Pre-Market IV Report July 12, 2023

Pre-Market IV Report July 12, 2023

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Pre-Market IV Report July 12, 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: NVAX BBIO LYFT CHGG DISH SAVE RKLB RBLX TTD APPS CELH TAL PLTR DWAC PENN TWLO BROS TSN TTWO DIS SONY CLX SGEN FYBR CPG

Stocks expected to have increasing option volume: PEP DAL CTAS UNH JPM C WFC STT ATVI COTY

Gamers and entertainment option IV after Microsoft (MSFT) wins court approval to proceed with Activision (ATVI) deal.

Activision Blizzard (ATVI) 30-day option implied volatility is at 22; compared to its 52-week range of 15 to 46. Call put ratio 2 calls to 1 put after Microsoft (MSFT) wins court approval to proceed with Activision deal.

Microsoft (MSFT) 30-day option implied volatility is at 30; compared to its 52-week range of 19 to 43. Call put ratio 2.3 calls to 1 put after Microsoft wins court approval to proceed with Activision (ATVI) deal.

Electronic Arts (EA) 30-day option implied volatility is at 28; compared to its 52-week range of 15 to 39. Call put ratio 4 calls to 1 put.

Take-Two Interactive Software (TTWO) 30-day option implied volatility is at 36; compared to its 52-week range of 21 to 54. Call put ratio 2.6 calls to 1 put with focus on August calls.

Unity Software Inc. (U) 30-day option implied volatility is at 80; compared to its 52-week range of 57 to 116. Call put ratio 5.3 calls to 1 put with focus on July calls.

AppLovin (APP) 30-day option implied volatility is at 66; compared to its 52-week range of 50 to 137. Call put ratio 3.8 calls to 1 put with focus on August calls.

Roblox (RBLX) 30-day option implied volatility is at 75; compared to its 52-week range of 46 to 112. Call put ratio 4.4 calls to 1 put with focus on July calls.

Sony (SONY) 30-day option implied volatility is at 28; compared to its 52-week range of 19 to 45.

Skillz (SKLZ) 30-day option implied volatility is at 112; compared to its 52-week range of 70 to 153 amid wide price movement.

GameStop (GME) 30-day option implied volatility is at 56; compared to its 52-week range of 53 to 133.

Media option IV

Walt Disney (DIS) 30-day option implied volatility is at 32; compared to its 52-week range of 22 to 49.

Paramount Global (PARA) 30-day option implied volatility is at 60; compared to its 52-week range of 42 to 65. Call put ratio 4.8 calls to 1 put.

Warner Bros. Discovery (WBD) 30-day option implied volatility is at 56; compared to its 52-week range of 42 to 76. Call put ratio 2.9 calls to 1 put.

Netflix (NFLX) 30-day option implied volatility is at 48; compared to its 52-week range of 31 to 86.

Comcast (CMCSA) 30-day option implied volatility is at 25; compared to its 52-week range of 19 to 47.

Liberty Global (LBTYA) 30-day option implied volatility is at 33; compared to its 52-week range of 21 to 83.

Amazon (AMZN) 30-day option implied volatility is at 40; compared to its 52-week range of 26 to 61.
  
Straddle prices into quarter results

Pepsico (PEP) July weekly 182.5 straddle is priced for a move of 3% into the expected release of quarter results before the bell on July 13.

Delta Air (DAL) July weekly 48.50 straddle is priced for a move of 4.5% into the expected release of quarter results before the bell on July 13.

UnitedHealth (UNH) July weekly 462.50 straddle is priced for a move of 3.5% into the expected release of quarter results before the bell on July 14.

J P Morgan Chase (JPM) July weekly 147 straddle is priced for a move of 3% into the expected release of quarter results before the bell on July 14.

Wells Fargo (WFC) July weekly 43 straddle is priced for a move of 3.5% into the expected release of quarter results before the bell on July 14.

BlackRock (BLK) July weekly 710 straddle is priced for a move of 3% into the expected release of quarter results before the bell on July 14.

Citigroup (C) July weekly 46.50 straddle is priced for a move of 4% into the expected release of quarter results before the bell on July 14.

State Street (STT) July 75 straddle is priced for a move of 6% into the expected release of quarter results before the bell on July 14.

Options with decreasing option implied volatility: HELE ATVI UBS LEVI
Increasing unusual option volume: REI MAT YELL RVPH RKLB DVA
Increasing unusual call option volume: MAT RVPH RKLB SAVE YELL PHM RNG ICLN
Increasing unusual put option volume: BBIO CARR ICLN FYBR HPE HTZ ETRN
Popular stocks increasing volume: RIVN COIN SOFI PLTR SNAP CVNA NIO HOOD
Active options: TSLA AAPL ATVI AMZN BHG AMC RIVN COIN NVDA AMD META BABA SOFI MSFT GOOGL PLTR SNAP CVNA NIO HOOD
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $75, natural gas mixed, gold at $1940

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