Pre-Market IV Report July 28, 2022

Market Rebellion

This article was last updated on 07/28/2022.

Pre-Market IV Report July 28, 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: QCOM AAPL INTC AMZN BHC SOS BILL COTY DKS DLTR ZEN PACK CNCE VTRS ALVR TEVA CLNN RDBX BCAB XELA VERU META F

Stocks expected to have increasing option volume: BBY F NOW ROKU AMZN AAPL INTC META QCOM MRK MA PFE AX SIRI LUV LH FTV IP LKQ RCL HOG WING TMO CMCSA HON MO KDP HSY

SMH option IV at high end of range as shares rally sharply

Market Vectors Semiconductor ETF (SMH) July weekly (29) call option implied volatility is at 48, August is at 37; compared to its 52-week range of 20 to 49 as shares rally.

CMCSA option IV elevated into quarter results

Comcast (CMCSA) July weekly call option implied volatility is at 85, August is at 34; compared to its 52-week range of 18 to 42 into the expected release of quarter results today before the bell.

Straddle price into quarter results

Apple (AAPL) July weekly 155 straddle priced for a move of 4.5% into the expected release of quarter results after the bell on July 28.

Intel (INTC) July weekly 40 straddle priced for a move of 6.5% into the expected release of quarter results after the bell on July 28.

Amazon (AMZN) July weekly 120 straddle priced for a move of 6% into the expected release of quarter results after the bell on July 28.

Roku (ROKU) July weekly 87 straddle priced for a move of 13% into the expected release of quarter results after the bell on July 28.

AbbVie (ABBV) July weekly 150 straddle priced for a move of 3% into the expected release of quarter results before the bell on July 29.

Charter Communications (CHTR) July weekly 475 straddle priced for a move of 5% into the expected release of quarter results before the bell on July 29.

Colgate (CL) July weekly 79 straddle priced for a move of 4% into the expected release of quarter results before the bell on July 29.

Phillips 66 (PSX) July weekly 88 straddle priced for a move of 5% into the expected release of quarter results before the bell on July 29.

Proctor & Gamble (PG) July weekly 145 straddle priced for a move of 3% into the expected release of quarter results before the bell on July 29.

Farfetch Limited (FTCH) July weekly (29) call option implied volatility is at 125, August is at 123; compared to its 52-week range of 47 to 165 as shares rally.

Options with decreasing option implied volatility: SNAP UPS HCA GE DPZ MAT
Increasing unusual option volume: LFLY CSTM FAZE SWIR MFA YELP SMH
Increasing unusual call option volume: CSTM CLAR COMM ARRY TEVA EVTL
Increasing unusual put option volume: MFA CG EWW GOOG GOOGL JNPR SHW
Popular stocks increasing volume: SHOP PYPL TEVA SNAP F CCJ BA AMC V
Active options: TSLA AAPL AMZN GOOGL MSFT GOOG META NVDA AMD SHOP PYPL TEVA SNAP F BABA CCJ BA NFLX AMC V

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