Pre-Market IV Report July 22, 2022

Market Rebellion

This article was last updated on 07/22/2022.

Pre-Market IV Report July 22, 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: EVTL REV BBBY KOD FOUN AKAM

Stocks expected to have increasing option volume: MAT SAM SLB SNAP ISRG COF STX VZ TWTR AXP HCA CLF

Option IV & volume movers

Snap (SNAP) 30-day option implied volatility is at 112; compared to its 52-week range of 43 to 128. Call put ratio 1.7 calls to 1 put.

Pinterest (PINS) 30-day option implied volatility is at 91; compared to its 52-week range of 37 to 115. Call put ratio 1.5 calls to 1 put.

Meta Platforms (META) 30-day option implied volatility is at 62; compared to its 52-week range of 21 to 79. Call put ratio 1.9 calls to 1 put.

Google (GOOG) 30-day option implied volatility is at 39; compared to its 52-week range of 18 to 49. Call put ratio 1.9 calls to 1 put into the expected release of quarter results on July 25.

Movers

Cassava Sciences (SAVA) 30-day option implied volatility is at 125; compared to its 52-week range of 118 to 237. Call put ratio 1 call to 2.3 puts.

Altice USA (ATUS) 30-day option implied volatility is at 95; compared to its 52-week range of 28 to 181 as shares rally. Call put ratio 2.6 calls to 1 put.

Rhythm Pharmaceuticals (RYTM) 30-day option implied volatility is at 140; compared to its 52-week range of 40 to 242. Call put ratio 4.1 calls to 1 put.

Akamai Technologies (AKAM) July weekly call option implied volatility is at 155, August is at 64; compared to its 52-week range of 19 to 42. Call put ratio 3.1 calls to 1 put.

Chevron (CVX) 30-day option implied volatility is at 38; compared to its 52-week range of 21 to 45.

United States Natural Gas (UNG) 30-day option implied volatility is at 93; compared to its 52-week range of 39 to 198.

Straddle prices into quarter results

Alphabet (GOOG) July weekly 115 straddle priced for a move of 6% into the expected release of quarter results after the bell on July 25.

Newmont (NEM) July weekly 52 straddle priced for a move of 6% into the expected release of quarter results before the bell on July 25.

NXP Semiconductors (NXPI) July weekly 180 straddle priced for a move of 8% into the expected release of quarter results after the bell on July 25.

Whirlpool (WHR) July weekly 167 straddle priced for a move of 7% into the expected release of quarter results after the bell on July 25.

Options with decreasing option implied volatility: TECL GRPN ENVX MLCO MX NFLX
Increasing unusual option volume: ONEM REV PSTH EVTL CSTM NLOK PHUN SAVA ATUS RYTM AKAM
Increasing unusual call option volume: REV PSTH ONEM CSTM EVTl
Increasing unusual put option volume: NLOK MAT JBHT UMC DOCS
Popular stocks increasing volume: T GOOGL CHPT NFLX AAL TWTR PLTR CCL PYPL
Active options: TSLA AAPL AMZN SNAP NVDA AMD T META GOOGL AMC CHPT NFLX AAL TWTR F MSFT PLTR CCL PYPL GOOG
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $96, natural gas down 1%, gold at $1717 an ounce

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