Pre-Market IV Report July 27, 2023

Pre-Market IV Report July 27, 2023

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Pre-Market IV Report July 27, 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 ANF AAP NVDA DLTR DKS ULTA NTAP SAGE BITO

Stocks expected to have increasing option volume: HON HSY VALE RCL XOM PG CL CHTR CMCSA INTC LUV F CROX ROKU META MA MAT LRCX CMG NOW QS

Straddle prices into quarter results

Intel (INTC) July weekly 34 straddle is priced for a move of 8% into the expected release of quarter results today after the bell.

First Solar (FSLR) July weekly 197 straddle is priced for a move of 7% into the expected release of quarter results today after the bell.

Roku (ROKU) July weekly 71 straddle is priced for a move of 11% into the expected release of quarter results today after the bell.

Crox (CROX) July weekly 120 straddle is priced for a move of 10% into the expected release of quarter results today.

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

United States Steel (X) July weekly 25.50 straddle is priced for a move of 5.5% into the expected release of quarter results after the bell on July 27.

Harley Davidson (HOG) into the expected release of quarter results before the bell on July 27.

Exxon Mobil (XOM) July weekly 105 straddle is priced for a move of 2.5% into the expected release of quarter results before the bell on July 28.

Proctor & Gamble (PG) July weekly 155 straddle is priced for a move of 2.5% into the expected release of quarter results before the bell on July 28.

Colgate (CL) August 80 straddle is priced for a move of 5% into the expected release of quarter results before the bell on July 28.

Charter (CHTR) July weekly 395 straddle is priced for a move of 5% into the expected release of quarter results before the bell on July 28.

Option IV into ECB & BOJ

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 11; compared to its 52-week range of 11 to 31 into ECB & BOJ.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 18; compared to its 52-week range of 17 to 38 into ECB & BOJ.

Options with decreasing option implied volatility: SNAP PACW CVNA MANU TDOC NFLX
Increasing unusual option volume: MXL KVUE SAGE KDP TUP MAT YELL
Increasing unusual call option volume: KDP KVUE TUP MAT NEP LW HBI TDOC
Increasing unusual put option volume: APLS CARR TDOC SIMO TUP OHI RTX
Popular stocks with increasing volume: SNAP NIO BABA RTX BAC UPST VALE T RIVN AAL
Active options: TSLA MSFT GOOGL AMZN NIO NVDA SNAP AAPL AMC GOOG META XPEV RIVN BA AMD BABA T TDOC TLRY NFLX
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $79.50, natural gas lower, gold at $1975

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