Pre-Market IV Report July 13, 2022

Pre-Market IV Report July 13, 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: REV FFIE HGEN RDBX VTGN BAC JPM MS GS WFC C BX HASI BRPM EVEX

Stocks expected to have increasing option volume: DAL AAL LUV UAL BAC JPM MS GS WFC C BLK SFIX BA NOW XLE

Movers

Twitter (TWTR) July option implied volatility is at 68, August is at 65; compared to 52-week range of 21 to 87. Call put ratio 1 call to 1.1 puts.

Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility is at 29; compared to its 52-week range of 16 to 58 into bank results. Call put ratio 1 call to 1 put.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 72; compared to its 52-week range of 28 to 91.

Boeing (BA) 30-day option implied volatility is at 57; compared to its 52-week range of 29 to 63.

ServiceNow (NOW) 30-day option implied volatility is at 61; compared to its 52-week range of 25 to 67.

WTI Crude below $96

Exxon Mobil (XOM) 30-day option implied volatility is at 44; compared to its 52-week range 24 to 46 as WTI trades below $96.

Chevron (CVX) 30-day option implied volatility is at 42; compared to its 52-week range of 21 to 46 as WTI trades below $96.

Valero Energy (VLO) 30-day option implied volatility is at 57; compared to its 52-week range 32 to 60.

Marathon Oil (MRO) 30-day option implied volatility is at 66; compared to its 52-week range 43 to 71. Call put ratio 1.2 calls to 1 put.

Marathon Petroleum (MPC) 30-day option implied volatility is at 49; compared to its 52-week range of 31 to 53.

Occidental Petroleum (OXY) 30-day option implied volatility is at 65; compared to its 52-week range of 46 to 89. Call put ratio 1.6 calls to 1 put as shares sell off 4%.

SPDR S&P Oil & Gas Exploration & Production Etf (XOP) 30-day option implied volatility is at 58; compared to its 52-week range 39 to 64. Call put ratio 1 call to 2.2 puts.

Market Vectors Oil Services Etf (OIH) 30-day option implied volatility is at 60; compared to its 52-week range 38 to 67.

Energy Select Sector SPDR ETF (XLE) 30-day option implied volatility is at 41; compared to its 52-week range 25 to 48. Call put ratio 1 call to 1.3 puts.

United States Oil Fund (USO) 30-day option implied volatility is at 51; compared to its 52-week range of 29 to 81. Call put ratio 1 call to 1.7 puts.

United States Natural Gas (UNG) 30-day option implied volatility is at 87; compared to its 52-week range of 35 to 149.

Straddle prices for stocks expected to report quarterly results

JPMorgan Chase (JPM) July 113 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on July 14.

Morgan Stanley (MS) July 76 straddle priced for a move of 5% into the expected release of quarter results before the bell on July 14.

Schwab (SCHW) July 62 straddle priced for a move of 5% into the expected release of quarter results before the bell on July 14.

Taiwan Semiconductor (TSM) July 79 straddle priced for a move of 6% into the expected release of quarter results before the bell on July 14.

Blackrock (BLK) July 602 straddle priced for a move of 4% into the expected release of quarter results before the bell on July 15.

Citigroup (C) July 46 straddle priced for a move of 5% into the expected release of quarter results before the bell on July 15.

PNC Financial (PNC) July 157 straddle priced for a move of 4% into the expected release of quarter results before the bell on July 15.

U.S. Bancorp (USB) July 46 straddle priced for a move of 4% into the expected release of quarter results before the bell on July 15.

UnitedHealth Group (UNH) July 515 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on July 15.

Wells Fargo (WFC) July 39.50 straddle priced for a move of 5% into the expected release of quarter results before the bell on July 15.

Starbucks Corporation (SBUX) 30-day option implied volatility is at 39; compared to its 52-week range of 18 to 41 into hosting its 2022 Investor Day in Seattle on Tuesday, September 13, 2022. Call put ratio 2.5 calls to 1 put.

Hannon Armstrong (HASI) 30-day option implied volatility is at 89; compared to its 52-week range of 31 to 102. Call put ratio 1 call to 16 puts with focus on July 30 puts as shares pull back.

Stitch Fix (SFIX) 30-day option implied volatility is at 103; compared to its 52-week range of 51 to 141. Call put ratio 1 call to 5.4 puts.

Options with decreasing option implied volatility: PEP PBR
Increasing unusual option volume: GOEV REV DVAX SPLG SRG PMT FAST
Increasing unusual call option volume: GOEV DVAX LZ EGO SRG BZUN
Increasing unusual put option volume: GOEV DVAX SRG FAST VSTO CIM TIGR
Popular stocks increasing volume: TWTR AAL BA DAL BAC SOFI NIO CHPT CCL
Active options: AAPL TSLA AMZN AMC MSFT TWTR NVDA AAL AMD F META BA DAL BABA GOEV BAC SOFI NIO CHPT CCL
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $95.56, natural gas up 2%, gold at $1721 an ounce