Pre-Market IV Report July 15, 2022

Market Rebellion

This article was last updated on 07/15/2022.

Pre-Market IV Report July 15, 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: GRPN TECL RDBX REV FFIE BYFC SYM

Stocks expected to have increasing option volume: PINS WFC C BX BTU BABA FCX BAC GS

Option movers

Alibaba (BABA) 30-day option implied volatility is at 66; compared to its 52-week range of 29 to 100 amid China oversight concerns.

Pinterest (PINS) 30-day option implied volatility is at 102; compared to its 52-week range of 38 to 114 into report of Elliott stake. Call put ratio 1.6 calls to 1 put into activist shareholder headlines.

Ishares Msci Italy Capped Etf (EWI) 30-day option implied volatility is at 42; compared to its 52-week range of 15 to 52. Call put ratio 1 call to 90 puts amid political leadership headlines.

Straddle price into quarter results

Bank of America (BAC) July weekly 30 straddle priced for a move of 5% into the expected release of quarter results before the bell on July 18.

Goldman Sachs (GS) July weekly 280 straddle priced for a move of 5.5% into the expected release of quarter results before the bell on July 18.

Netflix (NFLX) July weekly 175 straddle priced for a move of 14% into the expected release of quarter results after the bell on July 19.

Johnson & Johnson (JNJ) July weekly 175 straddle priced for a move of 3% into the expected release of quarter results before the bell on July 19.

Hasbro (HAS) August straddle priced for a move of 10% into the expected release of quarter results before the bell on July 19.

Silvergate Capital (SI) August 60 straddle priced for a move of 18% into the expected release of quarter results before the bell on July 19.

Tesla (TSLA) July weekly 715 straddle priced for a move of 10% into the expected release of quarter results after the bell on July 20.

Options with decreasing option implied volatility: JPM MS
Increasing unusual option volume: GOEV TIP REV DNMR NLSN
Increasing unusual call option volume: GOEV REV DNMR AVXL
Increasing unusual put option volume: GOEV TIP PSTH NLSN ENB BAM
Popular stocks increasing volume: INTC TLRY JPM TWTR C GME NIO NFLX TSM

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