Pre-Market IV Report July 22, 2021

Pre-Market IV Report July 22, 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 LOW PSAC SOS TWTR EDU XLU TAL INTC SNAP

Stocks expected to have increasing option volume: SNAP INTC TWTR FCX NUE CLF LVS BABA

Large movement in share price

AMC Entertainment (AMC) 30-day option implied volatility is at 181; compared to its 52-week range of 85 to 726. Call put ratio 2.1 calls to 1 put.

Options active

Alibaba (BABA) July weekly call option implied volatility is at 29 August is at 31; compared to its 52-week range of 23 to 56. Call put ratio 4.6 calls to 1 put with focus on August 217.50 calls.

Market Vectors Oil Services Etf (OIH) call put ratio 7.6 calls to 1 put with focus on September 45 calls as WTI crude oil above $70

Option IV into quarter results

Snap (SNAP) July weekly call option implied volatility is at 156, August is at 61; compared to its 52-week range of 44 to 118 into the expected release of quarter results today after the bell. Call put ratio 2.4 calls to 1 put.

American Express (AXP) July weekly call option implied volatility is at 49, August is at 27; compared to its 52-week range of 21 to 42 into the expected release of quarter results before the bell on July 23.

Honeywell (HON) July weekly call option implied volatility is at 41, August is at 22; compared to its 52-week range of 18 to 41 into the expected release of quarter results before the bell on July 23.

Kimberly Clark (KMB) July weekly call option implied volatility is at 41, August is at 22; compared to its 52-week range of 15 to 31 into the expected release of quarter results before the bell on July 23. Call put ratio 1 call to 1.5 puts.

Schlumberger Ltd. (SLB) July weekly call option implied volatility is at 71, August is at 45; compared to its 52-week range of 35 to 66 into the expected release of quarter results before the bell on July 23.

Straddle prices into expected release of quarter results this week

Snap (SNAP) July weekly 63 straddle priced for a move of +/- 9% into the expected release of quarter results today after the bell.

Alaska Airlines (ALK) August 57.50 straddle priced for a move of +/- 9% into the expected release of quarter results today before the bell.

AT& T (T) July weekly 28 straddle priced for a move of +/- 2.5% into the expected release of quarter results today before the bell.

American Airlines (AAL) July weekly 21.50 straddle priced for a move of +/- 5.5% into the expected release of quarter results today before the bell.

Biogen (BIIB) July weekly 323 straddle priced for a move of +/- 5.5% into the expected release of quarter results today before the bell.

Blackstone (BX) July weekly 106 straddle priced for a move of +/- 3% into the expected release of quarter results today before the bell.

Boston Beer (SAM) August straddle priced for a move of +/- 12% into the expected release of quarter results today after the bell.

Capital One (COF) July weekly 162.50 straddle priced for a move of +/- 7% into the expected release of quarter results today after the bell.

Cleveland Cliffs (CLF) July weekly 21 straddle priced for a move of +/- 14.5% into the expected release of quarter results today before the bell.

Crocs (CROX) August 120 straddle priced for a move of +/- 9.5 into the expected release of quarter results today.

Domino’s Pizza (DPZ) July weekly 470 straddle priced for a move of +/- 5.5% into the expected release of quarter results today.

Freeport-McMoRan (FCX) July weekly 34 straddle priced for a move of +/- 4.5% into the expected release of quarter results today before the bell.

Intel (INTC) July weekly 56 straddle priced for a move of +/- 5.5 into the expected release of quarter results today after the bell.

Nucor (NUE) July weekly 92 straddle priced for a move of +/- 3.5% into the expected release of quarter results today before the bell.

Twitter (TWTR) July weekly 69.50 straddle priced for a move of +/- 10% into the expected release of quarter results today after the bell.

Union Pacific (UNP) July weekly 217.5 straddle priced for a move of +/- 3% into the expected release of quarter results today before the bell.

Southwest Airlines (LUV) July weekly 53 straddle priced for a move of +/- 5% into the expected release of quarter results today before the bell.

American Express (AXP) July weekly 172 straddle priced for a move of +/- 3% into the expected release of quarter results before the bell on July 23

Honeywell (HON) July weekly straddle priced for a move of +/- 2.5% into the expected release of quarter results before the bell on July 23.

Kimberly Clark (KMB) July weekly straddle priced for a move of +/- 3% into the expected release of quarter results before the bell on July 23.

Schlumberger Ltd. (SLB) July weekly straddle priced for a move of +/- 4% into the expected release of quarter results before the bell on July 23.

Options with decreasing option implied volatility: MMAT SPCE PSTH NEGG NKE
Options with increasing option implied volatility: TGT LOW PSAC SOS TWTR EDU XLU TAL INTC
Stocks expected to have increasing option volume: INTC TWTR FCX NUE CLF LVS
Increasing unusual option volume: APRE VMEO SNBR JNK MGI SOFI SDC
Increasing unusual call option volume: APRE VMEO EWW ULCC
Increasing unusual put option volume: CARR PETS CNQ MGI WHR
Popular stocks with increasing volume: AAL PLTR SQ F SOFI MRNA
Active options: TSLA AAPL AMC NVDA NIO CCL NFLX AMD MRNA SOFI F SQ CLOV BA AAL RIOT AMZN BAC PLTR SPCE
Global S&P Futures recently mixed in premarket, Nikkei mixed to higher, DAX mixed to higher, WTI Crude oil recently at 70.45, natural gas mixed, gold at $1796 an ounce