Pre-Market IV Report July 19, 2022

Market Rebellion

This article was last updated on 07/19/2022.

Pre-Market IV Report July 19, 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: VG REV FFIE ALNY EVTL BRPM BOIL DOCN CFLT CRSR XELA VBLT BRPM

Stocks expected to have increasing option volume: TSLA CROX CSX SI HAS IBM HAL NFLX ABT JNJ

DIS, PARA WBD ROKU DISH CMCSA SPOT option IV into NFLX results and subscriber outlook

Disney (DIS) 30-day option implied volatility is at 41; compared to its 52-week range of 21 to 58 into Netflix (NFLX) quarter results and subscriber guidance.

Paramount (PARA) 30-day option implied volatility is at 57; compared to its 52-week range of 32 to 63. Call put ratio 2 calls to 1 put.

Warner Bros. Discovery (WBD) 30-day option implied volatility is at 65; compared to its 52-week range of 39 to 113 into Netflix (NFLX) quarter results and subscriber guidance. Call put ratio 2 calls to 1 put into expected release of quarter results on August 1.

Roku (ROKU) 30-day option implied volatility is at 98; compared to its 52-week range of 43 to 119. Call put ratio 1.4 call to 1 put into expected release of quarter results on July 28.

DISH Network (DISH) 30-day option implied volatility is at 72; compared to its 52-week range of 32 to 87. Call put ratio 4.3 calls to 1 put.

Spotify (SPOT) 30-day option implied volatility is at 72; compared to its 52-week range of 34 to 88. Call put ratio 1 to 1 into expected release of quarter results on July 27.

Comcast (CMCSA) 30-day option implied volatility is at 34; compared to its 52-week range of 18 to 41. Call put ratio 2.3 calls to 1 put into expected release of quarter results on July 28.

Straddle price into quarter results

Netflix (NFLX) July weekly 190 straddle priced for a move of 14.5% 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 80 straddle priced for a move of 9.5% into the expected release of quarter results before the bell on July 19.

Silvergate Capital (SI) August 65 straddle priced for a move of 24% into the expected release of quarter results before the bell on July 19.

Tesla (TSLA) July weekly 720 straddle priced for a move of 8% into the expected release of quarter results after the bell on July 20.

Abbott (ABT) July weekly 107 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on July 20.

Alcoa (AA) July weekly 43.50 straddle priced for a move of 9.5% into the expected release of quarter results after the bell on July 20.

Biogen (BIIB) July weekly 215 straddle priced for a move of 5% into the expected release of quarter results before the bell on July 20.

Crox (CROX) August 55 straddle priced for a move of 19% into the expected release of quarter results on July 20.

CSX (CSX) July weekly 29 straddle priced for a move of 4.5% into the expected release of quarter results after the bell on July 20.

American Airlines (AAL) July weekly 14.50 straddle priced for a move of 8% into the expected release of quarter results before the bell on July 21.

Alaska Air (ALK) August 42.50 straddle priced for a move of 12% into the expected release of quarter results before the bell on July 21.

AutoNation (AN) August 115 straddle priced for a move of 9% into the expected release of quarter results before the bell on July 21.

AT&T (T) July weekly 20.50 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on July 21. Call put ratio 1 call to 1.5 puts.

Options with decreasing option implied volatility: NCR PBR PSTH ZEN BAC GS
Increasing unusual option volume: EVTL IHI REAL BBD PACB REV GOEV NCR
Increasing unusual call option volume: REAL EVTL REV GOEV VWO CANO PACB
Increasing unusual put option volume: PACB GOEV CIM MFA UVIX GFS VOD
Popular stocks increasing volume: GOOGL MSFT COIN C TWTR BA LCID TLRY
Active options: AAPL AMZN NVDA TSLA GOOGL AMC AMD BAC META MARA NFLX GOOG MSFT COIN C TWTR F BA LCID TLRY
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $103, natural gas mixed, gold at $1709 an ounce

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