Pre-Market IV Report July 29, 2022

Pre-Market IV Report July 29, 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: INTC ROKU AAPL RDBX DLTR ZEN SKYX BLCO BHC PBR WOW CYN SKYX FAZE BCAB VRDN

Stocks expected to have increasing option volume: XOM CVX CHTR ABBV PG AMZN INTC ROKU CLR AAPL YUMC HIG BHC PBR PCG

Market Vectors Semiconductor ETF (SMH) July weekly (29) call option implied volatility is at 41, August is at 34; compared to its 52-week range of 20 to 49.

Straddle price into quarter results

Exxon Mobil (XOM) July weekly 93 straddle priced for a move of 3.5% into the expected release of quarter results today before the bell.

Chevron (CVX) July weekly 150 straddle priced for a move of 3.5% into the expected release of quarter results today before the bell.

The Mosaic Company (MOS) August weekly 50 straddle priced for a move of 8% into the expected release of quarter results after the bell on August 1.

Avis Budget (CAR) August weekly 170 straddle priced for a move of 15% into the expected release of quarter results after the bell on August 1.

Advanced Micro Devices (AMD) August weekly 92 straddle priced for a move of 9% into the expected release of quarter results after the bell on August 2.

Caterpillar (CAT) August weekly 187 straddle priced for a move of 5% into the expected release of quarter results before the bell on August 2.

Electronic Arts (EA) August weekly 133 straddle priced for a move of 6% into the expected release of quarter results after the bell on August 2.

Match Group (MTCH) August weekly 72 straddle priced for a move of 10% into the expected release of quarter results after the bell on August 2.

PayPay (PYPL) August weekly 86 straddle priced for a move of 12% into the expected release of quarter results after the bell on August 2.

SoFi Technologies (SOFI) August weekly 6.5 straddle priced for a move of 14% into the expected release of quarter results after the bell on August 2.

Starbucks (SBUX) August weekly 85 straddle priced for a move of 6% into the expected release of quarter results after the bell on August 2.

Uber (UBER) August weekly 23 straddle priced for a move of 12% into the expected release of quarter results before the bell on August 2.

Bausch Health Co. Inc. (BHC) 30-day IV index mean is at 244; compared to its 52-week range of 31 to 244 amid court ruling.

Increasing unusual option volume: CANO GOL WING FAZE ISEE EVTL BHC
Increasing unusual call option volume: CANO NLOK WOW EVTL FIVN UPWK
Increasing unusual put option volume: WING USB ICLN JBHT DOCS BEN
Popular stocks increasing volume: PFE TWTR AMC SNAP SHOP INTC
Active options: AAPL TSLA AMZN META F MSFT NVDA AMD CHPT BABA GOOGL INTC MARA PLUG PFE TWTR AMC SNAP SHOP GOOG
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $98, natural gas mixed, gold at $1760 an ounce