Pre-Market IV Report July 5, 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: WISH HOOD LYFT W SAVA ALDX TEAM OPRA SPWR UAA JOBY HOOD EA ISEE CLX
Stocks expected to have increasing option volume: BABA JD ASHR KWEB NIO
China stocks option IV into Treasury Secretary Janet Yellen will travel to Beijing this week to meet with senior Chinese officials
JD.com (JD) 30-day option implied volatility is at 41; compared to its 52-week range of 41 to 83. Call put ratio 3.4 calls to 1 put.
Alibaba (BABA) 30-day option implied volatility is at 40; compared to its 52-week range of 38 to 77.
NIO Inc. (NIO) 30-day option implied volatility is at 64; compared to its 52-week range of 62 to 111.
Pinduoduo (PDD) 30-day option implied volatility is at 46; compared to its 52-week range of 45 to 102.
KraneShares CSI China Internet ETF (KWEB) 30-day option implied volatility is at 36; compared to its 52-week range of 36 to 75.
Db X-trackers Harvest Csi 300 China A – Shares Fund (ASHR) 30-day option implied volatility is at 19; compared to its 52-week range of 18 to 38 into Treasury Secretary Janet Yellen will travel to Beijing this week to meet with senior Chinese officials.
Bitcoin stocks as Bitcoin trades $30,500
Coinbase (COIN) 30-day option implied volatility is at 87; compared to its 52-week range of 78 to 141 as Bitcoin trades $30,500.
Marathon Digital Holdings (MARA) 30-day option implied volatility is at 114; compared to its 52-week range of 95 to 168.
Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 68; compared to its 52-week range of 62 to 173.
Riot Platforms (RIOT) 30-day option implied volatility is at 97; compared to its 52-week range of 90 to 141.
Straddle prices into quarter results
Levi Strauss (LEVI) July 15 straddle is priced for a move of 11% into the expected release of quarter results after the bell on July 6.
Options with decreasing option implied volatility: BB NKE MU WBA GIS STZ SGEN
Increasing unusual option volume: UMC TMC IAC NVS NKLA JOBY OPRA
Increasing unusual call option volume: JOBY NVS OPRA TMC BTAI
Increasing unusual put option volume: BKR NKLA LTHM JOBY UNIT AZN
Popular stocks increasing volume: RIVN COIN CCL XPEV NKLA AMC
Active options: TSLA AAPL RIVN NVDA AMZN NKLA AMC AMD MARA NIO JPM COIN CCL XPEV BAC RIOT MSFT META LCID GOOGL
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $70.50, natural gas up 2%, gold at $1933
