Pre-Market IV Report July 13, 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: BYND BBIO NVAX RBLX CAVA APPS RKLB CELH TTD TAL SAVE TOST BROS TSN NVO TTWO ETRN DIS SONY RXRX SIMO EXAI EH BYND
Stocks expected to have increasing option volume: PEP DAL CTAS UNH JPM C WFC STT ATVI DIS
Movers
Walt Disney (DIS) 30-day option implied volatility is at 32; compared to its 52-week range of 22 to 49 into Disney extends Robert Iger’s contract as CEO through 2026.
Option IV for stocks near 52-week high
NVIDIA (NVDA) 30-day option implied volatility is at 41; compared to its 52-week range of 39 to 68 as share price near record high.
Meta Platforms (META) 30-day option implied volatility is at 50; compared to its 52-week range of 29 to 74 as share price near 52-week high.
Take-Two Interactive Software (TTWO) 30-day option implied volatility is at 37; compared to its 52-week range of 21 to 54 as share price near 52-week high. Call put ratio 1 call to 2.6 puts.
Booking Holdings (BKNG) 30-day option implied volatility is at 31; compared to its 52-week range of 23 to 54 as share price near 52-week high.
Lowe’s Cos. (LOW) 30-day option implied volatility is at 19; compared to its 52-week range of 19 to 44 as share price near 52-week high.
Marriott (MAR) 30-day option implied volatility is at 25; compared to its 52-week range of 21 to 48 as share price near 52-week high.
MGM Resorts (MGM) 30-day option implied volatility is at 34; compared to its 52-week range of 27 to 62 as share price near 52-week high.
Norwegian Cruise Line (NCLH) 30-day option implied volatility is at 49; compared to its 52-week range of 42 to 96 as share price near 52-week high.
Ralph Lauren (RL) 30-day option implied volatility is at 31; compared to its 52-week range of 24 to 96 as share price near 52-week high.
TJX Cos. (TJX) 30-day option implied volatility is at 16; compared to its 52-week range of 14 to 40 as share price near 52-week high. Call put ratio 8.3 calls to 1 put.
Discover Financial Services (DFS) 30-day option implied volatility is at 28; compared to its 52-week range of 23 to 51 as share price near 52-week high.
JPMorgan (JPM) 30-day option implied volatility is at 21; compared to its 52-week range of 18 to 44 as share price near 52-week high into quarter results.
MasterCard (MA) 30-day option implied volatility is at 17; compared to its 52-week range of 17 to 42 as share price near 52-week high.
Visa (V) 30-day option implied volatility is at 20; compared to its 52-week range of 16 to 41 as share price near 52-week high.
American Airlines (AAL) 30-day option implied volatility is at 39; compared to its 52-week range of 32 to 75 as share price near 52-week high.
Carrier Global (CARR) 30-day option implied volatility is at 25; compared to its 52-week range of 21 to 84 as share price near 52-week high. Call put ratio 1 call to 7.3 puts.
Delta Air Lines (DAL) 30-day option implied volatility is at 33; compared to its 52-week range of 28 to 61 as share price near 52-week high into quarter results and outlook.
Eaton (ETN) 30-day option implied volatility is at 24; compared to its 52-week range of 20 to 67 as share price near 52-week high.
FedEx (FDX) 30-day option implied volatility is at 22; compared to its 52-week range of 21 to 56 as share price near 52-week high.
General Electric (GE) 30-day option implied volatility is at 27; compared to its 52-week range of 24 to 252 as share price near 52-week high.
Illinois Tool Works (ITW) 30-day option implied volatility is at 21; compared to its 52-week range of 17 to 64 as share price near 52-week high.
Ingersoll-Rand (IR) 30-day option implied volatility is at 23; compared to its 52-week range of 21 to 43 as share price near 52-week high.
PACCAR (PCAR) 30-day option implied volatility is at 23; compared to its 52-week range of 19 to 80 as share price near 52-week high.
Parker-Hannifin (PH) 30-day option implied volatility is at 25; compared to its 52-week range of 22 to 259 as share price near 52-week high. Call put ratio 1 call to 7.7 puts.
NXP Semiconductors (NXPI) 30-day option implied volatility is at 32; compared to its 52-week range of 29 to 56 as share price near 52-week high.
ON Semi (ON) 30-day option implied volatility is at 43; compared to its 52-week range of 37 to 74 as share price near 52-week high.
PPG Industries (PPG) 30-day option implied volatility is at 23; compared to its 52-week range of 20 to 44 as share price near 52-week high.
Movers
Carvana Co. (CVNA) 30-day option implied volatility is at 171; compared to its 52-week range of 112 to 267. Call put ratio 1.5 calls to 1 put on volume of 576K contracts.
Newell Brands (NWL) 30-day option implied volatility is at 53; compared to its 52-week range of 29 to 99.
Options with decreasing option implied volatility: DWAC ATVI HELE UBS
Increasing unusual option volume: INVZ FNGR GOSS IJR OPCH CEI TMC ZTO MAT
Increasing unusual call option volume: INVZ IJR GOSS FNGR OPCH CEI MAT TMC IGT RKLB
Increasing unusual put option volume: LNC CARR BBIO AG PCT COTY GIS PZZA SABR
Popular stocks increasing volume: CVNA RIVN AMC NIO LCID ATVI BAC COIN PLTR SOFI
Active options: TSLA AAPL NVDA META AMZN AMD CVNA BABA MSFT RIVN AMC NIO LCID ATVI BAC COIN GOOGL MARA PLTR SOFI
Global S&P Futures mixed in premarket, Nikkei up 1.4%, DAX mixed, WTI Crude oil recently at $75.80, natural gas mixed, gold at $1965
