Pre-Market IV Report July 17, 2024

Pre-Market IV Report July 17, 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: GME QS RUM NVAX BILL EQX ABR ONON SE TNA MNDY STNE TPR CSCO WMT IWM RUT EB CCCC SNBR PAYS GRAL EYE NVAX CDE URTY RPD MBUU

Stocks expected to have increasing option volume: JNJ ELV USB SYF CFG ALLY BE SAVE JBHT

Industrial Sel Sect Fd (XLI) option IV amid sharp rally

Industrial Sel Sect Spdr Fd (XLI) 30-day option implied volatility is at 14; compared to its 52-week range of 11 to 21. Option volume of 479K contracts compares to its 90 day average of 18K contracts.

Straddle price into quarter results

Taiwan Semiconductor (TSM) July 185 straddle priced for a move of 6.5% into the expected release of quarter results after the bell on July 18.

Netflix (NFLX) July 655 straddle priced for a move of 8.5% into the expected release of quarter results after the bell on July 18.

Abbott (ABT) July 103 straddle priced for a move of 4% into the expected release of quarter results before the bell on July 18.

Intuitive Surgical (ISRG) July straddle 437 priced for a move of 5.5% into the expected release of quarter results after the bell on July 18.

Blackstone (BX) July 137 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on July 18.

Dominoes Pizza (DPZ) July 490 straddle priced for a move of 6% into the expected release of quarter results before the bell on July 18.

Key Corp (KEY) July 16 straddle priced for a move of 4% into the expected release of quarter results before the bell on July 18.

M&T Bank (MTB) July 165 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on July 18. Call put ratio 5.1 calls to 1 put.

Movers

Unity Software Inc. (U) 30-day option implied volatility is at 95; compared to its 52-week range of 44 to 89. Call put ratio 11 calls to 1 put with focus on July 18.50 calls, August 17 calls and August 21 calls.

Reddit (RDDT) 30-day option implied volatility is at 103; compared to its 52-week range of 60 to 166. Call put ratio 1 call to 1.4 puts with focus August 2 weekly 95 calls.

Palantir (PLTR) 30-day option implied volatility is at 67; compared to its 52-week range of 36 to 93. Call put ratio 2.3 calls to 1 put with focus on a buyer of +5K contracts of November 30 calls for $3.15.

Prudential Financial (PRU) 30-day option implied volatility is at 21; compared to its 52-week range of 15 to 65 with a focus on July 125 calls and January 110 puts.

Flywire Corporation (FLYW) 30-day option implied volatility is at 71; compared to its 52-week range of 36 to 79 with a focus on August 20 calls.

Eventbrite (EB) 30-day option implied volatility is at 116; compared to its 52-week range of 33 to 77 with a focus on July 5 and August 7.5 calls.

Perrigo (PRGO) 30-day option implied volatility is at 49; compared to its 52-week range of 16 to 80 with a focus on December 37.50 and 47.50 calls.

Options with decreasing option implied volatility: ACHR XP CPRI DAL UAA WB UNH PGR
Increasing unusual option volume: JEF ALIT BZFD ACHR IWN MTUM SLS XLI
Increasing unusual call option volume: BZFD ACHR ALIT EOG KBE XLI SLS EYPT AUR
Increasing unusual put volume: RUM SABR STNE JBHT BAX SIRI XLI JOBY HLF EWT
Popular stocks with increasing volume: BAC SOFI GME PLTR AVGO SHOP SIRI RIVN C RIOT HOOD COIN
Active options: NVDA TSLA AAPL AMZN BAC MARA AMD SOFI META GME PLTR AVGO MSFT SHOP SIRI RIVN C RIOT HOOD COIN
Global S&P Futures down in premarket, Nikkei mixed to lower, DAX mixed to lower, WTI Crude oil recently at $81, natural gas mixed, gold at $2477