Pre-Market IV Report June 25, 2019

Pre-Market IV Report June 25, 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: RIOT SBH FDX BB MU PFE PEP ABBV
GLD GDXJ AUY SLV FDX RHT IREBT ALXN TWTR CMG CTXS CELG GLD MDSO ZAYO

Options expected to have increasing volume: FDX MU BB UPS GLD GDX NEB ABX JNUG

Gold stocks option implied volatility elevated as gold trades above $1432 into G20

Yamana Gold (AUY) 30 day option implied volatility is at 58; compared to its 52-week range of 38 to 64
SPDR Gold Trust (GLD) 30 day option implied volatility is at 16; compared to its 52-week range of 8 to 13
Newmont Mining (NEM) 30 day option implied volatility is at 30; compared to its 52-week range of 18 to 38.
Kinross Gold (KGC) 30 day option implied volatility is at 46; compared to its 52-week range of 28 to 58.
Barrick Gold (GOLD) 30 day option implied volatility is at 36; compared to its 52-week range of 21 to 44.
Direxion Daily Junior Gold Miners Index Bull 3x Shares (JNUG) 30 day option implied volatility is at 107; compared to its 52-week range of 48 to 110.
iShares Gold Trust (IAU) 30 day option implied volatility is at 16; compared to its 52-week range of 9 to 20.
Market Vectors Gold Miners ETF (GDX) 30 day option implied volatility is at 30; compared to its 52-week range of 18 to 34.
Market Vector Junior Gold Miners Etf (GDXJ) 30 day option implied volatility is at 35; compared to its 52-week range of 19 to 37.
Direxion Daily Gold Miners Bull 3x Shares (NUGT) 30 day option implied volatility is at 88; compared to its 52-week range of 51 to 104.

Straddle prices for stocks expected to report results this week

FedEx (FDX) June weekly 160 straddle price for a move of 5.5% into the expected quarterly release after the bell on June 25
Lennar (LEN) July 50 straddle price for a move of 7% into the expected quarterly release before the bell on June 25
Micron (MU) June weekly 33 straddle price for a move of 11.5% into the expected quarterly release after the bell on June 25
BlackBerry (BB) June weekly 8.5 straddle price for a move of 10% into the expected quarterly release before the bell on June 26
General Mills (GIS) July 55 straddle price for a move of 5% into the expected quarterly release before the bell on June 26
Herman Miller (MLHR) July 35 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 8.5% into the expected quarterly release after the bell on June 26
McCormick (MKC) July 155 straddle price for a move of 4.5% into the expected quarterly release before
Nike (NKE) June weekly 84.50 straddle price for a move of 6% into the expected quarterly release after the bell on June 27

Kraft Heinz (KHC) June weekly call option implied volatility is at 26, July is at 25; compared to its 52-week range of 18 to 44 into Warren Buffett telling CNBC again he overpaid for Kraft Heinz.

Ulta Salon (ULTA) June weekly call option implied volatility is at 28, July is at 29; compared to its 52-week range of 23 to 48 after Amazon (AMZN) announces Professional Beauty Store.

Sally Beauty Holdings (SBH) June weekly call option implied volatility is at 45, July is at 47; compared to its 52-week range of 31 to 65 after Amazon (AMZN) announces Professional Beauty Store. Call put ratio 1 call to 62 puts with focus on July 10 puts.

Increasing unusual option volume: SBH KPTI VG AXTA ERI TV CNDT SLM OC AGI AMAG BHVN KR HTZ
Increasing unusual call option volume: KPTI CNDT ERI MNK AXTA SQM PVG AGI
Increasing unusual put option volume: VG IRM CASA OC ERI COUP TV CBOE VRNT TLRD
Popular stocks with increasing unusual volume: CZR BMY GOLD BYND AAL
Options with decreasing option implied volatility: ORCL AABA BIDU LOW MLNT
Active options: AMD AAPL FB CZR TSLA MU SNAP BABA GE HAL BAC MSFT BMY DIS BYND NFLX AAL AMZN T GOLD