Pre-Market IV Report July 3, 2023

Pre-Market IV Report July 3, 2023

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Pre-Market IV Report July 3, 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: JOBY UBS ALGN CMG XPEV IMVT ABR

Stocks expected to have increasing option volume: TSLA ATVI

Options

Tesla (TSLA) 30-day option implied volatility is at 58; compared to its 52-week range of 44 to 96 into Tesla produced 479,700 vehicles in Q2, delivered 466,140.

Microsoft (MSFT) 30-day option implied volatility is at 27; compared to its 52-week range of 19 to 43.

NVIDIA (NVDA) 30-day option implied volatility is at 39; compared to its 52-week range of 39 to 68.

Apple (AAPL) 30-day option implied volatility is at 19; compared to its 52-week range of 17 to 45 as share price near 52-week high. Call put ratio 1.5 calls to 1 put on 2M contracts.

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 as shares near 52-week high.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 18; compared to its 52-week range of 17 to 37 as shares near 14-month high.

Straddle prices into quarter results

Levi Strauss (LEVI) July 15 straddle is priced for a move of 12% into the expected release of quarter results after the bell on July 6.

Arb Mover

Activision Blizzard (ATVI) 30-day option implied volatility is at 40; compared to its 52-week range of 15 to 46 into Microsoft (MSFT) and Activision deal expires on July 18.

C3 AI (AI) 30-day option implied volatility is at 90; compared to its 52-week range of 56 to 223.

Children’s Place (PLCE) 30-day option implied volatility is at 70; compared to its 52-week range 54 to 252. Call put ratio 12 calls to 1 put.

Options with decreasing option implied volatility: WBA SGEN GIS STZ SIMO NKE BB IEP MU
Increasing unusual option volume: EXTR OPCH NOV EXI ALTO JOBY
Increasing unusual call option volume: NOV OPCH CMCSA HLF JOBY CCL OSTK XLI
Increasing unusual put option volume: BMRN EBIX SCCO EOSE BBIO OSTK CAVA
Popular stocks increasing volume: CCL SOFI COIN NIO AMC NKE RIVN MU XPEV LCID
Active options: TSLA AAPL NVDA CCL AMZN AMD SOFI AMC MSFT MARA META COIN NIO GOOGL NFLX NKE RIVN MU XPEV LCID
Global S&P Futures mixed in premarket, Nikkei up 1.5%, DAX mixed, WTI Crude oil recently at $70.50, natural gas down 2%, gold at $1919

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