY) Holdings

Amazon (AMZN) 30-day option implied volatility is at 28; compared to its 52-week range of 20 to 55

Home Depot (HD) 30-day option implied volatility is at 16; compared to its 52-week range of 14 to 38

Nike (NKE) 30-day option implied volatility is at 19; compared to its 52-week range of 17 to 46

Starbucks (SBUX) 30-day option implied volatility is at 25; compared to its 52-week range of 15 to 39

Lowe’s (LOW) 30-day option implied volatility is at 20; compared to its 52-week range of 17 to 42

Booking Holdings (BKNG) 30-day option implied volatility is at 27; compared to its 52-week range of 18 to 45

TJX (TJX) 30-day option implied volatility is at 19; compared to its 52-week range of 16 to 38

General Motors (GM) 30-day option implied volatility is at 26; compared to its 52-week range of 21 to 46

Target (TGT) 30-day option implied volatility is at 20; compared to its 52-week range of 19 to 44

Options with decreasing option implied volatility: AABA GME CZR AGN ABBV KPTI ITCI MLNT S GME XLB XLV
Increasing unusual option volume: GIS AU TGP T CCXI ELF LYB INVA PACB TD VG
Increasing unusual call option volume: ADS ODFL TV ELF PTCT VG PACB INVA TD GIS T AU
Increasing unusual put option volume: VG KL SGMO PBYI LYB CRUS CTST ICPT UNVR FTSI PETS DB
Popular stocks with increasing unusual volume: HAS MYL ORCL DOW T
Active options: T AAPL AMD TSLA BAC BABA FB NIO MU AMZN MSFT ROKU VZ INTC NVDA GIS BYND BA CZR X