Pre-Market IV Report July 21, 2022

Pre-Market IV Report July 21, 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: TGT COIN VERV PRGS KRBN BHVN ALK AA AAL UAL CLF

Stocks expected to have increasing option volume: CCL NCLH RCL EFX META UAL AA TSLA DHR T PM BX KEY DGX DPZ AAL AN ALK LVS

Carnival Corp. (CCL) 30-day option implied volatility is at 78; compared to its 52-week range of 41 to 101 into announcing a $1B stock offering.

Straddle price into quarter results

Boston Beer (SAM) August 330 straddle priced for a move of 15% into the expected release of quarter results after the bell.

Capital One (COF) July weekly 114 straddle priced for a move of 6% into the expected release of quarter results after the bell.

Intuitive Surgical (ISRG) July weekly 220 straddle priced for a move of 6.5% into the expected release of quarter results today after the bell.

Mattel (MAT) July weekly 23.50 straddle priced for a move of % into the expected release of quarter results today after the bell.

Snap (SNAP) July weekly 15.50 straddle priced for a move of 19% into the expected release of quarter results today after the bell.

Seagate (STX) July weekly 82 straddle priced for a move of 7% into the expected release of quarter results today.

American Express (AXP) July weekly 149 straddle priced for a move of 4% into the expected release of quarter results before the bell on July 22.

Cleveland-Cliffs (CLF) July weekly 16.50 straddle priced for a move of 9% into the expected release of quarter results before the bell on July 22.

Schlumberger (SLB) July weekly 34 straddle priced for a move of 6.5% into the expected release of quarter results before the bell on July 22.

Twitter (TWTR) July weekly 39.50 straddle priced for a move of 5% into the expected release of quarter results before the bell on July 22.

Verizon (VZ) July weekly 49 straddle priced for a move of 3% into the expected release of quarter results before the bell on July 22.

Options with decreasing option implied volatility: NFLX SFIX MX TWTR GOGL IBM
Increasing unusual option volume: PLTK REV BHVN SSYS
Increasing unusual call option volume: PLTK REV SSYS CAPR EVTL
Increasing unusual put option volume: CNK HCP NOK JNPR
Popular stocks increasing volume: F COIN INTC SNAP TWTR GOOG DIS TLRY SHOP
Active options: AMZN NVDA TSLA NFLX AMD F GOOG META MARA COIN AMC MSFT INTC SNAP TWTR GOOG DIS TLRY SHOP
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $96, natural gas down 3%, gold at $1682 an ounce