Pre-Market IV Report July 24, 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: DWAC KOD RUMAPLS SIRI SE FL WEAT WHR
Stocks expected to have increasing option volume: MSFT GOOGL AMC CLF WHR BA CVA XOM NXPI DPZ V VISA PG
Straddle prices into quarter results, FOMC policy meeting and ECB
Microsoft (MSFT) July weekly 342.5 straddle is priced for a move of 6.5% into the expected release of quarter results after the bell on July 25.
Alphabet (GOOG) July weekly 120 straddle is priced for a move of 5% into the expected release of quarter results after the bell on July 25.
Visa (V) July weekly 240 straddle is priced for a move of 4% into the expected release of quarter results after the bell on July 25.
Verizon (VZ) July weekly 33.50 straddle is priced for a move of 3.5% into the expected release of quarter results before the bell on July 25.
General Electric (GE) July weekly 110 straddle is priced for a move of 4% into the expected release of quarter results before the bell on July 25.
General Motors (GM) July weekly 38.50 straddle is priced for a move of 5% into the expected release of quarter results before the bell on July 25.
Danaher (DHR) July weekly 255 straddle is priced for a move of 4.5% into the expected release of quarter results before the bell on July 25.
Texas Instruments (TXN) July weekly 185 straddle is priced for a move of 5% into the expected release of quarter results after the bell on July 25.
Raytheon Technologies (RTX) July weekly 96 straddle is priced for a move of 3.5% into the expected release of quarter results before the bell on July 25.
3M Company (MMM) July weekly 104 straddle is priced for a move of 5% into the expected release of quarter results before the bell on July 25.
Waste Management (WM) July weekly 172.50 straddle is priced for a move of 3% into the expected release of quarter results after the bell on July 25.
Kimberly-Clark (KMB) July weekly 137 straddle is priced for a move of 3% into the expected release of quarter results before the bell on July 25.
Nucor (NUE) July weekly 165 straddle is priced for a move of 4% into the expected release of quarter results before the bell on July 25.
Biogen (BIIB) July weekly 275 straddle is priced for a move of 3.5% into the expected release of quarter results before the bell on July 25.
GE HealthCare (GEHC) July weekly 82.50 straddle is priced for a move of 5.5% into the expected release of quarter results before the bell on July 25.
Spotify (SPOT) July weekly 170 straddle is priced for a move of 12% into the expected release of quarter results before the bell on July 25.
Snap (SNAP) July weekly 12.50 straddle is priced for a move of 20% into the expected release of quarter results before the bell on July 25.
PulteGroup (PHM) July weekly 79 straddle is priced for a move of 7.5% into the expected release of quarter results before the bell on July 25.
Teladoc (TDOC) July weekly 23.50 straddle is priced for a move of 12% into the expected release of quarter results after the bell on July 25.
Meta Platforms (META) July weekly 295 straddle is priced for a move of 10% into the expected release of quarter results after the bell on July 26.
Coca-Cola (KO) July weekly 62.50 straddle is priced for a move of 2.5% into the expected release of quarter results before the bell on July 26.
ServiceNow (NOW) July weekly 580 straddle is priced for a move of 7% into the expected release of quarter results after the bell on July 26.
Union Pacific (UNP) July weekly 215 straddle is priced for a move of 3.5% into the expected release of quarter results before the bell on July 26.
Boeing (BA) July weekly 210 straddle is priced for a move of 5% into the expected release of quarter results before the bell on July 26.
AT&T (T) July weekly 14.50 straddle is priced for a move of 5.5% into the expected release of quarter results before the bell on July 26.
Movers into busiest week of earnings for quarter, FOMC policy meeting and ECB
Mattel (MAT) 30-day option implied volatility is at 51; compared to its 52-week range of 21 to 86 into Barbie movie. Option volume of 24K contracts compares to 90 day average of 558 contracts.
AMC Entertainment (AMC) 30-day option implied volatility is at 549; compared to its 52-week range of 73 to 592. Call put ratio 1 call to 1.5 puts into wide pre-market price movement after judge’s ruling.
iShares MSCI Brazil (EWZ) 30-day option implied volatility is at 27; compared to its 52-week range of 25 to 57. Call put ratio 3 calls to 1 put.
Ishares U.s. Real Estate Etf (IYR) 30-day option implied volatility is at 16; compared to its 52-week range of 16 to 35. Call put ratio 3.8 calls to 1 put.
Real Estate Select SPDR Fund (XLRE) 30-day option implied volatility is at 15; compared to its 52-week range of 15 to 34. Call put ratio 9 calls to 1 put.
Options with decreasing option implied volatility: CVNA MSOS NFLX WAL ALLY ISRG ATVI MTB BAC IBM USB PNC UBS MS ABT BBIO
Increasing unusual option volume: ISRG XPO ACI KVUE TUP AVTR CEI HST MAT SIRI GOSS IPG KD
Increasing unusual call option volume: KBUE ACI CEI EWG DWAC AVTR SIRI MAT GOSS DFLI XPO
Increasing unusual put option volume: DWAC TUP APLS RILY FREY BILI SIRI LAZR
Popular stocks with increasing volume: AMC RIVN CVNA BAC PLTR DIS COIN SIRI NIO
Active options: TSLA NVDA AAPL AMZN AMD META AMC RIVN MSFT NFLX CVNA GOOGL BAC PLTR DIS COIN SIRI GOOG BABA NIO
Global S&P Futures mixed in premarket, Nikkei up 1.2%, DAX mixed, WTI Crude oil recently at $76.50, natural gas mixed, gold at $1966
