Pre-Market IV Report July 25, 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: SIMO ANF WEAT DKS DLTR ULTA NTAP BBIG DWAC
Stocks expected to have increasing option volume: GOOG GOOGL CLF WHR BA CVA XOM T VZ MSFT NXPI DPZ V VISA PG GE GEHC GM DHR SPOT TDOC META
Energy movers into busiest week of earnings for quarter, FOMC policy meeting, ECB and BOJ
United States Oil Fund (USO) 30-day option implied volatility is at 29; compared to its 52-week range of 28 to 52 as crude oil near three-month high.
Market Vectors Oil Services Etf (OIH) 30-day option implied volatility is at 32; compared to its 52-week range of 30 to 62 as WTI crude trades $78.40.
Energy Select Sector SPDR ETF (XLE) 30-day option implied volatility is at 21; compared to its 52-week range of 21 to 48 as WTI crude trades $78.40.
United States Natural Gas (UNG) 30-day option implied volatility is at 51; compared to its 52-week range of 50 to 119.
Straddle prices into quarter results
Microsoft (MSFT) July weekly 345 straddle is priced for a move of 6% into the expected release of quarter results today after the bell.
Alphabet (GOOG) July weekly 120 straddle is priced for a move of 5% into the expected release of quarter results today after the bell.
Visa (V) July weekly 240 straddle is priced for a move of 3.5% into the expected release of quarter results today after the bell.
Snap (SNAP) July weekly 12.50 straddle is priced for a move of 21% 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 290 straddle is priced for a move of 8.5% 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 6.5% 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 215 straddle is priced for a move of 4.5% into the expected release of quarter results before the bell on July 26.
AT&T (T) July weekly 15 straddle is priced for a move of 5.5% into the expected release of quarter results before the bell on July 26.
Fiserv (FI) July weekly 130 straddle is priced for a move of 4% into the expected release of quarter results before the bell on July 26.
CME Group (CME) July weekly 190 straddle is priced for a move of 3% into the expected release of quarter results before the bell on July 26.
Chipotle Mexican Grill (CMG) July weekly 2082 straddle is priced for a move of 7% into the expected release of quarter results after the bell on July 26.
Stellantis (STLA) July weekly 18.50 straddle is priced for a move of 6.5% into the expected release of quarter results before the bell on July 26.
General Dynamics (GD) July weekly 217.50 straddle is priced for a move of 3% into the expected release of quarter results before the bell on July 26.
Hilton (HLT) August 150 straddle is priced for a move of 6% into the expected release of quarter results before the bell on July 26.
eBay (EBAY) July weekly 49 straddle is priced for a move of 6% into the expected release of quarter results after the bell on July 26.
Deutsche Bank (DB) July weekly 11 straddle is priced for a move of 5.5% into the expected release of quarter results on July 26.
Seagate (STX) July weekly 59 straddle is priced for a move of 8% into the expected release of quarter results after the bell on July 26.
Annaly Capital (NLY) July weekly20.50 straddle is priced for a move of 3.5% into the expected release of quarter results after the bell on July 26.
Options with decreasing option implied volatility: WAL TSLA ALLY SCHW BAC LMT PM ATVI CVNA
Increasing unusual option volume: NAT YELL HEAR AN PR PPL AVTR KVUE MAT APLD COMP CYH TUP REI TMC HLF FXY
Increasing unusual call option volume: VNO SIRI PR BBIG KVUE MAT APLD AVTR VTRS TUP HLF HZNP
Increasing unusual put option volume: WM PCAR AGNC FND CPE NXPI APLS TUP ARMK PR NAT BMBL HLF WHR
Popular stocks with increasing volume: AMC NIO BAC RIVN T DIS PLTR VZ GO SNAP
Active options: AMC TSLA AAPL NVDA AMZN NIO BABA AMD BAC META MSFT RIVN GOOGL T DIS PLTR VZ GOOG NFLX SNAP
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $76.50, natural gas mixed, gold at $1962
