Pre-Market IV Report July 12, 2021

Pre-Market IV Report July 12, 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: PSAC ASTR TAL HYG TWTR GOOG NFLX SPCE EDU

Stocks expected to have increasing option volume: SPCE CAG FAST JPM C WFC BAC GS

Option volume, IV and share price movers

Virgin Galactic Holdings (SPCE) July option implied volatility is at 245, August is at 154; compared to its 52-week range of 75 to 230 into completes first fully crewed spaceflight. Call put ratio 2.2 calls to 1 put.

AMC Entertainment (AMC) 30-day option implied volatility is at 175; compared to its 52-week range of 85 to 725. Call put ratio 1.5 calls to 1 put.

GameStop (GME) 30-day option implied volatility is at 108; compared to its 52-week range of 78 to 553. Call put ratio 1.3 calls to 1 put.

Newegg (NEGG) 30-day option implied volatility is at 202; compared to its 52-week range of 87 to 384. Call put ratio 1.2 calls to 1 put.

DiDi Global (DIDI) 30-day option implied volatility is at 113. Call put ratio 1 call to 1 put.

Alibaba (BABA) 30-day option implied volatility is at 31; compared to its 52-week range of 24 to 56. Call put ratio 2.8 calls to 1 put.

Fluor Corp. (FLR) 30-day option implied volatility is at 69; compared to its 52-week range of 43 to 180. Call put ratio 12 calls to 1 put with focus on August on August 17.50 calls

International Game Tech (IGT) 30-day option implied volatility is at 54; compared to its 52-week range of 45 to 91. Call put ratio 20 calls to 1 put with focus on August 25 and 30 calls.

TAL Education (TAL) 30-day option implied volatility is at 125; compared to its 52-week range of 38 to 152. Call put ratio 1 call to 1.5 puts with focus on August 15 puts.

Proshares Ultrapro Short S&P 500 (SPXU) 30-day option implied volatility is at 37; compared to its 52-week range of 33 to 123. Call put ratio 32 calls to 1 put.

Straddle prices into expected release of quarter results this week

Conagra (CAG) July 36 straddle priced for a move of +/- 4.5% into the expected release of quarter results before the bell on July 13.

Fastenal (FAST) July 52.50 straddle priced for a move of +/- 5.5% into the expected release of quarter results before the bell on July 13.

Goldman Sachs (GS) July 370 straddle priced for a move of +/- 4% into the expected release of quarter results before the bell on July 13.

JPMorgan (JPM) July 155 straddle priced for a move of +/- 3.5% into the expected release of quarter results before the bell on July 13.

PepsiCo (PEP) July 150 straddle priced for a move of +/- 2.5% into the expected release of quarter results before the bell on July 13.

Bank of America (BAC) July 40 straddle priced for a move of +/- 3.5% into the expected release of quarter results before the bell on July 14.

Blackrock (BLK) July 900 straddle priced for a move of +/- 3% into the expected release of quarter results before the bell on July 14.

Citigroup (C) July 68 straddle priced for a move of +/- 5% into the expected release of quarter results before the bell on July 14.

Delta (DAL) July 43 straddle priced for a move of +/- 6% into the expected release of quarter results before the bell on July 14.

Schwab (SCHW) July 70 straddle priced for a move of +/- 5% into the expected release of quarter results before the bell on July 14.

PNC Financial (PNC) July 190 straddle priced for a move of +/- 3.5% into the expected release of quarter results before the bell on July 14.

Well Fargo (WFC) July 44 straddle priced for a move of +/- 4.5% into the expected release of quarter results before the bell on July 14.

Options with decreasing option implied volatility: BBBY DOCU BSQR CLOV
Increasing unusual option volume: IGT GALT ASTR BSQR STMP FLR
Increasing unusual call option volume: IGT PIXY GALT BSQR LEVI KWEB
Increasing unusual put option volume: ME STMP IVR ENDP FOSL IGT LEVI
Popular stocks with increasing volume: SPCE SNAP BABA F SNOW GM CLF DIS
Active options: AAPL TSLA AMC SPCE AMZN NIO AMD BA SNAP BABA F NVDA SNOW BAC FB MSFT PLTR GM CLF DIS
Global S&P Futures recently mixed in premarket, Nikkei up 2.2%, DAX mixed, WTI Crude oil recently at 73.98, natural gas mixed, gold at $1804 an ounce