Pre-Market IV Report June 28, 2019

Pre-Market IV Report June 28, 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 TWTR BIIB UVXY XLNX GDXJ GLD WDC NUGT OSTK BKS IRBT GRUB SRPT YELP

Options expected to have increasing volume: AAPL SPY QQQ NKE JPM C GS MS BAC WFC BA PCG IBM JKS PRGS SRPT

Apple (AAPL) option implied volatility flat into Chief Design Officer Jony Ive to leave the company

Apple (AAPL) June weekly and July call option implied volatility is at 26; compared to its 52-week range of into announcing that Sir Jony Ive, Apple’s Chief Design Officer, will depart the company as an employee later this year to form an independent design company which will count Apple among its primary clients. Call put ratio 1.1 calls to 1 put.

Russell 2000 (RUT) call put ratio 1 call to 1.3 puts with focus on August 1600, 1680, September 1540 calls. July weekly (12) 1510 and 1520, September 1540, September weekly (30) 1100 and 1160 puts active into rebalance, last trading day of month, quarter and G20. 30 day call option implied volatility is at 18; compared to its 52-week range of 11 to 34.

Sarepta Therapeutics (SRPT) June weekly call option implied volatility is at 199, July is at 79; compared to its 52-week range of 47 to 87 ahead of Pfizer (NYSE: PFE) presenting initial PhIb data of PF-06939926 in DMD patients on June 28.

Navistar (NAV) June weekly call option implied volatility is at 36, July is at 34; compared to its 52-week range 33 to 63 after Volkswagen set a placement price at EUR 27.00 per Traton share. Call put ratio 2.5 calls to 1 put.

Option implied volatility for energy stocks into OPEC

ExxonMobil (XOM) 30-day option implied volatility is at 20; compared to its 52-week range of 13 to 39
BP plc (BP) 30-day option implied volatility is at 18; compared to its 52-week range of 15 to 36
Chevron (CVX) 30-day option implied volatility is at 19; compared to its 52-week range of 16 to 38
Continental Resources (CLR) 30-day option implied volatility is at 44; compared to its 52-week range of 29 to 69
EOG Resources (EOG) 30-day option implied volatility is at 33; compared to its 52-week range of 22 to 58
Transocean (RIG) 30-day option implied volatility is at 57; compared to its 52-week range of 35 to 87
Diamond Offshore Drilling (DO) 30-day option implied volatility is at 65; compared to its 52-week range of 42 to 80
Ensco (ESV) 30-day option implied volatility is at 77; compared to its 52-week range of45 to 93
Concho Resources (CXO) 30-day option implied volatility is at 39; compared to its 52-week range of 28 to 58
ConocoPhillips (COP) 30-day option implied volatility is at 27; compared to its 52-week range of 21 to 48
Anadarko Petroleum (APC) 30-day option implied volatility is at 17; compared to its 52-week range of 10 to 57
Occidental Petroleum (OXY) 30-day option implied volatility is at 50; compared to its 52-week range of 18 to 45
Laredo Petroleum (LPI) 30-day option implied volatility is at 72; compared to its 52-week range of 40 to 96
ConocoPhillips (COP) 30-day option implied volatility is at 27; compared to its 52-week range of 21 to 48
Murphy Oil (MUR) 30-day option implied volatility is at 39; compared to its 52-week range of 30 to 60
Chesapeake Energy (CHK) 30-day option implied volatility is at 74; compared to its 52-week range of 43 to 116
Diamondback Energy (FANG) 30-day option implied volatility is at 36; compared to its 52-week range of 28 to 63
Oasis Petroleum (OAS) 30-day option implied volatility is at 69; compared to its 52-week range of 39 to 98
Marathon Oil (MRO) 30-day option implied volatility is at 39; compared to its 52-week range of 31 to 67
Halliburton (HAL) 30-day option implied volatility is at 42; compared to its 52-week range of 21 to 57
Schlumberger Ltd. (SLB) 30-day option implied volatility is at 34; compared to its 52-week range of 19 to 55

Bank of America (BAC) 30-day option implied volatility is at 26; compared to its 52-week range 16 to 47 into approves $30.9B in share buybacks, 20% dividend increase.

Citi (C) 30-day option implied volatility is at 27; compared to its 52-week range 16 to 55 into raises quarterly dividend to 51c, announces $17.1B share repurchase plan.

Goldman Sachs (GS) 30-day option implied volatility is at 26; compared to its 52-week range 15 to 50 into announces buy back up to $7B of shares, raises quarterly dividend.

JPMorgan (JPM) 30-day option implied volatility is at 21; compared to its 52-week range 15 to 41 into increases dividend to 90c, announces $29.4B share repurchase plan.

Morgan Stanley (MS) 30-day option implied volatility is at 28; compared to its 52-week range 18 to 50 into boosts buyback to $6B, raises quarterly dividend to 35c per share.

Wells Fargo (WFC) 30-day option implied volatility is at 25; compared to its 52-week range 16 to 45 into announces $23.1B stock buyback, ups quarterly div to 51c per share.

Boeing (BA) June weekly call option implied volatility is at 31, July is at 26; compared to its 52-week range of 18 to 45.

Increasing unusual option volume: SUM APLE MEIP DOVA LEN ASND OC WAT ATUS
Increasing unusual call option volume: SUM ASND LEN VST OC ATUS ATH MTSI GDDY EROS LB MYGN
b: HST CAG GPRE FIZZ GSKY ZBRA ODP
Popular stocks with increasing unusual volume: INTC NKE BYND IQ
Options with decreasing option implied volatility: BIDU AABA GME CZR AGN MLNT NVAX ZGNX Options with decreasing option implied volatility: CZR AGN KMX BB CGC
Active options: AAPL MU AMD TSLA BABA NVDA BAC T FB BA BYND IQ JD NFLX SNAP MSFT INTC AMZN NKE