Pre-Market IV Report July 22, 2024

Pre-Market IV Report July 22, 2024

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: UVIX UVXY CLSK MARA RIOT NYCB CRWD VIX VXX BITO STNE SE ONON MNDY COHR

Stocks expected to have increasing option volume: CRWD COIN MSTR VZ NXPI TRV NUE SAP MSFT GOOGL GOOG TSLA V GM CMCSA TSLA DHR GE PM SBUX

Straddle price into quarter results

Microsoft (MSFT) July weekly 437.50 straddle priced for a move of 3.5% into the expected release of quarter results after the bell on July 23.

Alphabet (GOOGL) July weekly 177.50 straddle priced for a move of 6% into the expected release of quarter results after the bell on July 23.

Tesla (TSLA) July weekly 240 straddle priced for a move of 9.5% into the expected release of quarter results after the bell on July 23.

Visa (V) July weekly 265 straddle priced for a move of 3% into the expected release of quarter results after the bell on July 23.

Coca-Cola (KO) July weekly 65 straddle priced for a move of 3% into the expected release of quarter results before the bell on July 23.

Texas Instruments (TXN) July weekly 200 straddle priced for a move of 4.5% into the expected release of quarter results after the bell on July 23.

Danaher (DHR) July weekly 245 straddle priced for a move of 5% into the expected release of quarter results before the bell on July 23.

GE Aerospace (GE) July weekly 160 straddle priced for a move of 7% into the expected release of quarter results before the bell on July 23.

Comcast (CMCSA) July weekly 40 straddle priced for a move of 5% into the expected release of quarter results before the bell on July 23.

United Parcel Service (UPS) July weekly 145 straddle priced for a move of 5% into the expected release of quarter results before the bell on July 23.

Aero space-defense–tech stock option implied volatility into Farnborough Airshow from July 22 to 26.

Lockheed Martin (LMT) 30-day option implied volatility is at 21; compared to its 52-week range of 12 to 28 into Farnborough Airshow from July 22 to 26. Call put ratio 2.3 calls to 1 put.

Northrop Grumman (NOC) 30-day option implied volatility is at 24; compared to its 52-week range of 14 to 30.

Raytheon Technologies (RTX) 30-day option implied volatility is at 25; compared to its 52-week range of 13 to 33.

General Dynamics (GD) 30-day option implied volatility is at 20; compared to its 52-week range of 12 to 26. Call put ratio 2.8 calls to 1 put.

L3Harris Technologies (LHX) 30-day option implied volatility is at 21; compared to its 52-week range of 13 to 64 into Farnborough Airshow from July 22 to 26. Call put ratio 5.8 calls to 1 put with focus on September 240 calls.

HII (HII) 30-day option implied volatility is at 27; compared to its 52-week range of 14 to 65 into Farnborough Airshow from July 22 to 26.

Honeywell (HON) 30-day option implied volatility is at 20; compared to its 52-week range of 13 to 26 into Farnborough Airshow from July 22 to 26.

Spirit AeroSystems (SPR) 30-day option implied volatility is at 18; compared to its 52-week range of 16 to 104.

GE Aerospace (GE) 30-day option implied volatility is at 40; compared to its 52-week range of 19 to 39.

Boeing (BA) 30-day option implied volatility is at 37; compared to its 52-week range of 22 to 39 into Farnborough Airshow from July 22 to 26.

Option IV into Bitcoin 2024 convention in Nashville

Coinbase (COIN) 30-day option implied volatility is at 85; compared to 52-week range of 59 to 103 into Bitcoin 2024 convention in Nashville. Call put ratio 2 calls to 1 put.

Marathon Digital (MARA) 30-day option implied volatility at 118; compared to 52-week range of 85 to 195 into Bitcoin 2024 convention in Nashville. Call put ratio 2.9 calls to 1 put with focus on expired July calls.

MicroStrategy (MSTR) 30-day option implied volatility is at 101; compared to 52-week range of 55 to 165 into Bitcoin 2024 convention in Nashville. Call put ratio 1.9 calls to 1 put with focus on July 26 weekly 600 puts.

Riot Platforms (RIOT) 30-day option implied volatility is at 4.7; compared to 52-week range of 79 to 144. Call put ratio 4.7 calls to 1 put with focus on August 2 weekly 15 calls.

Starbucks (SBUX) 30-day option implied volatility is at 41; compared to its 52-week range of 15 to 43 after WSJ report of big Elliott stake.

Options with decreasing option implied volatility: NFLX ABR CPRI UAL PGR INFY AXP ISRG
Increasing unusual option volume: TSEM ACI ALIT JEF PTEN EH IQV RSI KBR
Increasing unusual call option volume: TSEM ACI ALIT KBR ALIT XND RSI IMPP ROIV OPK MPLX ALTO
Increasing unusual put volume: PTEN EH CRWD SIRI AVTR LW BTG ZBH LQDA
Popular stocks with increasing volume: CRWD INTC COIN AVGO SIRI BAC TSM SMCI
Active options: NVDA TSLA AAPL AMD CRWD AMZN PLTR META INTC MARA NFLX MSFT COIN AVGO GME SIRI BAC TSM RIOT SMCI
Global S&P Futures mixed in premarket, Nikkei down 1%, DAX up 1%, WTI Crude oil recently at $80, natural gas up 2%, gold at $2405