Pre-Market IV Report July 20, 2021

Pre-Market IV Report July 20, 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: TGT GOOG HYG PSAC TWTR VXX PSAC UVXY EDU IBM NFLX

Stocks expected to have increasing option volume: VIAC CMCSA NFLX T IBM CMG UAL ABC TEVA CAH MKC JNJ PCG

Amazon (AMZN) July weekly option implied volatility is at 32, August is at 31; compared to its 52-week range of 21 to 57 into expected release of quarter results on July 29. Call put ratio 1.3 calls to 1 put into Bezos flight into space on July 20.

Energy movers as shares trend lower

EOG Resources (EOG) 30-day option implied volatility is at 48; compared to its 52-week range of 37 to 78.

Phillips 66 (PSX) 30-day option implied volatility is at 42; compared to its 52-week range of 30 to 64. Call put ratio 2.3 calls to 1 put.

Marathon Petroleum (MPC) 30-day option implied volatility is at 43; compared to its 52-week range of 28 to 76

Valero Energy (VLO) 30-day option implied volatility is at 47; compared to its 52-week range of 34 to 70. Call put ratio 1.6 calls to 1 put.

Option volume, IV and share price movers

AMC Entertainment (AMC) 30-day option implied volatility is at 189; compared to its 52-week range of 85 to 726.

Virgin Galactic Holdings (SPCE) 30-day option implied volatility is at 118; compared to its 52-week range of 75 to 230.

Newegg (NEGG) 30-day option implied volatility is at 171; compared to its 52-week range of 87 to 385.

NIO Inc. (NIO) 30-day option implied volatility is at 69; compared to its 52-week range of 55 to 165.

Marin Software (MRIN) 30-day option implied volatility is at 227; compared to its 52-week range of 87 to 279.

Exela Technologies (XELA) 30-day option implied volatility is at 211; compared to its 52-week range of 87 to 233. Call put ratio 3.7 calls to 1 put.

Liquid Media (YVR) 30-day option implied volatility is at 230; compared to its 52-week range of 125 to 320. Call put ratio 9.1 calls to 1 put.

Bsquare (BSQR) 30-day option implied volatility is at 173; compared to its 52-week range of 64 to 401.

Oncosec Medical (ONCS) 30-day option implied volatility is at 141; compared to its 52-week range of 88 to 484. Call put ratio 4.8 calls to 1 put.

Jaguar Health (JAGX) 30-day option implied volatility is at 181; compared to its 52-week range of 150 to 640. Call put ratio 11 calls to 1 put.

Straddle prices into expected release of quarter results this week

Chipotle (CMG) July weekly 1550 straddle priced for a move of +/- 5% into the expected release of quarter results today after the bell.

Halliburton (HAL) July weekly 19.50 straddle priced for a move of +/- 6.5% into the expected release of quarter results today before the bell.

Netflix (NFLX) July weekly 532.50 straddle priced for a move of +/- 8% into the expected release of quarter results today after the bell.

Philip Morris (PM) July weekly 98 straddle priced for a move of +/- 4% into the expected release of quarter results today before the bell.

United Airlines (UAL) July weekly 43 straddle priced for a move of +/- 6.5% into the expected release of quarter results today after the bell.

Coca-Cola (KO) July weekly 56 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 straddle priced for a move of +/- 4% into the expected release of quarter results after the bell on July 21.

Harley Davidson (HOG) July weekly 42 straddle priced for a move of +/- 8% into the expected release of quarter results before the bell on July 21.

Las Vegas Sands (LVS) July weekly 47 straddle priced for a move of +/- 5.5% into the expected release of quarter results after the bell on July 21.

SAP (SAP) August 145 straddle priced for a move of +/- 6.5% into the expected release of quarter results before the bell on July 21.

Seagate (STX) July weekly 84 straddle priced for a move of +/- 6.5% into the expected release of quarter results before the bell on July 21.

Skechers (SKX) July weekly 46 straddle priced for a move of +/- 11% into the expected release of quarter results after the bell on July 21.

Texas Instruments (TXN) July weekly 185 straddle priced for a move of +/- 5% into the expected release of quarter results after the bell on July 21.

Whirlpool (WHR) July weekly 212 straddle priced for a move of +/- 5.5% into the expected release of quarter results after the bell on July 21.

Infinity Pharma (INFI) August call option implied volatility is at 161, September is at 111; 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 PSTH NKE CLOV
Increasing unusual option volume: WMC APT KDMN ADNT TGT JWN GPS DDS KSS
Increasing unusual call option volume: APT ADNT GLNG KDMN IBN HLT
Increasing unusual put option volume: IGT LFMD PCG LEVI WELL HAS HA
Popular stocks with increasing volume: GE F CCL MRNA T
Active options: AAPL TSLA AMC F CCL NIO MSFT NVDA BAC AAL SPCE BA AMD AMZN MRNA PLTR T BABA FB GE
Global S&P Futures recently mixed in premarket, Nikkei down 0.9%, DAX up0.6%, WTI Crude oil recently at 67.38, natural gas mixed, gold at $1817 an ounce