Pre-Market IV Report July 1, 2024

Pre-Market IV Report July 1, 2024

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: CHWY SAVA SNAP ZI XP ROKU WEAT SPOT META AMZN EMB AMZN V

Stocks expected to have increasing option volume: NKE WBA BA SPR

Boeing (BA) 30-day option implied volatility is at 33; compared to its 52-week range of 22 to 39 into buying back Spirit AeroSystems Holdings (SPR) for $37.25 a share in an all-stock deal that values the supplier at $4.7B.

Spirit AeroSystems (SPR) 30-day option implied volatility is at 31; compared to its 52-week range of 30 to 104. Call put ratio 43 calls to 1 put with focus on July 35 calls.

Ishares Msci France Etf (EWQ) 30-day option implied volatility is at 24; compared to its 52-week range of 13 to 25 into Snap Elections.

Movers

Qualcomm (QCOM) 30-day option implied volatility is at 35; compared to its 52-week range of 22 to 43. Call put ratio 2 call to 1 put with focus on June 28 weekly options active as share price up.

CSX Corp. (CSX) 30-day option implied volatility is at 21; compared to its 52-week range of 15 to 28 with a focus on July 5 weekly 33.50 calls.

Estee Lauder (EL) 30-day option implied volatility is at 31; compared to its 52-week range of 23 to 73. Option volume of 14,800 contracts above 90-day average of 7,000 contracts.

Ball Corporation (BALL) 30-day option implied volatility is at 22; compared to its 52-week range of 16 to 70. August 55 put active on 3200 contracts at 50c, 2100 contracts at 45c with share price at $60.46.

US Global Jets ETF (JETS) 30-day option implied volatility is at 25; compared to its 52-week range of 19 to 33. January 17 puts active on 46K contracts trading at 53c with stock price at $19.70.

Dynavax (DVAX) 30-day option implied volatility is at 38; compared to its 52-week range of 23 to 84 with a focus on August 12 calls trading at 35c.

Synchrony Financial (SYF) 30-day option implied volatility is at 36; compared to its 52-week range of 24 to 76. Call put ratio 7 calls to 1 put with focus on July 50 calls.

Cassava Sciences (SAVA) 30-day option implied volatility is at 187; compared to its 52-week range of 63 to 188. Call put ratio 1 call to 1.4 puts on 35K contracts.

Options with decreasing option implied volatility: CGC MU NVAX FDX LEVI CCL
Increasing unusual option volume: FEZ INVZ XLB NVD MAXN CMG LIT
Increasing unusual call option volume: XLB INVZ NVD CMG WOOF MAXN XLI
Increasing unusual put volume: XLB MAXN CMG NKE GGAL SAVA NKE CHWR
Popular stocks with increasing volume: NKE MU RIVN GME SMCI CMG DIS INTC COIN
Active options: NVDA TSLA NKE AAPL AMZN AMD MU RIVN GME META SMCI MARA CMG MSFT PLTR DIS CHWY INTC MAXN COIN
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $82, natural gas mixed, gold at $2334