Pre-Market IV Report July 1, 2022

Pre-Market IV Report July 1, 2022

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: REV DICE CLDX BRCC LWLG DB TEVA BTI

Stocks expected to have increasing option volume: MU KSS SMH

Movers

Kohl’s (KSS) 30-day option implied volatility is at 101; compared to its 52-week range of 39 to 121. Call put ratio 2.2 calls to 1 put.

Coinbase (COIN) 30-day option implied volatility is at 127; compared to its 52-week range of 45 to 173. Call put ratio 1 call to 2.2 puts.

Interest rate stocks option IV

Proshares Trust Ultrashort Lehman 20+ Year Treasury (TBT) 30-day option implied volatility is at 43; compared to its 52-week range of 25 to 54. Call put ratio 3.7 calls to 1 put.

iShares 20+ Year Treasury Bond ETF (TLT) 30-day option implied volatility is at 22; compared to its 52-week range of 12 to 27.

SPDR Bloomberg Barclays High Yield Bond ETF (JNK) 30-day option implied volatility is at 16; compared to its 52-week range of 5 to 21. Call put ratio 1 call to 22 puts.

iShares iBoxx $ High Yield Corporate Bond ETF (HYG) 30-day option implied volatility is at 18; compared to its 52-week range of 4 to 23. Call put ratio 1 call to 3.4 puts.

Ishares Iboxx $ Investment Grade Corporate Bond Etf (LQD) 30-day option implied volatility is at 13; compared to its 52-week range of 6 to 16. Call put ratio 1 call to 8 puts.

Fin-tech option IV

Capital One Financial (COF) 30-day option implied volatility is at 48; compared to its 52-week range of 28 to 51.

Block (SQ) 30-day option implied volatility is at 86; compared to its 52-week range of 35 to 109.

Affirm Holdings (AFRM) 30-day option implied volatility is at 124; compared to its 52-week range of 60 to 214.

PayPal (PYPL) 30-day option implied volatility is at 73; compared to its 52-week range of 24 to 84.

Ally Financial (ALLY) 30-day option implied volatility is at 47; compared to its 52-week range of 29 to 51. Call put ratio 1 call to 4.1 puts.

Annaly Capital Management (NLY) 30-day option implied volatility is at 28; compared to its 52-week range of 15 to 296.

GitLab Inc (GTLB) 30-day option implied volatility is at 83; compared to its 52-week range of 51 to 146.

Starwood Property Trust (STWD) 30-day option implied volatility is at 32; compared to its 52-week range of 17 to 45.

Rocket Companies (RKT) 30-day option implied volatility is at 65; compared to its 52-week range of 39 to 98. Call put ratio 2.9 calls to 1 put.

Essent Group (ESNT) 30-day option implied volatility is at 34; compared to its 52-week range of 27 to 53.

LendingTree (TREE) 30-day option implied volatility is at 85; compared to its 52-week range of 47 to 94. Call put ratio 1 call to 4.2 puts.

Pennymac Financial Services (PFSI) 30-day option implied volatility is at 37; compared to its 52-week range of 21 to 57. Call put ratio 1 call to 6.3 puts.

Straddle prices for stocks expected to report quarterly results

(LEVI) July 16 straddle priced for a move of 16% into the expected release of quarter results after the bell on July 7.

Options with decreasing option implied volatility: BRCC AXSM ZEN ACAD KMX FDX
Increasing unusual call option volume: CLAR TIP SMAR HLT ASHR
Increasing unusual put option volume: TIP EWC VSTO SHY
Popular stocks increasing volume: CCL SHOP T RBLX XOM WBD PFE BABA
Active options: AMZN AAPL TSLA AMD NVDA META MU AMC MSFT NIO BAC F CCL SHOP T RBLX XOM WBD PFE BABA
Global S&P Futures down 0.6% premarket, Nikkei down 1.6%, DAX mixed, WTI Crude oil recently at $105, natural gas up 5%, gold at $1793 an ounce