Pre-Market IV Report July 15, 2024

Pre-Market IV Report July 15, 2024

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: ABR QS GRPN SOUN UPST AAOI HLF HE LYFT TOST FTNT TRIP TTD AKAM MTCH LEGN GSL ET ST

Stocks expected to have increasing option volume: GS BLK STT BAC ABR DJT LEGN

Straddle price into quarter results

Goldman Sachs (GS) July 480 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on July 15. Call put ratio 1.4 calls to 1 put.

BlackRock (BLK) July 830 straddle priced for a move of 4% into the expected release of quarter results before the bell on July 15.

UnitedHealth Group (UNH) July 510 straddle priced for a move of 5% into the expected release of quarter results before the bell on July 16.

Bank of America (BAC) July 41.50 straddle priced for a move of 4% into the expected release of quarter results before the bell on July 16.

Morgan Stanley (MS) July 104 straddle priced for a move of 4% into the expected release of quarter results before the bell on July 16.

Charles Schwab (SCHW) July 75 straddle priced for a move of 6% into the expected release of quarter results before the bell on July 16.

PNC Financial Services (PNC) July 167.50 straddle priced for a move of 4% into the expected release of quarter results before the bell on July 16. Call put ratio 18 calls to 1 put with focus on July 160 and 170 calls.

State Street (STT) July 77.50 straddle priced for a move of 5% into the expected release of quarter results before the bell on July 16. Call put ratio 5.2 calls to 1 put.

Bond-interest rate market option IV; amid headline tariffs and tax cuts

Proshares Trust Ultrashort Lehman 20+ Year Treasury (TBT) 30-day option implied volatility is at 24; compared to its 52-week range of 21 to 49. Call put ratio 1 call to 2.2 puts.

iShares 20+ Year Treasury Bond ETF (TLT) 30-day option implied volatility is at 13; compared to its 52-week range of 11 to 25.

SPDR Bloomberg Barclays High Yield Bond ETF (JNK) 30-day option implied volatility is at 4; compared to its 52-week range of 4 to 10. Call put ratio 20 calls to 1 put.

iShares iBoxx $ High Yield Corporate Bond ETF (HYG) 30-day option implied volatility is at 4; compared to its 52-week range of 4 to 11. Call put ratio 1.2 calls to 1 put with focus on Augusts and September options.

Ishares Iboxx $ Investment Grade Corporate Bond Etf (LQD) 30-day option implied volatility is at 6; compared to its 52-week range of 6 to 13. Call put ratio 2.6 calls to 1 put.

Moveres

Trump Media & Technology Group (DJT) 30-day option implied volatility is at 122; compared to its 52-week range of 58 to 767. Call put ratio 2.7 calls to 1 put.

Beyond, Inc. (BYON) 30-day option implied volatility is at 119; compared to its 52-week range of 55 to 104. July 12 weekly 13 calls and July 13.50 calls active as share price up .

EVgo (EVGO) 30-day option implied volatility is at 113; compared to its 52-week range of 60 to 136. Call put ratio 6 calls to 1 put with a focus on July 3 calls, August 4 calls and August 4.5 calls as share price up.

Herbalife Nutrition (HLF) 30-day option implied volatility is at 120; compared to its 52-week range of 40 to 121 with a spread 8583 contracts July 10 puts against 8583 contracts of August 9 weekly 11 puts.

Prologis (PLD) 30-day option implied volatility is at 120; compared to its 52-week range of 19 to 67 with a focus on +8K contracts of July 120 puts.

Options with decreasing option implied volatility: XP NYCB DAL PARA CAG EMB SPR NLY ENB
Increasing unusual option volume: BMBL USFD QS VRNA CERE HA GXO
Increasing unusual call option volume: QS PNC ARR ALIT ITB CENX MOD BK
Increasing unusual put volume: CERE BMBL NNOX QS HLF PSEC XLI SIRI GT ICE
Popular stocks with increasing volume: RIVN INTC F GME C WFC PLTR JPM SMCI
Active options: NVDA TSLA AAPL AMD RIVN AMZN META LCID INTC F MSFT GME MARA QS C WFC PLTR JPM SOUN SMCI
Global S&P Futures mixed in premarket, Nikkei down 2.45%, DAX mixed, WTI Crude oil recently at $82.30, natural gas down 2.5%, gold at $2412