Pre-Market IV Report July 14, 2022

Pre-Market IV Report July 14, 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: BOIL SST KOLD MX VIX TXMD PRPB BIOX SST REV FFIE BYFC SYM VTGN

Stocks expected to have increasing option volume: BAC JPM MS GS WFC C BX

MSFT & META IV amid shares near low end of range

Microsoft (MSFT) 30-day option implied volatility is at 37; compared to its 52-week range of 16 to 47.

Meta Platforms (META) 30-day option implied volatility is at 68; compared to its 52-week range of 21 to 79.

Twitter (TWTR) July option implied volatility is at 63, August is at 60; compared to 52-week range of 21 to 87. Call put ratio 1 call to 1 put.

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 2.1 calls to 1 put.

iShares 20+ Year Treasury Bond ETF (TLT) 30-day option implied volatility is at 23; compared to its 52-week range of 12 to 27. Call put ratio 2.4 calls to 1 put.

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 14 puts.

iShares iBoxx $ High Yield Corporate Bond ETF (HYG) 30-day option implied volatility is at 16; compared to its 52-week range of 5 to 23. Call put ratio 1 call to 3 puts.

Ishares Iboxx $ Investment Grade Corporate Bond Etf (LQD) 30-day option implied volatility is at 14; compared to its 52-week range of 6 to 16. Call put ratio 1 call to 1.7 puts.

Straddle prices for stocks expected to report quarterly results

JPMorgan Chase (JPM) July 112 straddle priced for a move of 4% into the expected release of quarter results today before the bell.

Blackrock (BLK) July 596 straddle priced for a move of 4% into the expected release of quarter results before the bell on July 15.

Citigroup (C) July 45.50 straddle priced for a move of 5% into the expected release of quarter results before the bell on July 15.

PNC Financial (PNC) July 155 straddle priced for a move of 4% into the expected release of quarter results before the bell on July 15.

U.S. Bancorp (USB) July 45 straddle priced for a move of 4% into the expected release of quarter results before the bell on July 15.

UnitedHealth Group (UNH) July 500 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on July 15.

Wells Fargo (WFC) July 39 straddle priced for a move of 5% into the expected release of quarter results before the bell on July 15.

Options with decreasing option implied volatility: DWAC FFIE VMW PSTH
Increasing unusual option volume: REV TXMD TUR TIP GOEV GOL FAST
Increasing unusual call option volume: EWG REV NLOK MAT TXMD CAG
Increasing unusual put option volume: DCFC GOEV HGEN SRG FAST TIP
Popular stocks increasing volume: DAL BA F C AAL NFLX NIO JPM BABA
Active options: TSLA AAPL AMZN NVDA TWTR AMD MSFT AMC META DAL BAC BA LAZR F C AAL NFLX NIO JPM BABA
Global S&P Futures mixed to lower in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $95, natural gas mixed, gold at $1714 an ounce