Pre-Market IV Report July 17, 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: TSN BBIO NVAX WISH APLS TTD CELH TOST BBIO SIMO LESL VXZ OPRA TIXT COMM FYBR
Stocks expected to have increasing option volume: ATVI MSFT BAC GS MS SCHW TSLA NFLX
Straddle prices into quarter results
Bank of America (BAC) July 29 straddle is priced for a move of 4% into the expected release of quarter results before the bell on July 18.
Novartis (NVS) July 100 straddle is priced for a move of 5% into the expected release of quarter results before the bell on July 18.
Morgan Stanley (MS) July 86 straddle is priced for a move of 4% into the expected release of quarter results before the bell on July 18.
Lockheed Martin (LMT) July 465 straddle is priced for a move of 3% into the expected release of quarter results before the bell on July 18.
Prologics (PLD) July 125 straddle is priced for a move of 4% into the expected release of quarter results before the bell on July 18.
Charles Schwab (SCHW) July 58 straddle is priced for a move of 5% into the expected release of quarter results before the bell on July 18.
PNC Financial (PNC) July 126 straddle is priced for a move of 4% into the expected release of quarter results before the bell on July 18.
Bank of New York (BK) July 42.5 straddle is priced for a move of 6% into the expected release of quarter results before the bell on July 18.
J.B. Hunt (JBHT) July 185 straddle is priced for a move of 4% into the expected release of quarter results after the bell on July 18.
Hasbro (HAS) July 64 straddle is priced for a move of 5.5% into the expected release of quarter results on July 18.
Western Alliance Bancorporation (WAL) July 39 straddle is priced for a move of 9% into the expected release of quarter results after the bell on July 18.
Tesla (TSLA) July 280 straddle is priced for a move of 8% into the expected release of quarter results after the bell on July 19.
Goldman Sachs (GS) July 325 straddle is priced for a move of 4% into the expected release of quarter results before the bell on July 19.
U.S. Bancorp (USB) July 35 straddle is priced for a move of 5% into the expected release of quarter results before the bell on July 19.
Las Vegas Sands (LVS) July 61 straddle is priced for a move of 4% into the expected release of quarter results on July 19.
Baker Hughes (BKR) July 34 straddle is priced for a move of 4.5% into the expected release of quarter results before the bell on July 19.
Halliburton (HAL) July 37 straddle is priced for a move of 4% into the expected release of quarter results before the bell on July 19.
Nadaq (NDAQ) July 50 straddle is priced for a move of 3.5% into the expected release of quarter results before the bell on July 19.
Citizens Financial (CFG) July 28 straddle is priced for a move of 7.5% into the expected release of quarter results before the bell on July 19.
Northern Trust (NTRS) July 70 straddle is priced for a move of 6.5% into the expected release of quarter results before the bell on July 19.
Ally Financial (ALLY) July 27.50 straddle is priced for a move of 9% into the expected release of quarter results before the bell on July 19.
First Horizon (FHN) July 12.50 straddle is priced for a move of 6% into the expected release of quarter results before the bell on July 19.
M&T Bank (MTB) July 130 straddle is priced for a move of 5% into the expected release of quarter results before the bell on July 19.
IBM (IBM) July 133 straddle is priced for a move of 4% into the expected release of quarter results after the bell on July 19.
Netflix (NFLX) July 440 straddle is priced for a move of 9% into the expected release of quarter results after the bell on July 19.
United Airlines (UAL) July 53 straddle is priced for a move of 7% into the expected release of quarter results after the bell on July 19.
Steel Dynamics (STLD) July 105 straddle is priced for a move of 4.5% into the expected release of quarter results after the bell on July 19.
Alcoa (AA) July 34.50 straddle is priced for a move of 8.5% into the expected release of quarter results after the bell on July 19.
Zion (ZION) July 30.50 straddle is priced for a move of 6.5% into the expected release of quarter results after the bell on July 19.
SL Green (SLG) July 32 straddle is priced for a move of 8% into the expected release of quarter results after the bell on July 19.
ARK Innovation ETF (ARKK) 30-day option implied volatility is at 38; compared to its 52-week range of 35 to 72.
Arb Movers
Activision Blizzard (ATVI) 30-day option implied volatility is at 24; compared to its 52-week range of 15 to 46 amid Microsoft (MSFT) and Activision deal headlines.
Options with decreasing option implied volatility: AEHR NEXT ATVI HELE UNH BLK CAG
Increasing unusual option volume: OPRA BKKT NEGG TWO MAT FNGR APLD KDP
Increasing unusual call option volume: KDP OPRA BKKT NEGG MAT FNGR NKLA
Increasing unusual put option volume: CARR APRN DM BILL BK XP FYBR
Popular stocks increasing volume: ALL GLW HOG KHC WFC JPM T SLB STT HLT
Active options: TSLA AAPL NVDA META AMZN RIVN AMD AMC ATVI BAC GOOGL COIN PLTR DIS JPM
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $74.20, natural gas mixed, gold at $1958
