Pre-Market IV Report July 19, 2021

Pre-Market IV Report July 19, 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 NFLX EDU BBIG TAL IBM INTC

Stocks expected to have increasing option volume: ZM MRNA IBM CMG NFLX UAL

Zoom (ZM) July weekly option implied volatility is at 37, August is at 38; compared to its 52-week range of into 39 to 96 into buying Five9 in $14.7B Deal.

Movers

Amazon (AMZN) 30-day option implied volatility is at 30; compared to its 52-week range of 21 to 55 into Jeff Bezos July 20 space flight. Call put ratio 1.1 to 1.

L Brands (LB) July weekly option implied volatility is at 32, August is at 55; compared to its 52-week range of 39 to 114 into hosting a conference call today to discuss the spinoff of Victoria Secret. Call put ratio 5.5 calls to 1 put.

Moderna (MRNA) July weekly call option implied volatility is at 64, August is at 66; compared to its 52-week range of 51 to 132. Quarter results are expected on August 5.

AMC (AMC) July weekly option implied volatility is at 170, August is at 185; compared to its 52-week range of into 85 to 726.

GameStop (GME) July weekly option implied volatility is at 86, August is at 99; compared to its 52-week range of into 78 to 553.

Virgin Galactic Holdings (SPCE) July weekly option implied volatility is at 129, August is at 106; compared to its 52-week range of into 75 to 230.

Wheels Up Experience (UP) 30-day option implied volatility is at 95; compared to its 52-week range of into 12 to 160 amid wide price movement.

Straddle prices into expected release of quarter results this week

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

IBM (IBM) July weekly 139 straddle priced for a move of +/- 4% July weekly straddle priced for a move of +/- into the expected release of quarter results today after the bell.

J.B. Hunt (JBHT) August 165 straddle priced for a move of +/- 7.5% into the expected release of quarter results today after the bell.

Steel Dynamics (STLD) August 60 straddle priced for a move of +/- 11% into the expected release of quarter results today after the bell.

Tractor Supply (TSCO) August 190 straddle priced for a move of +/- 6% into the expected release of quarter results today.

Chipotle (CMG) July weekly 1560 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 straddle priced for a move of +/- 7% into the expected release of quarter results before the bell on July 20.

Netflix (NFLX) July weekly 530 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.

Coca-Cola (KO) July weekly 56.50 straddle priced for a move of +/- 3% into the expected release of quarter results before the bell on July 21.

CSX (CSX) July weekly 31.50 straddle priced for a move of +/- 4% into the expected release of quarter results after the bell on July 21.

Infinity Pharma (INFI) August call option implied volatility is at 171, October is at 141; 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 2.8 calls to 1 put.

Options with decreasing option implied volatility: MMAT DOCU NEGG CLOV NKE
Increasing unusual option volume: KDMN IGT DOYU YVR SGH ENDP FGEN
Increasing unusual call option volume: DOYU IGT KDMN PVH IWN CNR YVR
Increasing unusual put option volume: IGT ENDP MNKD MAPS FGEN TRQ TPGY
Popular stocks with increasing volume: MRNA SPCE CCL F DIS
Active options: AAPL TSLA AMC SNAP AMZN NVDA MSFT NIO MRNA SPCE ATOS BAC AMD BA BABA FB CCL DIS MU F
Global S&P Futures recently mixed in premarket, Nikkei down 0.9%, DAX mixed, WTI Crude oil recently at 71.05, natural gas mixed, gold at $1803 an ounce