Pre-Market IV Report June 13, 2019

Pre-Market IV Report June 13, 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: KR RH BB PCG LULU S TEVA S GBT BBBY FOLD ZAYO

Options expected to have increasing volume: LULU AVGO RH S TMUS FB GOOG AMZN SNAP TLRD

States Oil Fund (USO) June weekly call option implied volatility is at 47, June is at 42, July is at 38; compared to its 52-week range of 23 to 62 into U.S. Navy assisting tanker attacks in Gulf of Oman, reports. WTI Crude oil is recently up 2.5% to $52.65.

S&P Dep Receipts (SPY) June weekly call option implied volatility is at 13, June and July is at 14; compared to its 52-week range of 8 to 32 into FOMC rate decision on June 19th and G20 meeting on June 28-29.

iShares China Large-Cap (FXI) June call option implied volatility is at 16, July is at 18; compared to its 52-week range of 16 to 32.

China has provided a percentage of the world’s economic growth for a generation, and now it is on the opposite side of a conflict with the U.S. that threatens to slow world economic growth as the Cold War conflict between the U.S. and the Soviet Union once did.

Navistar (NAV) June and July call option implied volatility is at 39; compared to its 52-week range 33 to 63 into Volkswagen’s IPO of its truck & bus division Traton Group.

Sprint Corp. (S) June weekly call option implied volatility is at 75, June and July is at 80; compared to its 52-week range of 24 to 115 into the proposed merger of Sprint (S) and T-Mobile (TMUS).

BlackBerry (BB) June weekly call option implied volatility is at 72, June and July is at 67; compared to its 52-week range of 30 to 61 as shares traded up. Call put ratio 13 calls to 1 put with focus on June 8.5 calls.

Option implied volatility for aerospace technology into Paris Air Show

Lockheed Martin (LMT) 30-day option implied volatility is at 19; compared to its 52-week range 15 to 41
Spirit AeroSystems (SPR) 30-day option implied volatility is at 27; compared to its 52-week range 20 to 50
General Electric (GE) June weekly, June and July call option implied volatility is at 34; compared to its 52-week range of 22 to 71 into GE Aviation Investor Day at the Paris Air Show 2019 on June 18.

Straddle prices for stocks expected to report quarterly results this week

Broadcom (AVGO) June weekly 280 straddle priced for move of 7% into the expected release of quarterly results today after the bell.

Kraft Heinz (KHC) June weekly call option implied volatility is at 21, June is at 25, July is at 28; compared to its 52-week range of 18 to 44 into upcoming financial reports.

Increasing unusual option volume: VUZI KSA XEL MDGL ARCC PAM BCE APA SNN FCEL KO NYCB PLAY NDAQ BAH
Increasing unusual call option volume: XEL KSA ARCC VUZI PAM NYCB NDAQ KO FCEL CCI ICE APA
Increasing unusual put option volume: PSTG APA IGT PLAY UPWK YPF ARCC HAL RH
Popular stocks with increasing unusual volume: KO HAL BB TEVA HAL APA MO MAT LULU PG CSCO
Options with decreasing option implied volatility: CIEN CLDR BKS HOME SFLY
Active options: TSLA KO FB AAPL AMD BYND NVDA MU BABA BAC APA GE BB HAL SNAP AMZN TEVA NFLX BIDU MO