Pre-Market IV Report July 18, 2023

Pre-Market IV Report July 18, 2023

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Pre-Market IV Report July 18, 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: APLS EBIX GP VXZ AGS TDS CLSK SNAP SE COMM STNE ONON FL FYBR EVLV TGT YELP CVGW VZ T PAYO LC BILL HTZ IRM SEAS WMT SYK CCI SEAS LVS BCS VMW HAS DE CSCO AMT ICE JNJ HRL CPRT ABT

Stocks expected to have increasing option volume: SCHW LMT BAC GS MS SCHW PNC BK HAS TSLA JBHT NFLX NVS LMT PLD

Straddle prices into quarter results

Tesla (TSLA) July 290 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 327.5 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 4% into the expected release of quarter results before the bell on July 19.

Las Vegas Sands (LVS) July 59 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% into the expected release of quarter results before the bell on July 19.

Halliburton (HAL) July 37.50 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 27.50 straddle is priced for a move of 7% 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 5.5% 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 134 straddle is priced for a move of 4% into the expected release of quarter results after the bell on July 19.

Netflix (NFLX) July 450 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 6% 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 35.50 straddle is priced for a move of 8% into the expected release of quarter results after the bell on July 19.

Zion (ZION) July 31.50 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.

Taiwan Semiconductor (TSM) July 105 straddle is priced for a move of 6% into the expected release of quarter results before the bell on July 20.

American Airlines (AAL) July 18 straddle is priced for a move of 7% into the expected release of quarter results before the bell on July 20.

Capital One (COF) July 113 straddle is priced for a move of 5% into the expected release of quarter results after the bell on July 20.

Freeport McMoran (FCX) July 40.50 straddle is priced for a move of 4.5% into the expected of quarter results on July 20.

Johnson & Johnson (JNJ) July 160 straddle is priced for a move of 3% into the expected release of quarter results before the bell on July 20.

Movers

Walt Disney (DIS) 30-day option implied volatility is at 35; compared to its 52-week range of 22 to 49. Call put ratio 2 calls to 1 put as shares close below $86.

Ford Motor (F) 30-day option implied volatility is at 36; compared to its 52-week range of 29 to 580 into quarter results next week.

General Motors (GM) 30-day option implied volatility is at 33; compared to its 52-week range of 29 to 60 into quarter results next week.

Comcast (CMCSA) 30-day option implied volatility is at 26; compared to its 52-week range of 18 to 47. Call put ratio 2.1 calls to 1 put.

T-Mobile (TMUS) 30-day option implied volatility is at 28; compared to its 52-week range of 17 to 41.

Verizon Communications (VZ) 30-day option implied volatility is at 33; compared to its 52-week range of 17 to 36.

AT&T (T) 30-day option implied volatility is at 38; compared to its 52-week range of 18 to 36. Call put ratio 2.6 calls to 1 put.

Lumen Technologies (LUMN) 30-day option implied volatility is at 94; compared to its 52-week range of 31 to 157. Call put ratio 1 call to 1.5 puts with focus on June puts.

Frontier Communications (FYBR) 30-day option implied volatility is at 91; compared to its 52-week range of 27 to 108. Call put ratio 1 call to 2.6 puts with focus on September puts.

Altice USA (ATUS) 30-day option implied volatility is at 85; compared to its 52-week range of 58 to 113. Call put ratio 2 calls to 1 put.

American Tower (AMT) 30-day option implied volatility is at 29; compared to its 52-week range of 22 to 44.

SBA Communications (SBAC) 30-day option implied volatility is at 32; compared to its 52-week range of 24 to 79.

Crown Castle (CCI) 30-day option implied volatility is at 30; compared to its 52-week range of 21 to 186.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 38; compared to its 52-week range of 35 to 72. Call put ratio 1 call to 1.9 puts.

United States Natural Gas (UNG) 30-day option implied volatility is at 57; compared to its 52-week range of 56 to 120.

Aerojet Rocketdyne (AJRD) 30-day option implied volatility is at 19; compared to its 52-week range of 5 to 74.

Rocket Lab (RKLB) 30-day option implied volatility is at 74; compared to its 52-week range of 49 to 123. Call put ratio 10 calls to 1 put.

Apellis Pharmaceuticals (APLS) 30-day option implied volatility is at 104; compared to its 52-week range of 38 to 172.

Options with decreasing option implied volatility: BBIO SIMO NEXT AEHR MSOS SAVE ATVI SAVE TMF UBS CAG UNH JPM SGEN
Increasing unusual option volume: LU APLS ARGX BBIO TMC IAC GSAT MESO SSYS OPRA
Increasing unusual call option volume: TMC NEGG GSAT SSYS BBIO LU MESO OPRA FNGR BHC
Increasing unusual put option volume: BBIO APLS EBIX VMW FYBR JMIA SPGI SYM HAS DBX GSAT
Popular stocks increasing volume: T RIVN DIS BAC SOFI ATVI VZ COIN
Active options: TSLA AAPL NVDA AMD T PLTR AMZN RIVN DIS AMC META BABA BAC SOFI ATVI VZ F NKLA GOOGL COIN
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $74, natural gas up 1%, gold at $1966

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