Pre-Market IV Report July 25, 2022

Pre-Market IV Report July 25, 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: VERU BHC PBR REV ALNY ZEN PSTH XELA VERU REV NYMX CYN

Stocks expected to have increasing option volume: GOOG GOOGL AMZN META AAPL

Option IV into quarter results and FOMC

Alphabet (GOOG) July weekly call option implied volatility is at 64, August is at 44; compared to its 52-week range of 18 to 49 into the expected release of quarter results after the bell on July 25.

Microsoft (MSFT) July weekly (29) call option implied volatility is at 48, August is at 34; compared to its 52-week range of 16 to 46 into the expected release of quarter results after the bell on July 26.

Meta Platforms (META) July weekly call option implied volatility is at 106, August is at 67; compared to its 52-week range of 21 to 79 into the expected release of quarter results on July 27.

Apple (AAPL) July weekly call option implied volatility is at 48, August is at 34; compared to its 52-week range of 20 to 44 into the expected release of quarter results after the bell on July 28.

Amazon (AMZN) July weekly call option implied volatility is at 65, August is at 46; compared to its 52-week range of 19 to 55 into the expected release of quarter results after the bell on July 28.

Straddle price into quarter results

Alphabet (GOOG) July weekly 108 straddle priced for a move of 6.5% into the expected release of quarter results today after the bell.

NXP Semiconductors (NXPI) July weekly 175 straddle priced for a move of 8% into the expected release of quarter results today after the bell.

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

3M (MMM) July weekly 134 straddle priced for a move of 4% into the expected release of quarter results before the bell on July 26.

Archer-Daniels Midland (ADM) July weekly 74 straddle priced for a move of 6% into the expected release of quarter results before the bell on July 26.

Chipotle (CMG) July weekly 1350 straddle priced for a move of 8% into the expected release of quarter results after the bell on July 26.

Coca-Cola (KO) July weekly 62 straddle priced for a move of 3% into the expected release of quarter results before the bell on July 26.

Corning (GLW) July weekly 34 straddle priced for a move of 6% into the expected release of quarter results before the bell on July 26.

General Electric (GE) July weekly 68 straddle priced for a move of 7% into the expected release of quarter results before the bell on July 26.

Mondelez (MDLZ) July weekly 62 straddle priced for a move of 4% into the expected release of quarter results on July 26.

Spirit Airlines (SAVE) July weekly 24 straddle priced for a move of 9% into the expected release of quarter results on July 26.

Texas Instruments (TXN) July weekly 164 straddle priced for a move of 6% into the expected release of quarter results on July 26.

United States Parcel (UPS) July weekly 188 straddle priced for a move of 7% into the expected release of quarter results before the bell on July 26.

Visa (V) July weekly 213 straddle priced for a move of 5% into the expected release of quarter results after the bell on July 26. Call put ratio 2 calls to 1 put.

Options with decreasing option implied volatility: MX SI GOGL AUPH SJT HBAN DAC
Increasing unusual option volume: OTIS SIRI VTV REV FFIE EVTL THC
Increasing unusual call option volume: OTIS SIRI EVTL HCA TNK LEVI
Increasing unusual put option volume: FFIE GOEV TOST SIRI JNPR NCR COOP
Popular stocks increasing volume: TWTR GME VZ T BA
Active options: TSLA SNAP AAPL GOOGL NVDA AMZN META AMD GOOG NFLX AMC TWTR NIO MSFT GME BABA VZ T BA FFIE
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $94, natural gas mixed, gold at $1724 an ounce