Special Sunday Market IV Report March 8, 2020

Special Sunday Market IV Report March 8, 2020

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: SPY QQQ EWW DIA XLF AMRN OPK LQD X CZR

Options expected to have increasing volume: SPY QQQ RUT IWM XLF USO TBT TLT GDX

Option implied volatility elevated into sharp price movement in energy, currencies, equities, debt markets …. on worries over virus, crude, liquidity…….

S&P 500 (SPY) 30-day option implied volatility at 38; compared to its 52-week range of 9 to 38

PowerShares QQQ Trust (QQQ) 30-day option implied volatility at 41; compared to its 52-week range of 12 to 41

United States Oil Fund (USO) 30-day option implied volatility is at 63; compared to its 52-week range of 23 to 63 into WTI Crude oil down 19%.

Market Vectors Russia ETF Trust (RSX) 30-day option implied volatility is at 43; compared to its 52-week range of 16 to 44

Energy Select Sector SPDR ETF (XLE) 30-day option implied volatility is at 59; compared to its 52-week range of 15 to 70

SPDR S&P Oil & Gas Exploration & Production Etf (XOP) 30-day option implied volatility is at 82; compared to its 52-week range of 28 to 82

Halliburton (HAL) 30-day option implied volatility is at 90; compared to its 52-week range of 29 to 90

Schlumberger Ltd. (SLB) 30-day option implied volatility is at 73 compared to its 52-week range of 25 to 73 into WTI Crude oil down 19%

Ishares Msci Mexico Capped Etf (EWW) 30-day option implied volatility is at 44; compared to its 52-week range of 15 to 44

iShares MSCI Brazil (EWZ) 30-day option implied volatility is at 47; compared to its 52-week range of 22 to 48

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 48; compared to its 52-week range of 21 to 48 as gold trades above $1700.

SPDR Gold Trust (GLD) 30-day option implied volatility is at 24; compared to its 52-week range of 7 to 24 as gold up 1.7%.

Options with decreasing option implied volatility: TSLA UNH APT BIG
Increasing unusual option volume: CY OPK BKD VNQ IWN EQT SYNH
Increasing unusual call option volume: CY OPK EQT AFL INO MCK PBI BHF
Increasing unusual put option volume: OPK BKD TSEM VNQ INO CZR CY OHI MCK TMV H OSTK
Popular stocks with increasing unusual: PBR BA GILD F INO
Active options: AAPL BAC MSFT TSLA AMD GE MCK AAL GILD AMZN BABA FB F INO NFLX PBR T NVDA BA
Global S&P Futures are recently down 122.05 from previous day. Nikkei 225 down 3%, DAX, WTI Crude oil is recently at $32.88, natural gas down 3%, gold at $1695 an ounce