Pre-Market IV Report July 19, 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 SIMO KOD CLBR LGFB ICUI MASI VITL ENVX TSEM AUPH SIRI UA VZIO WAL ADT VST OWL BKI JBHT NOC DEN ATVI
Stocks expected to have increasing option volume: UAL AA HAL IBM LVS USB MTB FHN GS PNC BK HAS TSLA NFLX T VZ CVNA APLS
Straddle prices into quarter results
Tesla (TSLA) July 295 straddle is priced for a move of 7.5% into the expected release of quarter results today after the bell.
IBM (IBM) July 135 straddle is priced for a move of 4% into the expected release of quarter results today after the bell.
Netflix (NFLX) July 475 straddle is priced for a move of 9% into the expected release of quarter results today after the bell.
United Airlines (UAL) July 55 straddle is priced for a move of 6% into the expected release of quarter results today after the bell.
Zion (ZION) July 32.50 straddle is priced for a move of 6.5% into the expected release of quarter results today after the bell.
SL Green (SLG) July 32.50 straddle is priced for a move of 8% into the expected release of quarter results today after the bell.
Taiwan Semiconductor (TSM) July 103 straddle is priced for a move of 5% into the expected release of quarter results before the bell on July 20.
American Airlines (AAL) July 18.50 straddle is priced for a move of 6% 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.
KeyCorp (KEY) July 10.50 straddle is priced for a move of 6% into the expected release of quarter results before the bell on July 20.
Intuitive Surgical (ISRG) July 355 straddle is priced for a move of 7.5% into the expected release of quarter results after the bell on July 20.
CSX Corp (CSX) July 34 straddle is priced for a move of 4% into the expected release of quarter results after the bell on July 20.
Abbott (ABT) July 107 straddle is priced for a move of 4% into the expected release of quarter results before the bell on July 20.
Truist (TFC) July 34.50 straddle is priced for a move of 4.5% into the expected release of quarter results before the bell on July 20.
East West Bancorp (EWBC) July 60 straddle is priced for a move of 6% into the expected release of quarter results before the bell on July 20.
Newmont (NEM) July straddle is priced for a move of 4% into the expected release of quarter results before the bell on July 20.
Fifth Third (FITB) July 28 straddle is priced for a move of 4% into the expected release of quarter results before the bell on July 20.
Bank OZK (OZK) July 44 straddle is priced for a move of 5.5% into the expected release of quarter results after the bell on July 20.
Movers
Carvana Co. (CVNA) 30-day option implied volatility is at 165; compared to its 52-week range of 112 to 266 into moving up earnings report to today.
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 32; compared to its 52-week range of 17 to 36.
AT&T (T) 30-day option implied volatility is at 37; compared to its 52-week range of 18 to 36.
Lumen Technologies (LUMN) 30-day option implied volatility is at 98; compared to its 52-week range of 31 to 157.
Frontier Communications (FYBR) 30-day option implied volatility is at 98; compared to its 52-week range of 27 to 108.
Altice USA (ATUS) 30-day option implied volatility is at 83; compared to its 52-week range of 58 to 113.
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 29; compared to its 52-week range of 21 to 186.
Apellis Pharmaceuticals (APLS) 30-day option implied volatility is at 158; compared to its 52-week range of 38 to 172.
Options with decreasing option implied volatility: BBIO NEXT MSOS AEHR SAVE TMF UBS BAC C CAG MS SGEN UNH
Increasing unusual option volume: FNGR DM MNMD MAT APLS OPCH ICAD
Increasing unusual call option volume: MAT MNMD DM FNGR EMB OPCH IBKR INFY ASHR RKLB
Increasing unusual put option volume: FREY APLS DM NTRS BBIO IBKR JBHT
Popular stocks with increasing volume: PLTR T RIVN ATVI BABA SCHW VZ DIS CVNA
Active options: MSFT NVDA TSLA BAC AAPL AMZN PLTR AMD NKLA AMC META T RIVN ATVI BABA SCHW VZ DIS GOOGL CVNA
Global S&P Futures mixed in premarket, Nikkei up 1%, DAX mixed, WTI Crude oil recently at $75.80, natural gas mixed, gold at $1981
