Pre-Market IV Report July 21, 2020

Pre-Market IV Report July 21, 2020

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: AZN CAPR AEO OPK APT FSLY PDD SPOT TWLO AMZN EBAY W ZNGA SRNE FSLY LVGO CLVS COMM VBIV

Options expected to have increasing volume: NVS AZN KO ISRG COF TXN EBAY IBM STLD UAL CMG MSFT TSLA

Option implied volatility for stocks with large gains this year:

Zoom (ZM) July weekly call option implied volatility is at 64, August is at 56; compared to its 52-week range of 36 to 137 amid gains of +266% this year.

Tesla (TSLA) July weekly call option implied volatility is at 177, August is at 107; compared to its 52-week range of 35 to 154 amid gains of +265% this year.

Docusign (DOCU) July weekly call option implied volatility is at 63, August is at 59; compared to its 52-week range of 28 to 107 amid gains of +165% this year.

Teladoc (TDOC) July weekly call option implied volatility is at 55, August is at 63; compared to its 52-week range of 36 to 108 amid gains of +164% this year.

Shopify (SHOP) July weekly call option implied volatility is at 73, August is at 71; compared to its 52-week range of 40 to 123 amid gains of 150% this year.

Etsy (ETSY) July weekly call option implied volatility is at 65, August is at 75; compared to its 52-week range of 35 to 125 amid gains of 136% this year.

Wix (WIX) August call option implied volatility is at 57, September is at 54; compared to its 52-week range of 28 to 105 amid gains of +124% this year.

Peloton (PTON) July weekly call option implied volatility is at 72, August is at 80; compared to its 52-week range of 57 to 158 amid gains of +116% this year

Straddle prices for stocks expected to report quarterly results this week

Intuitive Surgical (ISRG) July weekly 665 straddle priced for a move of 7% into the expected release of quarter results today after the bell.

iRobot (IRBT) July weekly 86 straddle priced for a move of 20% into the expected release of quarter today results after the bell.

Lockheed Martin (LMT) July weekly 365 straddle priced for a move of 3.5% into the expected release of quarter results today before the bell.

Snap (SNAP) July weekly 25 straddle priced for a move of 14% into the expected release of quarter results today after the bell.

Texas Instruments (TXN) July weekly 137 straddle priced for a move of 5.5% into the expected release of quarter results today after the bell.

United Airlines (UAL) July weekly 33 straddle priced for a move of 12% into the expected release of quarter results today after the bell.

Biogen (BIIB) July weekly 282.50 straddle priced for a move of 5.5% into the expected release of quarter results before the bell on July 22.

Canadian Pacific (CP) August 270 straddle priced for a move of 6.5% into the expected release of quarter results on July 22.

Chipotle (CMG) July weekly 1165 straddle priced for a move of 7% into the expected release of quarter results after the bell on July 22.

CSX (CSX) July weekly 72 straddle priced for a move of 7% into the expected release of quarter results after the bell on July 22.

Las Vegas Sands (LVS) July weekly 47 straddle priced for a move of 7% into the expected release of quarter results after the bell on July 22.

Melco Resorts (MLCO) August 17 straddle priced for a move of 17% into the expected release of quarter results before the bell on July 22.

Microsoft (MSFT) July weekly 212.50 straddle priced for a move of 5.5% into the expected release of quarter results after the bell on July 22.

PG&E (PCG) July weekly 9.5 straddle priced for a move of 6% into the expected release of quarter results on July 22.

Spirit (SAVE) August 15 straddle priced for a move of 25% into the expected release of quarter results on July 22.

Tesla (TSLA) July weekly 1640 straddle priced for a move of 15% into the expected release of quarter results after the bell on July 22.

Whirlpool (WHR) July weekly 143 straddle priced for a move of 7.5% into the expected release of quarter results after the bell on July 22.

Alaska Air Group (ALK) August 35 straddle priced for a move of 18% into the expected release of quarter results before the bell on July 23.

AT&T (T) July weekly 30 straddle priced for a move of 4% into the expected release of quarter results before the bell on July 23.

AutoNation (AN) August 45 straddle priced for a move of 13% into the expected release of quarter results before the bell on July 23.

Bank of OZK (OZK) August 22.50 straddle priced for a move of 13% into the expected release of quarter results after the bell on July 23.

Blackstone (BX) July weekly 56 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on July 23.

Boston Beer (SAM) August 650 straddle priced for a move of 13% into the expected release of quarter results on July 23.

Expedia (EXPE) July weekly 87 straddle priced for a move of 7.5% into the expected release of quarter results after the bell on July 23.

Options with decreasing option implied volatility: CVM CZR NBL C HTZ FXI
Increasing unusual option volume: BGCP WKHS FTAI IDEX SUM AUPH TIP
Increasing unusual call option volume: WKHS SUM IDEX FTAI IAC
Increasing unusual put option volume: DHT NBL AZN IAC URBN FTCH
Popular stocks with increasing volume: NKLA MRNA PFE SPCE NIO
Active options: NIO AAPL TSLA MSFT AMD AZN NKLA AMZN BAC FB MRNA SNAP BA PFE AAL BABA NFLX SPCE T MU
Global S&P Futures recently up 0.2% premarket, Nikkei up 0.7%, DAX up 1.6%, WTI Crude oil recently at $41.75, natural gas mixed, gold at $1825 an ounce