Pre-Market IV Report July 23, 2024

Pre-Market IV Report July 23, 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: CRWD ACB WEAT BITI EL ROST TGT TJX EMB AGEN ACB JMIA GENI MAT AVXL SNDX X CALX EL FEZ MOMO LW TGT NICE JWN CPRI APD

Stocks expected to have increasing option volume: GE KO DHR PM CMCSA UPS ZION LMT HCA SHW GM KMB DGX WBD CALX WBD NXPI CLF

Straddle price into quarter results

Alphabet (GOOGL) July weekly 180 straddle priced for a move of 6.5% into the expected release of quarter results today after the bell.

Tesla (TSLA) July weekly 250 straddle priced for a move of 9.5% into the expected release of quarter results today after the bell.

Thermo Fisher (TMO) July weekly 545 straddle priced for a move of 5% into the expected release of quarter results before the bell on July 24.

IBM (IBM) July weekly 185 straddle priced for a move of 6% into the expected release of quarter results after the bell on July 24.

Service Now (NOW) July weekly 755 straddle priced for a move of 7% into the expected release of quarter results after the bell on July 24.

AT&T (T) July weekly 18.50 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on July 24.

KLA (KLAC) July weekly 810 straddle priced for a move of 7% into the expected release of quarter results after the bell on July 24.

Boston Scientific (BSX) July weekly 77.50 straddle priced for a move of 7% into the expected release of quarter results before the bell on July 24.

Fiserv (FI) July weekly 157.50 straddle priced for a move of 5% into the expected release of quarter results before the bell on July 24.

General Dynamics (GD) July weekly 290 straddle priced for a move of 3% into the expected release of quarter results before the bell on July 24.

CME Group (CME) August 200 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on July 24.

Chipotle (CMG) July weekly 53.60 straddle priced for a move of 8% into the expected release of quarter results after the bell on July 24.

Ford (F) July weekly 14 straddle priced for a move of 7% into the expected release of quarter results after the bell on July 24.

Movers

IQVIA Holdings (IQV) 30-day option implied volatility is at 24; compared to its 52-week range of 19 to 73 with a focus on August 200 puts and Augusts 230 calls.

W.R. Berkley (WRB) 30-day option implied volatility is at 26; compared to its 52-week range of 12 to 65. Call put ratio 1 call to 2.9 puts with focus on August 42.50 and 50 puts.

BorgWarner (BWA) 30-day option implied volatility is at 35; compared to its 52-week range of 20 to 78. Call put ratio 6.2 calls to 1 put with focus on September 35 calls.

Warner Music Group Corp. (WMG) 30-day option implied volatility is at 36; compared to its 52-week range of 23 to 76 with a focus on 1K contracts of August 32 calls purchased for $1.40 and 1K contracts of August 32 puts purchased for $1.25.

Options with decreasing option implied volatility: DJT AEHR NFLX UAL INFY ASML ISRG PGR AXP DPZ CCI PLD UNH NVS
Increasing unusual option volume: CSTM ALIT MAT AZUL FEZ UP TELL IQV
Increasing unusual call option volume: MAT ALIT TELL BJ DAY TTE CMG IMPP FGEN
Increasing unusual put volume: FGEN TELL NDAQ PTEN BK CRWD COPX
Popular stocks with increasing volume: CRWD AVGO SOFI NKE INTC COIN BAC VZ TSM RIVN
Active options: NVDA TSLA AAPL CRWD AMZN AMD PLTR MARA AVGO SOFI NKE INTC GME COIN META BAC MSFT VZ TSM RIVN
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $78, natural gas mixed, gold at $2407