Pre-Market IV Report June 21, 2019

Pre-Market IV Report June 21, 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: HTZ DISH PFE BB RHT GLD HTZ CNX GDXJ SKX DISH IBM GLD

Options expected to have increasing volume: SEE KFY KMX PYPL GOLD JUNG GLD GDX VLO

FXI and ASHR IV flat into G20

iShares China Large-Cap (FXI) June call option implied volatility is at 22, July is at 19; compared to its 52-week range of 17 to 32. Call put ratio 3.3 calls to 1 put with focus on June 42 and 43 calls.

Db X-trackers Harvest Csi 300 China A – Shares Fund (ASHR) June call option implied volatility is at 25, July is at 26; compared to its 52-week range of 20 to 36. Call put ratio 4.5 calls to 1 put with focus on July weekly 27.50 calls.

United States Oil Fund (USO) June call option implied volatility is at 44, July is at 42; compared to its 52-week range of 23 to 62 as WTI oil trends higher.

Fire erupts at Philadelphia Energy Solutions refinery, NBC Philadelphia says.

Phillips 66 (PSX) 30 day option implied volatility is at 24; compared to its 52-week range of 16 to 44.

Marathon Petroleum (MPC) 30 day option implied volatility is at 37; compared to its 52-week range of 22 to 50

Par Pacific (PARR) 30 day option implied volatility is at 50; compared to its 52-week range of 45 to 83

Valero (VLO) 30 day option implied volatility is at 30; compared to its 52-week range of 20 to 48

SPDR Gold Trust (GLD) June call option implied volatility is at 24, July is at 15; compared to its 52-week range of 8 to 15. Call put ratio 2.1 calls to 1 put.

Kinross Gold (KGC) 30 day call option implied volatility is at 42; compared to its 52-week range of 28 to 58. Call put ratio 24 calls to 1 put with focus on January 4 calls.

Barrick Gold (GOLD) June call option implied volatility is at 36, July is at 29; compared to its 52-week range of 23 to 44. Call put ratio 1 call to 1 put with focus on June 15 and September 16 calls.

IAMGOLD Corp. (IAG) 30 day call option implied volatility is at 63; compared to its 52-week range of 30 to 73. Call put ratio 62 calls to 1 put.

Newmont Mining (NEM) June call option implied volatility is at 32, July is at 24; compared to its 52-week range of 20 to 38. Call put ratio 2.6 calls to 1 put.

Direxion Junior Gold (JNUG) June call option implied volatility is at 120, July is at 95; compared to its 52-week range of 48 to 101. Call put ratio 2.2 calls to 1 put.

Straddle prices for stocks expected to report results next week

FedEx (FDX) June weekly 167.50 straddle price for a move of 5.5% into the expected quarterly release after the bell on June 25
Lennar (LEN) July straddle 15 price for a move of 7.5% into the expected quarterly release before the bell on June 25
Micron (MU) June weekly 34 straddle price for a move of 8.2% into the expected quarterly release after the bell on June 25
BlackBerry (BB) June weekly 8.5 straddle price for a move of 9% into the expected quarterly release before the bell on June 26
General Mills (GIS) July 55 straddle price for a move of 6% into the expected quarterly release before the bell on June 26
Herman Miller (MLHR) July 40 straddle price for a move of 9% into the expected quarterly release after the bell on June 26
H.B. Fuller (FUL) July 45 straddle price for a move of 7.5% into the expected quarterly release after the bell on June 26
KB Home (KBH) July 25 straddle price for a move of 9% into the expected quarterly release after the bell on June 26
Paychex (PAYX) July 87.50 straddle price for a move of 5% into the expected quarterly release before the bell on June 26
Worthington Industries (WOR) July 40 straddle price for a move of 8% into the expected quarterly release after the bell on June 26
Accenture (ACN) June weekly 187.50 straddle price for a move of 3.5% into the expected quarterly release before the bell on June 27
Conagra (CAG) July 29 straddle price for a move of 8% into the expected quarterly release before the bell on June 27
McCormick (MKC) July 155 straddle price for a move of 5% into the expected quarterly release before the bell on June 27
Nike (NKE) June weekly 85 straddle price for a move of 5.5% into the expected quarterly release after the bell on June 27
Walgreens Boots Alliance (WBA) June weekly 53 straddle price for a move of 6% into the expected quarterly release before the bell on June 27
Constellation Brands (STZ) June weekly 185 straddle price for a move of 5% into the expected quarterly release before the bell on June 28

Increasing unusual option volume: SPN RPM RHT FEZ SERV MLNT
Increasing unusual call option volume: FEZ RHT SPN AVGO EWJ XME KN PSTG
Increasing unusual put option volume: ARAY MLNT TXMD AMAG DAN CM RHT CRZO ATHM
Popular stocks with increasing unusual volume: KR HPE GOLD ATHM NIO BYND ADBE AVGO
Options with decreasing option implied volatility: BIDU MLNT LOW CLDR ARRY ORCL KR ADBE