Pre-Market IV Report July 7, 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: DWAC LYFT HOOD MELI TEAM DKNG SQ ANET TRIP RKT DASH PENN Z FTNT SHAK UBER EXPE CLX SBUX CI EBAY EA DD ABR AGNC KHC EIF HYG APLD CRBU SG ASC CIM HBAN SAVE TSN C TSN EWG
Stocks expected to have increasing option volume: RUT SPY QQQ DIS PET COST LEVI BIIB
Social Stocks option IV
Meta Platforms (META) 30-day option implied volatility is at 52; compared to its 52-week range of 29 to 74.
Alphabet (GOOGL) 30-day option implied volatility is at 33; compared to its 52-week range of 24 to 47.
Zoom (ZM) 30-day option implied volatility is at 40; compared to its 52-week range of 38 to 86.
Roblox (RBLX) 30-day option implied volatility is at 59; compared to its 52-week range of 46 to 112.
Pinterest (PINS) 30-day option implied volatility is at 52; compared to its 52-week range of 35 to 107.
Snap (SNAP) 30-day option implied volatility is at 81; compared to its 52-week range of 48 to 116.
Amazon (AMZN) 30-day option implied volatility is at 39; compared to its 52-week range of 26 to 61 into Prime Day 2023 from July 11.
Walmart (WMT) 30-day option implied volatility is at 13; compared to its 52-week range of 12 to 32.
Apple (AAPL) 30-day option implied volatility is at 23; compared to its 52-week range of 17 to 45.
Straddle prices into quarter results
Pepsico (PEP) July weekly 187.50 straddle is priced for a move of 2.5% into the expected release of quarter results before the bell on July 13.
Cintas (CTAS) July 490 straddle is priced for a move of 5% into the expected release of quarter results before the bell on July 13.
Fastenal (FAST) July 57.50 straddle is priced for a move of 5% into the expected release of quarter results before the bell on July 13.
Delta Air (DAL) July weekly 47.50 straddle is priced for a move of 5.5% into the expected release of quarter results before the bell on July 13.
ConAgra (CAG) July weekly 33 straddle is priced for a move of 6% into the expected release of quarter results before the bell on July 13.
UnitedHealth (UNH) July weekly 470 straddle is priced for a move of 3.5% into the expected release of quarter results before the bell on July 14.
J P Morgan Chase (JPM) July weekly 144 straddle is priced for a move of 3.5% into the expected release of quarter results before the bell on July 14.
Wells Fargo (WFC) July weekly 43 straddle is priced for a move of 4% into the expected release of quarter results before the bell on July 14.
BlackRock (BLK) July weekly 680 straddle is priced for a move of 4% into the expected release of quarter results before the bell on July 14.
Citigroup (C) July weekly 45 straddle is priced for a move of 4.5% into the expected release of quarter results before the bell on July 14.
State Street (STT) July weekly 72.50 straddle is priced for a move of 6% into the expected release of quarter results before the bell on July 14.
Options with decreasing option implied volatility: NKE MU STZ UBS ISEE SIMO
Increasing unusual option volume: TMC BTAI EWU TIP ARGX VZ GENI IAT
Increasing unusual call option volume: IAT GENI BCS CIM VZ TMC BTAI
Increasing unusual put option volume: CARR DM EBIX PACB NKLA JMIA EPR JETS
Popular stocks increasing volume: VZ LOW CPRI RIVN BAC CCL PLTR AMC SOFI BABA NIO PYPL
Active options: TSLA META AAPL AMZN NVDA AMD RIVN MSFT MARA MULN BAC CCL PLTR GOOGL AMC SOFI BABA NIO F PYPL
Global S&P Futures mixed in premarket, Nikkei down 1%, DAX mixed, WTI Crude oil recently at $72, natural gas up 1%, gold at $1919
