Pre-Market IV Report October 1, 2019

Pre-Market IV Report October 1, 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: BYND S NOK SFIX DAL BBBY XLNX CNX NUGT SDC VKTX NVAX AMRN BYND AKAM GPRO EA NR

Options expected to have increasing volume: PAYX LLY CLX TSLA F GM FCAU PCG GERN

Stitch Fix (SFIX) October weekly call option implied volatility is at 243, October is at 121; compared to its 52-week range of 46 to 112 into the expected release of quarter results today after the bell.

Tesla (TSLA) September weekly call option implied volatility is at 56, October is at 44; compared to its 52-week range of 42 to 87 into the expected release of sales data for Q3. Call put ratio 1 call to 1.4 puts with focus on October weekly puts.

General Motors (GM) October weekly call option implied volatility is at 30, October is at 27; compared to its 52-week range of 21 to 46 into the expected release of U.S. sales data and into 3rd week of strike.

Proctor & Gamble (PG) October weekly call option implied volatility is at 17, October is at 16; compared to its 52-week range of 13 to 31 as shares near record high.

Nike (NKE) October weekly call option implied volatility is at 22, October is at 21; compared to its 52-week range of 18 to 46 as shares near record high.

Apple (AAPL) October weekly call option implied volatility is at 24, October is at 23; compared to its 52-week range of 19 to 46 as shares near record high.

Pfizer (PGE) October weekly call option implied volatility is at 22, October is at 20; compared to its 52-week range of 16 to 34 as shares near low end of range.

Cisco (CSCO) October weekly and October call option implied volatility is at 16; compared to its 52-week range of 17 to 42 as shares near low end of range.

Market Vectors Gold Miners ETF (GDX) October weekly call option implied volatility is at 36, October is at 35, November is at 31; compared to its 52-week range of 21 to 36 as gold trends below $1470, up 15% this year.

United States Oil Fund (USO) September call option implied volatility is at 37, October and November is at 36; compared to its 52-week range of 23 to 62 as WTI Crude Oil trends below trades below $55, up 16% this year.

SPDR S&P Oil & Gas Exploration & Production Etf (XOP) October weekly call option implied volatility is at 36, October and November is at 37; compared to its 52-week range of 26 to 58 as WTI Crude Oil trends below trades below $55, up 16% this year.

Utilities Sel Sect Spdr Fd (XLU) October weekly call option implied volatility is at 9, October is at 12; compared to its 52-week range of 11 to 23 as shares near record high.

Straddle prices for stocks expected to report quarterly results this week

McCormick (MKC) October 155 straddle priced for a move of 6% into the expected release of quarter results today before the bell
Stitch Fix (SFIX) October weekly 19 straddle priced for a move of 21% into the expected release of quarter results today after the bell
United Natural Foods (UNFI) October 12.50 straddle priced for a move of 22% into the expected release of quarter results today after the bell
Bed Bath & Beyond (BBBY) October weekly 11 straddle priced for a move of 12% into the expected release of quarter results after the bell on October 2
Lamb Weston (LW) October 75 straddle priced for a move of 7.5% into the expected release of quarter results on October 2
Paychex (PAYX) October 82.50 straddle priced for a move of 5% into the expected release of quarter results before the bell on October 2
Lennar (LEN) October 55 straddle priced for a move of 7% into the expected release of quarter results before the bell on October 2
Constellation Brands (STZ) October weekly 207.5 straddle priced for a move of 5.5% into the expected release of quarter results before the bell on October 3
Costco (COST) October weekly 287.5 straddle priced for a move of 4% into the expected release of quarter results on October 3
PepsiCo (PEP) October weekly 135 straddle priced for a move of 2.5% into the expected release of quarter results before the bell on October 3

Yamana Gold (AUY) 30 day option implied volatility is at 56; compared to its 52-week range of 39 to 71 as gold trends lower

SPDR Gold Trust (GLD) 30 day option implied volatility is at 14; compared to its 52-week range of 8 to 18

Options with decreasing option implied volatility: SLV BB FDX TGT ULTA RAD CAG KMX JBL NKE
Increasing unusual option volume: STOR DOVA VRAY CERS THO MKC BKLN GRPO MDR ACB
Increasing unusual call option volume: VRAY DOVA THO TGP HAIN
Increasing unusual put option volume: CERS THO VIPS MKC BKLN DRI ARCC TUR
Popular stocks with increasing unusual volume: BMY GPRO JD MDR ACB
Active options: AAPL AMD BABA MSFT TSLA MU FB T NFLX AMZN ROKU NIO SNAP BAC BMY JD BYND GE MDR ACB

Global S&P Futures are recently up 9.00 from previous day. Nikkei 225 up 0.5%, DAX up 0.06%, WTI Crude oil is recently at $54.75, natural gas down 1%, gold at $1466 an ounce