Pre-Market IV Report July 23, 2021

Pre-Market IV Report July 23, 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: DIDI INTC TGT SOS FFIE TWTR LOW

Stocks expected to have increasing option volume: DIDI BABA JD VIPS INTC TWTR SNAP FB SKX SLB AMD AXP KMB HON

Option IV into quarter results

Alphabet (GOOG) July weekly call option implied volatility is at 25, August is at 24; compared to its 52-week range of 19 to 49 into the expected release of quarter results after the bell on July 27. Call put ratio 1 call to 1 put.

Facebook (FB) July weekly call option implied volatility is at 32, August is at 30; compared to its 52-week range of 36 to 91 into the expected release of quarter results after the bell on July 28. Call put

Advanced Micro Devices, Inc. (AMD) July weekly call option implied volatility is at 41, August is at 38; compared to its 52-week range of 29 to 71 into the expected release of quarter results after the bell on July 27. Call put ratio 3 calls to 1 put.

Straddle prices into expected release of quarter results next week

Hasbro (HAS) July weekly 94 straddle priced for a move of +/- 7.5 into the expected release of quarter results before the bell on July 26.

Lockheed Martin (LMT) July weekly 380 straddle priced for a move of +/- 3% into the expected release of quarter results before the bell on July 26.

Tesla (TSLA) July weekly 650 straddle priced for a move of +/- 8% into the expected release of quarter results after the bell on July 26.

3M (MMM) July weekly 200 straddle priced for a move of +/- 3.5 into the expected release of quarter results before the bell on July 26.

Apple (AAPL) July weekly 146 straddle priced for a move of +/- 4.5% into the expected release of quarter results after the bell on July 27.

Alphabet (GOOGL) July weekly 2665 straddle priced for a move of +/- 4.5% into the expected release of quarter results after the bell on July 27.

Microsoft (MSFT) July weekly 285 straddle priced for a move of +/- 3.5% into the expected release of quarter results after the bell on July 27.

Visa (V) July weekly 245 straddle priced for a move of +/- 3% into the expected release of quarter results after the bell on July 27.

Mattel (MAT) July weekly 19.50 straddle priced for a move of +/- 9% into the expected release of quarter results after the bell on July 27.

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 13; compared to its 52-week range of 11 to 36 into Fed meeting and Jackson Hole.

Options with decreasing option implied volatility: MMAT NKE NEGG SPCE
Increasing unusual option volume: SKX DPZ UP WHR
Increasing unusual call option volume: IGC DPZ SKZ CCI
Increasing unusual put option volume: IGT ENDP FIS SKX WHR
Popular stocks with increasing volume: SNAP MRNA LVS CLF T AAL
Active options: AAPL TSLA AMC NVDA AMD MSFT AMZN INTC TWTR AAL FB CLF LVS NIO SNAP BABA T CLOV CCL MRNA
Global S&P Futures recently mixed in premarket, Nikkei mixed to higher, DAX mixed to higher, WTI Crude oil recently at 71.71, natural gas mixed, gold at $1807 an ounce