Pre-Market IV Report June 27, 2019

Pre-Market IV Report June 27, 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: GNW RHT PFE EBAY TWTR GDXJ XLNX AUY GLD WDC IRBT ALXN SGMO CMG GRUB XLNX ALGN HAS WHR BIIB JNPR NKE STZ RAD

Options expected to have increasing volume: SPY QQQ RAD MLHR KBH FIZZ NKE

Expect price movement on G20 headlines from Xi and Trump

iShares China Large-Cap (FXI) June weekly call option implied volatility is at 22, July is at 23; compared to its 52-week range of 17 to 33 into Chinese President Xi Jinping and President Trump meeting at G20.

Db X-trackers Harvest Csi 300 China A – Shares Fund (ASHR) June weekly and July call option implied volatility is at 27; compared to its 52-week range of 20 to 36 into G20.

Option implied volatility for American corporations with revenue growth strategies on expanding in China

General Motors Co. (GM) 30-day option implied volatility is at 25, compared to its 52-week range of 21 to 46 into G20
Ford Motor (F) 30-day option implied volatility is at 31, compared to its 52-week range of 19 to 55
Nike Inc. (NKE) 30-day option implied volatility is at 31, compared to its 52-week range of 17 to 46
Tiffany & Co. (TIF) 30-day option implied volatility is at 28, compared to its 52-week range of 19 to 51
MGM Resorts International (MGM) 30-day option implied volatility is at 36, compared to its 52-week range of 25 to 59
Wynn Resorts Limited (WYNN) 30-day option implied volatility is at 45, compared to its 52-week range of 27 to 72
Boeing Co. (BA) 30-day option implied volatility is at 30, compared to its 52-week range of 19 to 46
FedEx Corp. (FDX) 30-day option implied volatility is at 28, compared to its 52-week range of 17 to 42
Intel (INTC) 30-day option implied volatility is at 32, compared to its 52-week range of 19 to 45
3M (MMM) 30-day option implied volatility is at 26, compared to its 52-week range of 16 to 36
HP Inc. (HPQ) 30-day option implied volatility is at 25, compared to its 52-week range of 18 to 44
Apple Inc. (AAPL) 30-day option implied volatility is at 26, compared to its 52-week range of 16 to 46
Advanced Micro Devices (AMD) 30-day option implied volatility is at 61, compared to its 52-week range of 41 to 97
Nvidia Corp. (NVDA) 30-day option implied volatility is at 38, compared to its 52-week range of 26 to 86
Micron Technology Inc. (MU) 30-day option implied volatility is at 44, compared to its 52-week range of 34 to 65
Caterpillar (CAT) 30-day option implied volatility is at 28, compared to its 52-week range of 20 to 50
Deere (DE) 30-day option implied volatility is at 25, compared to its 52-week range of 21 to 44

Riot Blockchain (RIOT) June weekly call option implied volatility is at 190, July is at 170; compared to its 52-week range of 77 to 257. Call put ratio 3.5 calls to 1 put. Since Facebook (FB) announced its entry into the Crypto space just over a week ago, Bitcoin prices have rallied from about 9,200 to 13,700.

Overstock.com, Inc. (OSTK) June weekly call option implied volatility is at 155, July is at 96; compared to its 52-week range of 65 to 137. Call put ratio 7.8 calls to 1 put. Since Facebook (FB) announced its entry into the Crypto space just over a week ago, Bitcoin prices have rallied from about 9,200 to 13,700.

Slack (WORK) July call option implied volatility is at 55, August is at 52. Call put ratio 7.8 calls to 1 put.

Chewy (CHWY) 30 day option implied volatility is at 67; compared to its 2-week range of 67 to 73.

Straddle prices for stocks expected to report results this week

Accenture (ACN) June weekly 185 straddle price for a move of 4% into the expected quarterly release today before the bell
Conagra (CAG) July 29 straddle price for a move of 7% into the expected quarterly release today before the bell
McCormick (MKC) July 150 straddle price for a move of 5% into the expected quarterly release before the bell on June 27
Nike (NKE) June weekly 82.50 straddle price for a move of 6% into the expected quarterly release after the bell on June 27
Walgreens Boots Alliance (WBA) June weekly 52.50 straddle price for a move of 5.5% into the expected quarterly release today before the bell
Constellation Brands (STZ) June weekly 185 straddle price for a move of 5.5% into the expected quarterly release before the bell on June 28

Increasing unusual option volume: NAK XAU HGV IWN BAH UGA QD MAC
Increasing unusual call option volume: SERV MAC HGV BAH AMAG GDDY TXRH VER DFRG WPC EGO GTT DDS OC
Increasing unusual put option volume: QD XAU DIOD ORLY EXTR GLNG AMLP HRTX GEO INGN ARLP
Popular stocks with increasing unusual volume: WDC ABBV BMY BYND
Options with decreasing option implied volatility: AABA BIDU CZR GME AGN MLNT CZR HTZ AGN KR GME KMX ORCL DRI GIS APC
Active options: AAPL MU MST AMD FB ABBV BAC SNAP NFLX TSLA AMZN GOLD X TEVA BABA BYND NVDA FDX AGN ROKU