Pre-Market IV Report August 1, 2022

Pre-Market IV Report August 1, 2022

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: SIGA CFVI SIGA FOUN NEOG BABA GETY FAZE REV CLNN WRAP

Stocks expected to have increasing option volume: BABA ABNB AMD CAT PAYP SBUX UBER LYFT MAR

Freeport-McMoran (FCX) 30-day option implied volatility is at 49; compared to its 52-week range of 41 to 65 as shares trade up from low end of range.

Boeing (BA) 30-day option implied volatility is at 42; compared to its 52-week range of 29 to 63 into clears hurdle for resuming 787 Dreamliner, WSJ reports.

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 34; compared to its 52-week range of 20 to 49 after semiconductor stimulus bill.

Straddle price into quarter results

Avis Budget (CAR) August weekly 182 straddle priced for a move of 16% into the expected release of quarter results after the bell on August 1.

Advanced Micro Devices (AMD) August weekly 94 straddle priced for a move of 9% into the expected release of quarter results after the bell on August 2.

BP plc (BP) August weekly 29.50 straddle priced for a move of 5% into the expected release of quarter results before the bell on August 2.

Marriott (MAR) August weekly 160 straddle priced for a move of 5.5% into the expected release of quarter results before the bell on August 2.

Occidental Petroleum (OXY) August weekly 65 straddle priced for a move of 8% into the expected release of quarter results on August 2.

Caterpillar (CAT) August weekly 198 straddle priced for a move of 5% into the expected release of quarter results before the bell on August 2.

Electronic Arts (EA) August weekly 113 straddle priced for a move of 5.5% into the expected release of quarter results after the bell on August 2.

Match Group (MTCH) August weekly 73 straddle priced for a move of 10% into the expected release of quarter results after the bell on August 2.

PayPay (PYPL) August weekly 87 straddle priced for a move of 12% into the expected release of quarter results after the bell on August 2.

SoFi Technologies (SOFI) August weekly 6.5 straddle priced for a move of 15% into the expected release of quarter results after the bell on August 2.

Starbucks (SBUX) August weekly 85 straddle priced for a move of 6% into the expected release of quarter results after the bell on August 2.

Uber (UBER) August weekly 23 straddle priced for a move of 12% into the expected release of quarter results before the bell on August 2.

Moderna (MRNA) August weekly 165 straddle priced for a move of 8% into the expected release of quarter results after the bell on August 3.

Options with decreasing option implied volatility: TDOC NCR META ROKU ETSY CPG
Increasing unusual option volume: OTIS TIP GETY SHLX LFLY FAZE MNTV
Increasing unusual call option volume: SHLX GETY CLAR CODX FIS EVFM NLOK
Increasing unusual put option volume: TIP MNTV SIGA XME COTY FSLR INVH
Popular stocks increasing volume: INTC BABA ROKU L PBR XOMTWTR AMC
Active options: AMZN AAPL TSLA META INTC AMD NVDA BABA MSFT F ROKU GOOGL PBR XOM CHPT GOOG NFLX MARA TWTR AMC
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $97, natural gas mixed, gold at $1780 an ounce