Pre-Market IV Report July 15, 2021

Pre-Market IV Report July 15, 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: GOOG HYG TWTR PSAC NFLX EDU TAL CPNG INTC IQ CLVS KSU HOME

Stocks expected to have increasing option volume: NFLX EA ZNGA TTWO GME ATVI MS PNC USB STT KSU UNH AA TSM AIG BX

Netflix (NFLX) IV into plans to add video games to streaming platform, Bloomberg reports

Netflix (NFLX) 30-day option implied volatility is at 36; compared to its 52-week range of 23 to 69 into Netflix plans to add video games to streaming platform, Bloomberg reports.

Electronic Arts (EA) 30-day option implied volatility is at 34; compared to its 52-week range of 20 to 46 into Netflix (NFLX) plans to add video games to streaming platform, Bloomberg reports.

Zynga (ZNGA) 30-day option implied volatility is at 47; compared to its 52-week range of 30 to 139.

Gamestop (GME) 30-day option implied volatility is at 107; compared to its 52-week range of 78 to 552.

Take-Two Interactive (TTWO) 30-day option implied volatility is at 36; compared to its 52-week range of 24 to 51 into Netflix (NFLX) plans to add video games to streaming platform, Bloomberg reports.

Apple (AAPL) share price trends higher in expected release of quarter results on July 28

Apple (AAPL) 30-day option implied volatility is at 29; compared to its 52-week range of 19 to 62 as share price near record high. Call put ratio 3.4 calls to 1 put into quarter results expected to be released on July 28.

Qualcomm (QCOM) 30-day option implied volatility is at 34; compared to its 52-week range of 23 to 55 as Apple (AAPL) trades near record high.

SkyWest (SKYW) 30-day option implied volatility is at 48; compared to its 52-week range of 37 to 102 as Apple (AAPL) trades near record high.

Intel (INTC) 30-day option implied volatility is at 35; compared to its 52-week range of 23 to 46 as Apple (AAPL) trades near record high.

Broadcom (AVGO) 30-day option implied volatility is at 25; compared to its 52-week range of 21 to 52 as Apple (AAPL) trades near record high.

Taiwan Semi (TSM) 30-day option implied volatility is at 30; compared to its 52-week range of 25 to 53 as Apple (AAPL) trades near record high and into quarter results.
Stocks movers

AMC Entertainment (AMC) July option implied volatility is at 237, August is at 191; compared to its 52-week range of 85 to 726. Call put ratio 1 call to 1.1 put as shares sell off 15%.

GameStop (GME) July option implied volatility is at 117, August is at 100; compared to its 52-week range of 77 to 553. Call put ratio 1 call to 1.1 puts as shares sell off 6.9%.

Virgin Galactic Holdings (SPCE) July option implied volatility is at 127, August is at 100; compared to its 52-week range of 75 to 230. Call put ratio 1.4 calls to 1 put as shares trend lower.

Straddle prices into expected release of quarter results this week

Alcoa (AA) July 35 straddle priced for a move of +/- 6.5% into the expected release of quarter results today after the bell.

Bank of New York (BK) July 49 straddle priced for a move of +/- 4% into the expected release of quarter results today before the bell.

Morgan Stanley (MS) July 92 straddle priced for a move of +/- 3% into the expected release of quarter results today before the bell.

Taiwan Semiconductor (TSM) July 124 straddle priced for a move of +/- 3% into the expected release of quarter results today.

U.S. Bancorp (USB) July 57 straddle priced for a move of +/- 3% into the expected release of quarter results today before the bell.

UnitedHealth Group (UNH) July 415 straddle priced for a move of +/- 2.5% into the expected release of quarter results today before the bell.

Kansas City Southern (KSU) July 267 straddle priced for a move of +/- 3% into the expected release of quarter results before the bell on July 16.

State Street (STT) July 82.50 straddle priced for a move of +/- 4.5% into the expected release of quarter results before the bell on July 16.

AIG (AIG) 30-day option implied volatility is at 31; compared to its 52-week range of 22 to 73. Call put ratio 2.5 call to 1 put into asset sales to Blackstone (NYSE: BX).

Marathon Petroleum (MPC) 30-day option implied volatility is at 37; compared to its 52-week range of 28 to 76. Call put ratio 3.7 calls to 1 put with focus on October 62.50 and 65 calls.

Infinity Pharma (INFI) August call option implied volatility is at 177, October is at 125; compared to its 52-week range of 44 to 468 into clinical and strategic updates planned to be unfolded on July 27. Call put ratio 2.5 calls to 1 put.

Options with decreasing option implied volatility: INO CLDR CLOV BB NEGG NKE BBBY MPC
Increasing unusual option volume: ARCB INFL ACRX WATT CVA AVYA CHNG JACK GATO EOG
Increasing unusual call option volume: WATT ACRX CVA EOG MCRB STMP UPWK IEF
Increasing unusual put option volume: MAPS UPWK VMW WISH CHNG ALNY CENX ASTR CAG
Popular stocks with increasing volume: AAL NFLX SPCE DIS BA
Active options: AAPL AMC TSLA BAC SPCE NIO MSFT AAL BABA AMZN WFC PLTR FB NVDA DAL C AMD DIS NFLX BA
Global S&P Futures recently mixed in premarket, Nikkei down 1%, DAX mixed, WTI Crude oil recently at 72.09, natural gas mixed, gold at $1833 an ounce