Pre-Market IV Report July 2, 2021

Pre-Market IV Report July 2, 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: NFLX PSAC VZ HYG TAL EDU INTC OCX

Stocks expected to have increasing option volume: SPCE TSLA GM F

Recent sharp price and IV Movers

Virgin Galactic Holdings (SPCE) 30-day option implied volatility is at 141; compared to its 52-week range of 75 to 230 into space flight news. SPCE is recently up 18% in the premarket.

Beam Therapeutics Inc. (BEAM) 30-day option implied volatility is at 90; compared to its 52-week range of 66 to 133.

Alnylam Pharma (ALNY) 30-day option implied volatility is at 56; compared to its 52-week range of 46 to 66.

Intellia Therapeutics (NTLA) 30-day option implied volatility is at 102; compared to its 52-week range of 56 to 147.

Cerevel Therapeutics Holdings (CERE) 30-day option implied volatility is at 143; compared to its 52-week range of 83 to 345. Call put ratio 1 call to 2 puts.

Straddle prices into expected release of quarter results next week

Levi Strauss (LEVI) July 27 straddle priced for a move of +/- 9% into the expected release of quarter results on July 8

Walgreens Boots Alliance (WBA) call put ratio 2.6 calls to 1 put

Options with decreasing option implied volatility: BB AMC CLOV NKE BBBY
Increasing unusual option volume: BSQR VRRM APRE SBH NTLA
Inceasing unusual call option volume: VRRM SBH BSQR COHU WISH
Increasing unusual put option volume: ASTR WISH ITUB SWBI
Popular stocks with increasing volume: SNAP ABNB CSCO F SPCE
Active options: NIO AAPL TSLA AMC AMD MU PLTR JPM NVDA WISH FB ABNB BABA CSCO CCIV F AMZN SNAP XPEV SPCE