Pre-Market IV Report July 1, 202

Pre-Market IV Report July 1, 2021

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: TWTR NFLX VZ QCOM TAL EDU BODY SOFI INTC CLDR ZNGA

Stocks expected to have increasing option volume: MU WBA MKC WISH

General Electric (GE) July weekly call option implied volatility is at 33, July is at 31; compared to its 52-week range of 29 to 66. Call put ratio 4.4 calls to 1 put with focus on January 14 calls.

Option implied volatility for heavily shorted stocks

ContextLogic (WISH) 30-day option implied volatility is at 146; compared to its 52-week range of 79 to 279 amid shares being on heavily shorted lists. Call put ratio 6 calls to 1 put.

Anavex Life Sciences (AVXL) 30-day option implied volatility is at 114; compared to its 52-week range of 87 to 269 amid shares being on heavily shorted lists.

Intellia Therapeutics (NTLA) 30-day option implied volatility is at 105; compared to its 52-week range of 56 to 146 amid shares being on heavily shorted lists.

NIO Inc. (NIO) 30-day option implied volatility is at 65; compared to its 52-week range of 54 to 216 amid shares being on heavily shorted lists. Call put ratio 2.9 calls to 1 put.

Workhorse Group (WKHS) 30-day option implied volatility is at 131; compared to its 52-week range of 89 to 287 amid shares being on heavily shorted lists. Call put ratio 3.4 calls to 1 put.

Virgin Galactic Holdings (SPCE) 30-day option implied volatility is at 145; compared to its 52-week range of 75 to 230 amid shares being on heavily shorted lists.

AMC Entertainment (AMC) 30-day option implied volatility is at 171; compared to its 52-week range of 85 to 726 amid shares being on heavily shorted lists.

Energy stocks into 18th OPEC and non-OPEC Ministerial Meeting via video conference on July 1, 2021 amid WTI Crude oil trades above $74

Marathon Oil (MRO) 30-day option implied volatility is at 52; compared to its 52-week range of 46 to 243.

Occidental Petroleum (OXY) 30-day option implied volatility is at 55; compared to its 52-week range of 49 to 93

Continental Resources (CLR) 30-day option implied volatility is at 55; compared to its 52-week range of 49 to 134

Devon Energy (DVN) 30-day option implied volatility is at 51; compared to its 52-week range of 43 to 101

Apache Corp. (APA) 30-day option implied volatility is at 62; compared to its 52-week range of 54 to 114

Murphy Oil (MUR) 30-day option implied volatility is at 60; compared to its 52-week range of 55 to 103

ExxonMobil (XOM) 30-day option implied volatility is at 29; compared to its 52-week range of 26 to 53

Chevron (CVX) 30-day option implied volatility is at 26; compared to its 52-week range of 24 to 51

BP plc (BP) 30-day option implied volatility is at 30; compared to its 52-week range of 28 to 52

ConocoPhillips (COP) 30-day option implied volatility is at 35; compared to its 52-week range of 31 to 77

Phillips 66 (PSX) 30-day option implied volatility is at 33; compared to its 52-week range of 30 to 64

Royal Dutch Petroleum (RDS.B) 30-day option implied volatility is at 33; compared to its 52-week range of 26 to 66

Straddle prices into expected release of quarter results this week

McCormick (MKC) July 90 straddle priced for a move of +/- 5.5% into the expected release of quarter results today before the bell.

Walgreens Boots Alliance (WBA) July weekly 52.50 straddle priced for a move of +/- 5% into the expected release of quarter results today.

Options with decreasing option implied volatility: AMC CLOV NKE BBBY STZ DRI
Increasing unusual option volume: BSQR NTLA VTNR MLCO WISH GIS
Increasing unusual call option volume: BSQR SGBX NTLA MLCO VTNR CANO
Increasing unusual put option volume: NTLA ABEV ALT ASTS SSRM K
Popular stocks with increasing volume: SPCE BBBY MU GE SNAP WMT ROKU MO BBBY
Active options: AMD AAPL NIO TSLA AMC SPCE BBBY MU GE FB SOFI SNAP WISH TLRY PLTR WMT NVDA BA ROKU
Global S&P Futures recently mixed in premarket, Nikkei mixed, DAX up 0.9%, WTI Crude oil recently at 74.08, natural gas up 2%, gold at $1773 an ounce