Pre-Market IV Report July 16, 2021

Pre-Market IV Report July 16, 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 TWTR EDU BBIG TAL INTC

Stocks expected to have increasing option volume: MRNA TAP STT KSU SCHW SMH

Option Implied Volatility for Pharmaceuticals

Moderna (MRNA) July call option implied volatility is at 94, August is at 65; compared to its 52-week range of 51 to 132 into shares up 8% in premarket into inclusion in S&P 500.

Pfizer (PFE) 30-day option implied volatility is at 21; compared to its 52-week range of 17 to 61

Johnson & Johnson (JNJ) 30-day option implied volatility is at 14; compared to its 52-week range of 14 to 35

Tech IV into quarter results next week

IBM (IBM) July weekly calls option implied volatility is at 38, August is at 25; compared to its 52-week range of 16 to 36 into the expected release of quarter results after the bell on July 19.

Netflix (NFLX) July weekly calls option implied volatility is at 58, August is at 36; compared to its 52-week range of 23 to 66 into the expected release of quarter results after the bell on July 20. Call put ratio 3.1 calls to 1 put.

AT& T (T) July weekly calls option implied volatility is at 25, August is at 20; compared to its 52-week range of 15 to 31 into the expected release of quarter results before the bell on July 22.

Intel (INTC) July weekly calls option implied volatility is at 51, August is at 36; compared to its 52-week range of 23 to 46 into the expected release of quarter results after the bell on July 22.

Twitter (TWTR) July weekly calls option implied volatility is at 92, August is at 52; compared to its 52-week range of 36 to 91 into the expected release of quarter results after the bell on July 22.

Straddle prices into expected release of quarter results next week

AutoNation (AN) August 105 straddle priced for a move of +/- 10% into the expected release of quarter results on July 19.

IBM (IBM) July weekly 140 straddle priced for a move of +/- 4% into the expected release of quarter results after the bell on July 19.

J.B. Hunt (JBHT) August 170 straddle priced for a move of +/- 7% into the expected release of quarter results after the bell on July 19.

Steel Dynamics (STLD) August 60 straddle priced for a move of +/- 10% into the expected release of quarter results after the bell on July 19.

Tractor Supply (TSCO) August 190 straddle priced for a move of +/- 8% into the expected release of quarter results before the bell on July 19.

Chipotle (CMG) July weekly 1580 straddle priced for a move of +/- 5.5% into the expected release of quarter results after the bell on July 20.

Halliburton (HAL) July weekly 20.50 straddle priced for a move of +/- 9% into the expected release of quarter results before the bell on July 20.

Netflix (NFLX) July weekly 542.50 straddle priced for a move of +/- 8.5% into the expected release of quarter results after the bell on July 20.

Philip Morris (PM) July weekly straddle priced for a move of +/- 3% into the expected release of quarter results before the bell on July 20.

United Airlines (UAL) July weekly 48 straddle priced for a move of +/- 5% into the expected release of quarter results after the bell on July 20.

Micron Technology (MU) call put ratio 1 call to 1 put with focus on July and September 75 calls as shares trade below $77.

Options with decreasing option implied volatility: DOCU BBBY CLOV NEGG NKE
Increasing unusual option volume: YVR FTAI ESTC SHLS OTIS JNPR
Increasing unusual call option volume: YVR FTAI OTIS SHLS SGMS SOHU MOXC LYV
Increasing unusual put option volume: ESTC EVGO ENDP PGR ASTR ICE LEVI ON EAT DVA
Popular stocks with increasing volume: TLRY AAL NFLX SPCE DIS BA
Active options: AAPL AMC TSLA AMZN NIO AMD NVDA SPCE FB BAC CCL MSFT PLTR NFLX BABA BA MU TLRY AAL DIS
Global S&P Futures recently mixed in premarket, Nikkei down 0.9%%, DAX mixed, WTI Crude oil recently at 71.44, natural gas mixed, gold at $1825 an ounce