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Markets in the Red Led by FAANG Names

Jul 30, 2018

                                                                                                                                                           Start Your Free Trial Today

Comments:

Equities are in the red with notable weakness in the tech sector as the momentum the sector has seen this year continues to sharply reverse with moves in FAANG names NFLX -4.6%, AMZN -1.3%, and FB -3.9%. In the overall market the S&P is -.46%, the Russell is -.2%, and the Nasdaq is -1.3%. Energy is moving higher with WTI Crude +2.2%. energy ETFs move higher as well with XOP +1.5% and XLE +.7%. Bonds are little changed as is Gold. Volatilities are moving higher on today’s sell-off with VIX +7% to 14, VXN +9.6% to 20.52, and RVX +5% to 17.33.

 

ETF 30d volatility changes

SPY:        +3%

IWM:      +1%

QQQ:      +6%

 

Directional:

Bullish

NXPI Seller 20,000 Jan 110 puts (likely closing, ref. 94.79)

Bearish

CAT Buyer 5,800 Aug 135 puts (likely closing, ref. 143.66)

SNAP 5,000 Jan 12 puts trade (ref. 12.24)

KMI Seller 6,000 Oct 19 calls (ref. 17.71, appears to be opening write)

 

Earnings Plays:

Bullish

TEVA Buyer 4,228 Sep 25 calls (Earnings 8/2, ref. 23.66)

P Buyer 4,000 Aug 8 calls (Earnings 7/31, ref. 7.25)

WMB Seller 6,780 Aug 28 calls to Buy 6,780 Oct 31 calls (rolls long calls, Earnings 8/1, ref. 29.30)

Bearish

SHOO Buyer 2,300 Sep 50 puts (Earnings 7/31, ref. 53.55)

EXAS Buyer 5,000 Aug 3rd 55 – 50 put spreads (Earnings 8/1, ref. 57.26)

 

Macro:

Bullish

EWZ 10,000 Nov 42 – 45 call spreads trade (ref. 36.78)

XLF Buyer 13,125 Sep 28 calls (ref. 28.27)

EEM Seller 15,000 Aug 45.5 calls to Buy 15,000 Oct 46 calls (rolls up and out, ref. 44.69)

GLD Buyer 5,000 Mar19 130 calls (ref. 115.98)

GDX 10,500 Jan 21 – 24 risk reversals trade (ref. 21.34)

Bearish

XME Buyer 10,000 Sep 36 puts (busy earning week for the sector, ref. 36.40)

SMH Seller 7,959 Aug 95 puts to Buy 7,959 Sep 100 – 90 puts spreads (rolls out and up into a spread, ref. 106.52)

IWM Buyers of 40,740 Aug 156 puts (ref. 165.01)

QQQ 12,808 Aug 165 – 157 put spreads trade (ref. 175.10)

 

 

Financing Trades:

AABA 5,000 Aug 100 RC trade (ref. 72.90)

SNAP 8,000 Sep 15 RC trade (ref. 12.17)

 

Upcoming Earnings:

On Mobile/Tablet scroll to the right.

Underlying

Earnings Date

Imp Move

Historical Move

Cheap vs Expensive

Quantamize Rating

Average Daily Vega

AABA

7/30/2018

6.3

2.2

182.7%

A

98185

ACHC

7/30/2018

7.9

8.6

-9.0%

C

2635

AEIS

7/30/2018

5.1

2.3

120.6%

A

1360

AKS

7/30/2018

9.0

10.1

-11.6%

F

10692

ALSN

7/30/2018

4.3

2.9

46.8%

A

709

AMKR

7/30/2018

7.0

7.3

-3.3%

B

234

ARE

7/30/2018

1.0

1.6

-39.5%

C

1238

ATHN

7/30/2018

6.1

11.4

-46.7%

C

30273

AVB

7/30/2018

2.0

1.4

39.6%

C

24246

BKI

7/30/2018

4.0

2.9

40.6%

A

 

BLKB

7/30/2018

5.9

5.3

10.8%

C

598

BRX

7/30/2018

4.8

1.5

217.1%

D

492

CGNX

7/30/2018

6.9

5.5

24.0%

D

2786

CHGG

7/30/2018

12.6

10.8

16.7%

D

1574

DENN

7/30/2018

6.3

6.9

-7.8%

A

 

EFII

7/30/2018

7.9

10.3

-23.1%

C

 

EPR

7/30/2018

1.8

2.8

-36.1%

B

1505

HLIT

7/30/2018

12.3

11.7

5.2%

F

 

HSII

7/30/2018

11.2

12.8

-13.0%

B

 

IDTI

7/30/2018

6.6

7.1

-6.7%

C

2423

ILMN

7/30/2018

5.7

4.4

30.7%

C

59062

INST

7/30/2018

5.5

5.6

-2.3%

D

507

IVAC

7/30/2018

14.4

7.8

85.7%

F

 

KAI

7/30/2018

5.6

5.7

-2.1%

C

 

KLAC

7/30/2018

3.3

2.5

33.5%

B

13033

KNL

7/30/2018

4.6

4.8

-4.6%

B

 

NLS

7/30/2018

11.0

10.9

0.9%

D

 

NTRI

7/30/2018

13.7

13.8

-0.7%

D

7466

QTM

7/30/2018

24.5

11.6

110.3%

D

 

QTNA

7/30/2018

11.1

15.7

-29.2%

C

 

RCII

7/30/2018

14.2

7.1

101.2%

D

679

RMBS

7/30/2018

5.5

6.3

-12.7%

C

1501

RRC

7/30/2018

4.2

4.0

4.0%

F

8265

RXN

7/30/2018

4.3

3.9

10.3%

C

353

SANM

7/30/2018

9.6

9.5

0.4%

C

651

SBAC

7/30/2018

1.9

3.0

-36.7%

C

6058

SCI

7/30/2018

5.0

3.5

42.1%

B

1123

SHO

7/30/2018

8.4

0.9

880.8%

D

 

SPWR

7/30/2018

10.0

8.9

13.0%

C

3408

SSD

7/30/2018

6.4

4.5

43.4%

D

 

TBI

7/30/2018

9.5

8.8

7.0%

C

 

TCO

7/30/2018

4.6

2.9

60.1%

C

345

TNET

7/30/2018

10.1

10.3

-1.9%

D

774

TREX

7/30/2018

8.8

9.9

-11.9%

C

900

TXRH

7/30/2018

6.8

4.9

39.8%

C

2312

UNM

7/30/2018

5.4

4.0

35.5%

B

9520

VNO

7/30/2018

2.6

1.8

46.8%

D

2761

VRNS

7/30/2018

6.8

5.8

16.5%

C

2809

WWD

7/30/2018

4.8

4.3

11.7%

D

 

ACCO

7/31/2018

6.8

7.6

-10.8%

D

 

ADM

7/31/2018

3.2

3.9

-16.4%

B

12395

AGCO

7/31/2018

4.9

2.7

79.1%

C

4365

AKAM

7/31/2018

7.7

8.3

-7.1%

B

16180

AME

7/31/2018

3.0

2.4

24.3%

A

640

AMT

7/31/2018

1.6

1.1

37.0%

C

25200

APC

7/31/2018

2.7

2.6

5.3%

D

41264

ARCB

7/31/2018

9.3

12.4

-24.9%

C

617

ARCH

7/31/2018

6.5

7.1

-8.4%

C

1087

ARNC

7/31/2018

5.3

10.7

-50.2%

D

28281

ASH

7/31/2018

3.6

3.4

4.6%

C

5557

AWI

7/31/2018

6.1

4.4

37.3%

B

480

BGFV

7/31/2018

11.7

9.1

28.8%

D

 

BXP

7/31/2018

2.2

1.6

39.3%

D

495

CACC

7/31/2018

5.8

5.8

-1.3%

C

6892

CAI

7/31/2018

8.7

11.4

-23.5%

D

342

CAKE

7/31/2018

5.9

4.3

36.8%

C

4720

CCO

7/31/2018

15.9

4.7

236.7%

D

 

CHRW

7/31/2018

4.2

4.4

-5.0%

B

17178

CHTR

7/31/2018

5.3

5.3

-0.8%

C

51741

CMCO

7/31/2018

7.8

8.3

-5.8%

F

 

CMI

7/31/2018

4.0

3.8

4.5%

C

31503

COHR

7/31/2018

10.9

12.6

-14.0%

C

11286

COMM

7/31/2018

9.6

10.8

-11.0%

C

1037

CPS

7/31/2018

4.9

3.1

59.0%

B

237

CRAY

7/31/2018

8.9

10.8

-17.4%

C

 

CSV

7/31/2018

5.1

4.3

20.7%

C

 

DEI

7/31/2018

3.4

1.0

239.5%

D

 

DORM

7/31/2018

5.2

3.4

53.2%

C

626

DOX

7/31/2018

2.7

2.0

36.2%

B

208

DVN

7/31/2018

4.7

5.2

-9.7%

F

56614

DXPE

7/31/2018

11.3

16.3

-30.9%

D

293

ECL

7/31/2018

2.2

1.3

64.7%

B

8043

ENPH

7/31/2018

14.8

13.4

10.4%

F

4322

ES

7/31/2018

 

1.3

-100.0%

C

529

EVTC

7/31/2018

5.9

4.4

35.3%

B

211

EXR

7/31/2018

2.6

2.1

27.5%

B

2260

FDP

7/31/2018

6.1

6.3

-2.8%

D

1239

FE

7/31/2018

2.1

1.5

40.7%

C

6817

FIS

7/31/2018

3.9

3.1

25.4%

A

5436

FISV

7/31/2018

3.6

2.9

26.3%

A

3542

FSTR

7/31/2018

7.4

11.4

 

D

 

GERN

7/31/2018

28.9

7.2

302.3%

F

 

GGP

7/31/2018

1.7

2.4

-28.6%

C

70789

GLUU

7/31/2018

10.6

7.2

47.7%

F

3418

GPX

7/31/2018

8.8

4.8

84.9%

D

 

H

7/31/2018

4.4

3.1

40.0%

D

585

HOLX

7/31/2018

5.2

4.8

9.6%

C

2089

HRS

7/31/2018

3.1

3.4

-7.1%

A

7437

HUN

7/31/2018

3.1

2.7

11.6%

B

7520

HURN

7/31/2018

9.0

8.3

8.0%

D

 

HVT

7/31/2018

6.7

7.1

-5.4%

C

 

HY

7/31/2018

5.2

8.9

-41.7%

C

 

INCY

7/31/2018

3.5

2.5

39.9%

F

6024

IPGP

7/31/2018

5.7

6.9

-17.0%

B

10618

LBY

7/31/2018

12.0

11.1

8.2%

D

 

LDL

7/31/2018

5.1

6.8

-25.7%

C

 

LL

7/31/2018

12.6

15.6

-19.1%

D

3193

MAS

7/31/2018

5.7

4.7

20.2%

B

19383

MATX

7/31/2018

7.2

8.2

-12.7%

C

 

MB

7/31/2018

8.7

9.7

-10.2%

C

1425

MDR

7/31/2018

4.3

5.3

-18.8%

C

6235

MGRC

7/31/2018

5.9

6.3

-6.2%

C

 

MKL

7/31/2018

1.3

1.7

-24.1%

C

2456

MOBL

7/31/2018

8.2

9.2

-10.3%

D

 

MOH

7/31/2018

7.0

8.2

-14.8%

C

1122

MRCY

7/31/2018

8.9

7.1

24.6%

D

1368

MTSI

7/31/2018

14.4

16.1

-10.5%

D

213

NANO

7/31/2018

11.1

10.7

3.3%

A

 

NBIX

7/31/2018

4.5

5.7

-21.9%

F

7643

NFX

7/31/2018

5.9

5.5

8.3%

D

5815

NUVA

7/31/2018

8.1

6.1