Pre-Market IV Report July 18, 2022

Pre-Market IV Report July 18, 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: DOCN BOIL CFLT CRSR ATUS GRPN VG REV FFIE RDBX REV VBLT BRPM

Stocks expected to have increasing option volume: TSLA NFLX GS BAC IBM MAT EL BA NEE ABT JNJ STI

Option movers

Boeing (BA) 30-day option implied volatility is at 53; compared to its 52-week range of 29 to 62. Call put ratio 2.1 calls to 1 put into the Farnborough Airshow.

Alibaba (BABA) 30-day option implied volatility is at 64; compared to its 52-week range of 29 to 100 amid wide price movement.

American Airlines (AAL) 30-day option implied volatility is at 69; compared to its 52-week range of 39 to 87 into the expected release of quarter results before the bell on July 21.

AT&T (T) 30-day option implied volatility is at 26; compared to its 52-week range of 15 to 32 into the expected release of quarter results before the bell on July 21.

Straddle price into quarter results

Bank of America (BAC) July weekly 32 straddle priced for a move of 5.5% into the expected release of quarter results today before the bell.

Goldman Sachs (GS) July weekly 292 straddle priced for a move of 4.5% into the expected release of quarter results today before the bell.

IBM (IBM) July weekly 140 straddle priced for a move of 6% into the expected release of quarter results today after the bell.

Netflix (NFLX) July weekly 190 straddle priced for a move of 14% into the expected release of quarter results after the bell on July 19.

Johnson & Johnson (JNJ) July weekly 178 straddle priced for a move of 2.5% into the expected release of quarter results before the bell on July 19.

Hasbro (HAS) August 80 straddle priced for a move of 9% into the expected release of quarter results before the bell on July 19.

Silvergate Capital (SI) August 60 straddle priced for a move of 17% into the expected release of quarter results before the bell on July 19.

Tesla (TSLA) July weekly 720 straddle priced for a move of 9% into the expected release of quarter results after the bell on July 20.

Options with decreasing option implied volatility: NCR PBR PSTH ZEN
Increasing unusual option volume: EVTL IHI REAL BBD PACB
Increasing unusual call option volume: REAL EVTL GOEV VWO CANO
Increasing unusual put option volume: PACB GOEV CIM MFA UVIX GFS VOD
Popular stocks increasing volume: WFC MU JPM TWTR
Active options: AAPL AMZN TSLA AMD NVDA BAC C META MSFT BABA AMC NFLX NIO F WFC MU JPM TWTR CGC PLUG
Global S&P Futures mixed in premarket, Nikkei mixed, DAX up 1%, WTI Crude oil recently at $100, natural gas up 2%, gold at $1717 an ounce