Pre-Market IV Report August 1, 2023

Pre-Market IV Report August 1, 2023

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Pre-Market IV Report August 1, 2023

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: GDRX SYM BPMC ACHR EBIX CBAY YEXT AFRM AI SILV OKTA CLS ASC MIR PAGS PETS HZNP OKTA DG TAP MPW

Stocks expected to have increasing option volume: LSCC YUMC ANET MPWR WDC ZI MRK PFE CAT UBER MO ETN MAR SYY SIRI CAR HWM SWK INCY TAP NCLH JBLU BLMN SPWR RSG THC

Straddle prices into quarter results

Qualcomm (QCOM) August weekly 132 straddle is priced for a move of 6% into the expected release of quarter results after the bell on August 2.

CVS Health (CVS) August weekly 75 straddle is priced for a move of 5% into the expected release of quarter results before the bell on August 2.

Shopify (SHOP) August weekly 68 straddle is priced for a move of 11% into the expected release of quarter results after the bell on August 2.

PayPal (PYPL) August weekly 75 straddle is priced for a move of 8% into the expected release of quarter results after the bell on August 2.

Ferrari (RACE) August weekly 320 straddle is priced for a move of 3.5% into the expected release of quarter results before the bell on August 2.

Occidental Petroleum (OXY) August weekly 63 straddle is priced for a move of 4% into the expected release of quarter results after the bell on August 2.

Phillips 66 (PSX) August weekly 112 straddle is priced for a move of 3% into the expected release of quarter results before the bell on August 2.

Kraft Heinz (KHC) August weekly 36 straddle is priced for a move of 3% into the expected release of quarter results before the bell on August 2.

DoorDash (DASH) August weekly 91 straddle is priced for a move of 9% into the expected release of quarter results after the bell on August 2.

MGM Resorts (MGM) August weekly 51 straddle is priced for a move of 5.5% into the expected release of quarter results after the bell on August 2.

Unity Software (U) August weekly 45 straddle is priced for a move of 13% into the expected release of quarter results after the bell on August 2.

Marathon Oil (MRO) August weekly 26 straddle is priced for a move of 4% into the expected release of quarter results after the bell on August 2.

Zillow (Z) August weekly 54 straddle is priced for a move of 13% into the expected release of quarter results after the bell on August 2.

Etsy (ETSY) August weekly 101 straddle is priced for a move of 10.50% into the expected release of quarter results after the bell on August 2.

Robinhood (HOOD) August weekly 13 straddle is priced for a move of 10% into the expected release of quarter results after the bell on August 2.

Teva (TEVA) August weekly 8 straddle is priced for a move of 7.5% into the expected release of quarter results before the bell on August 2.

Cognizant (CTSH) August 66 straddle is priced for a move of 6% into the expected release of quarter results after the bell on August 2.

Movers

Snowflake (SNOW) 30-day option implied volatility is at 60; compared to its 52-week range of 47 to 91.

Datadog, Inc. (DDOG) 30-day option implied volatility is at 59; compared to its 52-week range of 45 to 86.

Market Vectors Oil Services Etf (OIH) 30-day option implied volatility is at 30; compared to its 52-week range of 31 to 62 as share price near four-year high.

Options with decreasing option implied volatility: SNAP PACW SIMO TDOC IMGN ALGN HTZ META SPOT STX HOG SKX CROX CMG WHR INTC ENPH
Increasing unusual option volume: TPX KVUE ETRN MESO JNJ YELL TP NEGG APLS HTZ YUMC LYV
Increasing unusual call option volume: TUO KVUE ETRN YELL NEGG INVZ SAGE
Increasing unusual put option volume: APLS TUP HTZ EBIX FOUR OHI JBLU
Popular stocks with increasing volume: SOFI PLTR NIO NKLA DIS ROKU UBER F BABA INTC
Active options: SOFI TSLA PLTR AMC NIO NVDA META AAPL AMD NKLA MSFT DIS ROKU AMZN UBER F GOOGL BABA NFLX INTC
Global S&P Futures mixed in premarket, Nikkei mixed to higher, DAX mixed, WTI Crude oil recently at $81, natural gas up 1%, gold at $1994

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