Pre-Market IV Report July 28, 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: APLS DWAC ANF NVDA HZNP DLTR NTAP ULTA ULBI AMSC TPIC TMCI SAM GT PBRA
Options with increasing option implied volatility: APLS DWAC ANF NVDA HZNP DLTR NTAP ULTA ULBI AMSC TPIC TMCI SAM GT PBRA XOM CHTR
Stocks expected to have increasing option volume: TMUS XOM CVX CHTR FSLR PG CL SKX LYV X ROKU F
Energy movers as WTI crude above $80
United States Oil Fund (USO) 30-day option implied volatility is at 28; compared to its 52-week range of 28 to 52 as crude oil trends above $80.
Market Vectors Oil Services Etf (OIH) 30-day option implied volatility is at 31; compared to its 52-week range of 30 to 62 as WTI crude trades $80.
Energy Select Sector SPDR ETF (XLE) 30-day option implied volatility is at 22; compared to its 52-week range of 21 to 48 as WTI crude trades $80.
Straddle prices into quarter results
Exxon Mobil (XOM) July weekly 105 straddle is priced for a move of 2.5% into the expected release of quarter results today before the bell.
Proctor & Gamble (PG) July weekly 152.5 straddle is priced for a move of 2% into the expected release of quarter results today before the bell.
Colgate (CL) August 77.50 straddle is priced for a move of 5% into the expected release of quarter results today before the bell.
Charter (CHTR) July weekly 400 straddle is priced for a move of 5% into the expected release of quarter results today before the bell.
ON Semiconductor (ON) August weekly 102 straddle is priced for a move of 7.5% into the expected release of quarter results before the bell on July 31.
Republic Services (RSG) August 150 straddle is priced for a move of 4% into the expected release of quarter results after the bell on July 31.
Yum China (YUMC) August straddle is priced for a move of 7.5% into the expected release of quarter results after the bell on July 31.
Sofi (SOFI) August weekly 9 straddle is priced for a move of 14% into the expected release of quarter results before the bell on July 31.
Avis Budget (CAR) August weekly 220 straddle is priced for a move of 9% into the expected release of quarter results after the bell on July 31.
Options with decreasing option implied volatility: SNAP APLD SIMO PACW AUPH ALGN HTZ MBLY META CROX HOG ISRG CMG STX NOW DPZ ENVX TDOC
Increasing unusual option volume: KVUE TUP FNGS PAA MXL PAGP SKIN
Increasing unusual call option volume: PAA TUP PAGP KVUE MXL AMT BBIG
Increasing unusual put option volume: TUP FNGS APLS HTZ TAL EOSE BBIG
Popular stocks with increasing volume: INTC RIVN BABA AI PLTR BA VALE MU
Active options: TSLA META NVDA AAPL AMZN MSFT AMD GOOGL AMC INTC NIO GOOG F RIVN BABA AI PLTR BA VALE MU
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $80, natural gas lower, gold at $1984
