Pre-Market IV Report July 13, 2021

Pre-Market IV Report July 13, 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 HYG GOOG NFLX TWTR ASTR TAL EDU INTC

Popular stocks with increasing volume: SPCE DIS F BA CLF PLTR

Option volume, IV and share price movers

Virgin Galactic Holdings (SPCE) July option implied volatility is at 151, August is at 129; compared to its 52-week range of 75 to 230. Call put ratio 1.7 calls to 1 put.

GameStop (GME) 30-day option implied volatility is at 105; compared to its 52-week range of 78 to 553.

Newegg (NEGG) 30-day option implied volatility is at 180; compared to its 52-week range of 87 to 384. Call put ratio 1 call to 1.2 puts.

DiDi Global (DIDI) 30-day option implied volatility is at 105. Call put ratio 1 call to 1 put.

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 1.4 puts.

Film exhibition option implied volatility as AMC shares pull back

AMC Entertainment (AMC) 30-day option implied volatility is at 178; compared to its 52-week range of 85 to 726 as shares trend lower.

Cinemark (CNK) 30-day option implied volatility is at 59; compared to its 52-week range of 51 to 132.

IMAX (IMAX) 30-day option implied volatility is at 48; compared to its 52-week range of 39 to 84

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 today before the bell.

Fastenal (FAST) July 55 straddle priced for a move of +/- 5.5% into the expected release of quarter results today before the bell.

Goldman Sachs (GS) July 380 straddle priced for a move of +/- 4% into the expected release of quarter results today before the bell.

JPMorgan (JPM) July 157.50 straddle priced for a move of +/- 3.5% into the expected release of quarter results today before the bell.

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

Bank of America (BAC) July 40.50 straddle priced for a move of +/- 3.5% into the expected release of quarter results before the bell on July 14.

Blackrock (BLK) July 915 straddle priced for a move of +/- 3% into the expected release of quarter results before the bell on July 14.

Citigroup (C) July 70 straddle priced for a move of +/- 4.5% into the expected release of quarter results before the bell on July 14.

Delta (DAL) July 43 straddle priced for a move of +/- 4.5% into the expected release of quarter results before the bell on July 14.

Schwab (SCHW) July 72 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% into the expected release of quarter results before the bell on July 14.

Dell Technologies (DELL) 30-day option implied volatility is at 26; compared to its 52-week range of 22 to 58 into hosting conference call today to discuss ESG strategy.

Options with decreasing option implied volatility: DOCU CLOV BSQR NKE BBBY
Increasing unusual option volume: EGHT GDOT MCRB AVYA UIS
Increasing unusual call option volume: EGHT ATUS DOYU EAT FGEN
Increasing unusual put option volume: ENDP FE STMP PTRA
Active options: AAPL TSLA SPCE AMC DIS NIO CLOV AMD BAC NVDA AMZN FB F JPM BA WISH MSFT CLF PLTR CCIV
Global S&P Futures recently mixed in premarket, Nikkei up 2.2%, DAX mixed, WTI Crude oil recently at 74.54, natural gas mixed, gold at $1809 an ounce