Pre-Market IV Report July 11, 2022

Pre-Market IV Report July 11, 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: MX ACAD PSTH SRG REV XELA FFIE UBX RDBX

Stocks expected to have increasing option volume: TWTR DWAC UBER LYFT DAL JPM BAC C WFC

Options IV amid headlines into earnings season

Twitter (TWTR) 30-day option implied volatility is at 64; compared to its 52-week range of 21 to 88 into Elon Musk terminates Twitter acquisition pact. Call put ratio 1 call to 1.1 puts.

Tesla (TSLA) 30-day option implied volatility is at 67; compared to its 52-week range of 35 to 84 into Elon Musk terminates Twitter (TWTR) acquisition pact. Call put ratio 1.1 call to 1 put.

Digital World Acquisition Corp (DWAC) 30-day option implied volatility is at 117; compared to its 52-week range of 77 to 255 into Elon Musk terminates Twitter (TWTR) acquisition pact. Call put ratio 1.1 call to 1 put.

Uber (UBER) 30-day option implied volatility is at 71; compared to its 52-week range of 37 to 77.

Lyft (LYFT) 30-day option implied volatility is at 88; compared to its 52-week range of 41 to 91.

Straddle prices for stocks expected to report quarterly results

PepsiCo (PEP) July 172.50 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on July 12.

Delta (DAL) July 30 straddle priced for a move of 8% into the expected release of quarter results before the bell on July 13.

Fastenal (FAST) July 50 straddle priced for a move of 5% into the expected release of quarter results before the bell on July 13.

Conagra (CAG) July 35 straddle priced for a move of 5.5% into the expected release of quarter results before the bell on July 14.

JPMorgan Chase (JPM) July 114 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on July 14.

Morgan Stanley (MS) July 77 straddle priced for a move of 5% into the expected release of quarter results before the bell on July 14.

Schwab (SCHW) July 64 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on July 14.

Taiwan Semiconductor (TSM) July 81 straddle priced for a move of 7% into the expected release of quarter results before the bell on July 14.

Options with decreasing option implied volatility: MU KSS SOS
Increasing unusual option volume: REV SRG CANO DNMR CLVS
Increasing unusual call option volume: SRG MNTV CANO CLVS BIRD
Increasing unusual put option volume: SRG TIP CLVS HGEN
Popular stocks increasing volume: COIN NIO F LCID UPST OXY TWTR RIOT
Active options: TSLA AAPL AMZN NVDA AMD AMC RBLX MARA META BABA MSFT COIN NIO BAC F LCID UPST OXY TWTR RIOT
Global S&P Futures lower in premarket, Nikkei mixed, DAX down 0.7%, WTI Crude oil recently at $102, natural gas down 1%, gold at $1736 an ounce