Pre-Market IV Report July 20, 2022

Pre-Market IV Report July 20, 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: LQDA INDI SAIL AM BHVN XELA REV FFIE VTGN RDBX

Stocks expected to have increasing option volume: TSLA ABT CROX NFLX T CALM JBHT AA ALK IBKR BIIB

Straddle price into quarter results

Tesla (TSLA) July weekly 735 straddle priced for a move of 7% into the expected release of quarter results today after the bell.

United Airlines (UAL) July weekly 41.50 straddle priced for a move of 8.5% into the expected release of quarter results today after the bell.

Alcoa (AA) July weekly 44 straddle priced for a move of 9% into the expected release of quarter results today after the bell.

Crox (CROX) August 57.5 straddle priced for a move of 17% into the expected release of quarter results today.

American Airlines (AAL) July weekly 15 straddle priced for a move of 7.5% into the expected release of quarter results before the bell on July 21.

Alaska Air (ALK) August 42.50 straddle priced for a move of 12% into the expected release of quarter results before the bell on July 21.

AutoNation (AN) August 125 straddle priced for a move of 12% into the expected release of quarter results before the bell on July 21.

AT&T (T) July weekly 21 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on July 21.

Blackstone (BX) July weekly 99 straddle priced for a move of 5% into the expected release of quarter results before the bell on July 21.

Boston Beer (SAM) August 340 straddle priced for a move of 15% into the expected release of quarter results after the bell on July 21.

Capital One (COF) July weekly 113 straddle priced for a move of 6% into the expected release of quarter results after the bell on July 21.

Domino’s Pizza (DPZ) July weekly 410 straddle priced for a move of 6.5% into the expected release of quarter results before the bell on July 21. Call put ratio 1 call to 1.9 puts.

Freeport-McMoRan (FCX) July weekly 28.50 straddle priced for a move of 6.5% into the expected release of quarter results before the bell on July 21.

Intuitive Surgical (ISRG) July weekly 215 straddle priced for a move of 6.5% into the expected release of quarter results after the bell on July 21.

Mattel (MAT) July weekly 22.50 straddle priced for a move of 9% into the expected release of quarter results after the bell on July 21.

Nucor (NUE) July weekly 117 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on July 21.

Options with decreasing option implied volatility: NCR MX TWTR GSL QLD WFC MS IBM ZEN
Increasing unusual option volume: CLAR REV GOL GH BHVN
Increasing unusual call option volume: CLAR EWG DB REV UMC COMM
Increasing unusual put option volume: PTEN PSTH ASAN FFIE WU STWD
Popular stocks increasing volume: TWTR BAC INTC AAL CCL
Active options: AAPL TSLA NVDA AMZN AMD AMC GOOGL NFLX F META IBM BAC MARA INTC GOOG CLAR NIO TWTR AAL MSFT
Global S&P Futures mixed in premarket, Nikkei up 2%, DAX mixed, WTI Crude oil recently at $102, natural gas mixed, gold at $1705 an ounce