Pre-Market IV Report July 31, 2023

Pre-Market IV Report July 31, 2023

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Pre-Market IV Report July 31, 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 LYV ANF HZNP DLTR NTAP QS KC SIGA EOLS RVNC HMST IQ MGNI NIO TAL LI

Stocks expected to have increasing option volume: LYV SOFI YUMC COIN CAR AAPL MSTR AMZN AAPL MRK PFE XAR AMD SBUX

Option IV movers

Live Nation Entertainment (LYV) August call option implied volatility is at 53, September is at 39; compared to its 52-week range of 24 to 82. Call put ratio 1.1 calls to 1 put on volume of 23K contracts.

Straddle prices into quarter results

Merck (MRK) August weekly 106 straddle is priced for a move of 3% into the expected release of quarter results before the bell on August 1.

Pfizer (PFE) August weekly 36 straddle is priced for a move of 3.5% into the expected release of quarter results before the bell on August 1.

Caterpillar (CAT) August weekly 260 straddle is priced for a move of 4% into the expected release of quarter results before the bell on August 1.

Advanced Micro Devices (AMD) August weekly straddle 113 is priced for a move of 7.5% into the expected release of quarter results after the bell on August 1.

BP (BP) August weekly 36.50 straddle is priced for a move of 4% into the expected release of quarter results before the bell on August 1.

Starbucks (SBUX) August weekly 101 straddle is priced for a move of 5% into the expected release of quarter results after the bell on August 1.

Uber (UBER) August weekly 48 straddle is priced for a move of 7.5% into the expected release of quarter results before the bell on August 1.

Marriott (MAR) August weekly 200 straddle is priced for a move of 4% into the expected release of quarter results before the bell on August 1.

Sysco (SYY) August 75 straddle is priced for a move of 4% into the expected release of quarter results before the bell on August 1.

Devon Energy (DVN) August weekly 53 straddle is priced for a move of 5% into the expected release of quarter results after the bell on August 1.

Electronic Arts (EA) August weekly 138 straddle is priced for a move of 4% into the expected release of quarter results after the bell on August 1.

Marathon Petroleum (MPC) August weekly 131 straddle is priced for a move of 2.5% into the expected release of quarter results before the bell on August 1.

Pinterest (PINS) August weekly 28.50 straddle is priced for a move of 11% into the expected release of quarter results after the bell on August 1.

Sirius XM (SIRI) August weekly straddle is priced for a move of into into the expected release of quarter results before the bell on August 1.

Molson Coors (TAP) into the expected release of quarter results before the bell on August 1.

Chesapeake (CHK) August 85 straddle is priced for a move of 7% into the expected release of quarter results before the bell on August 1.

Boston Properties (BXP) August 65 straddle is priced for a move of 7% into the expected release of quarter results after the bell on August 1.

Norwegian Cruise Lines (NCLH) August weekly 21.50 straddle is priced for a move of 8% into the expected release of quarter results before the bell on August 1.

MicroStrategy (MSTR) August weekly 435 straddle is priced for a move of 8.5% into the expected release of quarter results after the bell on August 1.

Match Group (MTCH) August weekly 45.50 straddle is priced for a move of 8% into the expected release of quarter results after the bell on August 1.

Carriers option IV steady amid Yellow Freight (YELL) headlines

Old Dominion Freight Line (ODFL) 30-day option implied volatility is at 30; compared to its 52-week range of 26 to 81.

J.B. Hunt Transport Services (JBHT) 30-day option implied volatility is at 22; compared to its 52-week range of 22 to 80.

Knight Transportation (KNX) 30-day option implied volatility is at 26; compared to its 52-week range of 26 to 46.

XPO, Inc (XPO) 30-day option implied volatility is at 49; compared to its 52-week range of 32 to 102 into expected release of quarter results on August 4.

TFI International Inc. (TFII) 30-day option implied volatility is at 33; compared to its 52-week range of 24 to 84.

ArcBest (ARCB) 30-day option implied volatility is at 42; compared to its 52-week range of 34 to 106.

Options with decreasing option implied volatility: DWAC SNAP SIMO APLD PACW SIRI ENVX TDOC
Increasing unusual option volume: WMG AVTR WB MXL JNPR CHS ECL TUP KVUE SAGE WB CMRE AVTR MXL
Increasing unusual call option volume: GRAB TAL QS TUP WB AVTR KVUE CMRE SAGE MXL BAX SAM
Increasing unusual put option volume: LYV QS APLD TUP RETA GSM APLS BBIG CNC ASHR ROKU
Popular stocks with increasing volume: PLTR ROKU SOFI CVNA NIO
Active options: TSLA NVDA META AAPL AMC INTC BABA AMZN MSFT AMD F ROKU NIO PLTR GOOGL SOFI GOOG CVNA XPEV NFLX
Global S&P Futures mixed in premarket, Nikkei mixed to higher, DAX mixed, WTI Crude oil recently at $80.50, natural gas mixed, gold at $1992

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