Pre-Market IV Report July 21, 2021

Pre-Market IV Report July 21, 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: TWTR TGT SOS SNDL PSAC EDU TAL INTC

Stocks expected to have increasing option volume: CMG NFLX UAL HOG JNJ VZ KO STX ANTM NDAQ CMA ISRG LUV INTC ABT BX

Large mover

AMC Entertainment (AMC) 30-day option implied volatility is at 190; compared to its 52-week range of 85 to 726.

Crypto themed stocks option IV amid Bitcoin below $30,000

Coin (COIN) 30-day option implied volatility is at 60; compared to its 52-week range of 45 to 81.

Marathon Patent Group (MARA) 30-day option implied volatility is at 113; compared to its 52-week range of 101 to 394 as Bitcoin trades below $30,000.

Riot Blockchain (RIOT) 30-day option implied volatility is at 105; compared to its 52-week range of 98 to 276.

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 90; compared to its 52-week range of 30 to 154 as Bitcoin trades below $30,000.

Microvision (MVIS) 30-day option implied volatility is at 123; compared to its 52-week range of 122 to 285. Call put ratio 5 calls to 1 put as bitcoin trades lower.

Bit Digital (BTBT) 30-day option implied volatility is at 114; compared to its 52-week range of 114 to 279.

CleanSpark (CLSK) 30-day option implied volatility is at 108; compared to its 52-week range of 99 to 260. Call put ratio 5.2 calls to 1 put.

Silvergate Capital (SI) 30-day option implied volatility is at 73; compared to its 52-week range of 69 to 168

Overstock.com (OSTK) 30-day option implied volatility is at 82; compared to its 52-week range of 64 to 154

Magnite (MGNI) 30-day option implied volatility is at 30; compared to its 52-week range of 69 to 128. Call put ratio 12 calls to 1 put.

Ideanomics (IDEX) 30-day option implied volatility is at 94; compared to its 52-week range of 83 to 325. Call put ratio 19 calls to 1 put.

PayPal (PYPL) 30-day option implied volatility is at 34; compared to its 52-week range of 25 to 59. Call put ratio 2.3 calls to 1 put.

Square (SQ) 30-day option implied volatility is at 48; compared to its 52-week range of 40 to 77. Call put ratio 1.6 calls to 1 put.

Straddle prices into expected release of quarter results this week

Las Vegas Sands (LVS) July weekly 48 straddle priced for a move of +/- 5% into the expected release of quarter results today after the bell.

Skechers (SKX) July weekly 49 straddle priced for a move of +/- 11% into the expected release of quarter results today after the bell.

Abbott Laboratories (ABT) July weekly 119 straddle priced for a move of +/- 3% into the expected release of quarter results before the bell on July 22.

Alaska Airlines (ALK) August 55 straddle priced for a move of +/- 10% into the expected release of quarter results before the bell on July 22.

AT& T (T) July weekly 28 straddle priced for a move of +/- 3% into the expected release of quarter results before the bell on July 22.

American Airlines (AAL) July weekly 20.50 straddle priced for a move of +/- 9% into the expected release of quarter results before the bell on July 22.

Biogen (BIIB) July weekly 322 straddle priced for a move of +/- 5% into the expected release of quarter results before the bell on July 22.

Blackstone (BX) July weekly 104 straddle priced for a move of +/- 3% into the expected release of quarter results before the bell on July 22.

Boston Beer (SAM) August straddle priced for a move of +/- 7% into the expected release of quarter results after the bell on July 22.

Capital One (COF) July weekly 157.50 straddle priced for a move of +/- 5% into the expected release of quarter results after the bell on July 22.

Cleveland Cliffs (CLF) July weekly straddle priced for a move of +/- 8.5% into the expected release of quarter results before the bell on July 22.

Crocs (CROX) August 115 straddle priced for a move of +/- 12 into the expected release of quarter results before the bell on July 22.

Domino’s Pizza (DPZ) July weekly 475 straddle priced for a move of +/- 12% into the expected release of quarter results on July 22.

Freeport-McMoRan (FCX) July weekly 33 straddle priced for a move of +/- 5% into the expected release of quarter results before the bell on July 22.

Intel (INTC) July weekly 55 straddle priced for a move of +/- 5.5 into the expected release of quarter results after the bell on July 22.

Nucor (NUE) July weekly 91.50 straddle priced for a move of +/- 4.5% into the expected release of quarter results before the bell on July 22.

Twitter (TWTR) July weekly 68 straddle priced for a move of +/- 11% into the expected release of quarter results after the bell on July 22.

Union Pacific (UNP) July weekly 215 straddle priced for a move of +/- 3.5% into the expected release of quarter results before the bell on July 22.

Southwest Airlines (LUV) July weekly 51 straddle priced for a move of +/- 5% into the expected release of quarter results before the bell on July 22.

Infinity Pharma (INFI) August call option implied volatility is at 141, 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 14 calls to 1 put.

Options with decreasing option implied volatility: PSTH MMAT CLOV NKE NEGG
Increasing unusual option volume: RY BHF JNK IPG IGT
Increasing unusual call option volume: TXRH RY ARDX ENDP HCA
Increasing unusual put option volume: RY XM CARR MLCO ENDP CANO
Popular stocks with increasing volume: F SPCE PFE PLTR IBM MRNA
Active options: AAPL AMC TSLA MRNA NVDA F PFE CCL BA AMZN AAL BAC AMD FB SPCE NIO MSFT PLTR IBM WISH
Global S&P Futures recently mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at 67.48, natural gas mixed, gold at $1808 an ounce