Pre-Market IV Report July 26, 2023

Pre-Market IV Report July 26, 2023

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Pre-Market IV Report July 26, 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: PACW DWAC DISH ANF NVDA AAP DKS OZK NTAP DISH CMA KEY

Stocks expected to have increasing option volume: MSFT GOOGL GOOG META V NOW TXN PACW BANC SNAP CMA KEY FITB HBAN WFC INTC MCD T CME CMG BA KO

Straddle prices into quarter results, FOMC policy meeting, ECB and BOJ

Meta Platforms (META) July weekly 295 straddle is priced for a move of 9.5% into the expected release of quarter results today after the bell.

ServiceNow (NOW) July weekly 580 straddle is priced for a move of 6.5% into the expected release of quarter results today after the bell.

Mattel (MAT) August 21 straddle is priced for a move of 20% into the expected release of quarter results today after the bell.

Mastercard (MA) July weekly 400 straddle is priced for a move of 3.5% into the expected release of quarter results before the bell on July 27.

AbbVie (ABBV) July weekly 140 straddle is priced for a move of 3.5% into the expected release of quarter results before the bell on July 27.

McDonald’s (MCD) July weekly 292 straddle is priced for a move of 3% into the expected release of quarter results before the bell on July 27.

Comcast (CMCSA) July weekly 43.50 straddle is priced for a move of 4% into the expected release of quarter results before the bell on July 27.

Intel (INTC) July weekly 34 straddle is priced for a move of 7.5% into the expected release of quarter results after the bell on July 27.

Southwest Airlines (LUV) July weekly 35 straddle is priced for a move of 5% into the expected release of quarter results before the bell on July 27.

First Solar (FSLR) July weekly 200 straddle is priced for a move of 7% into the expected release of quarter results after the bell on July 27.

Roku (ROKU) July weekly 70 straddle is priced for a move of 10% into the expected release of quarter results after the bell on July 27.

Crox (CROX) July weekly 122 straddle is priced for a move of 12% into the expected release of quarter results before the bell on July 27.

Ford (F) July weekly 13.50 straddle is priced for a move of 5.5% into the expected release of quarter results after the bell on July 27.

Option IV into busiest week of earnings for quarter, FOMC policy meeting, ECB and BOJ

SPDR S&P Regional Banking ETF (KRE) 30-day option implied volatility is at 37; compared to its 52-week range of 21 to 82 into Banc of California (BANC) and Pacwest Bancorp (PACW) combining.

Pacwest Bancorp (PACW) 30-day option implied volatility is at 182; compared to its 52-week range of 28 to 475 into combining with Banc of California (BANC) in all-stock transaction.

Banc of California (BANC) 30-day option implied volatility is at 64; compared to its 52-week range of 21 to 69 into combining with Pacwest Bancorp (PACW) in all-stock transaction.

Options with decreasing option implied volatility: CVNA QS BBIO MSOS NFLX ISRG TSLA SPOT VZ
Increasing unusual option volume: UA KVUE APLD ALK BANC PACW KRE RTX MAT SPOT
Increasing unusual call option volume: ARLP KVUE APLD RTX MAT LW DB ALK
Increasing unusual put option volume: PCG ARR ASHR RTX FTCH APLS
Popular stocks with increasing volume: SNAP NIO BABA RTX BAC UPST VALE T RIVN AAL
Active options: TSLA AMC MSFT NVDA AAPL GOOGL SNAP AMZN NIO AMD BABA RTX GOOG BAC UPST VALE T META RIVN AAL
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $79, natural gas mixed, gold at $1972

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