Pre-Market IV Report July 24, 2024

Pre-Market IV Report July 24, 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: BITI JMIA CRWD WEAT EL UAA FL TGT ROST WDAY EMB TJX HYG JMIA EVRI HA APLT EXEL BITI FIGS ZETA ZK KNSA ESRT IEP FTV GFL GNW

Stocks expected to have increasing option volume: GOOGL GOOG IBM TSLA V TMO NOW T KLAC BSX FI GE CME CMG F GEV OTIS VKTX ENPH BA

Straddle price into quarter results

IBM (IBM) July weekly 184 straddle priced for a move of 6% into the expected release of quarter results today after the bell.

Service Now (NOW) July weekly 765 straddle priced for a move of 7% into the expected release of quarter results today after the bell.

AbbVie (ABBV) July weekly 172.50 straddle priced for a move of 4% into the expected release of quarter results before the bell on July 25.

Astrazeneca (AZN) July weekly 79 straddle priced for a move of 4% into the expected release of quarter results before the bell on July 25.

Union Pacific (UNP) July weekly 240 straddle priced for a move of 4% into the expected release of quarter results before the bell on July 25.

Honeywell (HON) July weekly 217.50 straddle priced for a move of 4% into the expected release of quarter results before the bell on July 25.

RTX Corp (RTX) July weekly 105 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on July 25.

Northrup Grumman (NOC) July weekly 442 straddle priced for a move of 4% into the expected release of quarter results before the bell on July 25.

Carrier Global (CARR) August 67.50 straddle priced for a move of 7% into the expected release of quarter results before the bell on July 25.

Stellantis (STLA) August straddle priced for a move of 7% into the expected release of quarter results before the bell on July 25.

Norfolk Southern (NSC) July weekly 225 straddle priced for a move of 4.5% into the expected release of quarter results after the bell on July 25.

Pacific Gas & Electric (PCG) July weekly 18 straddle priced for a move of 3% into the expected release of quarter results before the bell on July 25.

Valero (VLO) July weekly 147 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on July 25.

L3Harris (LHX) August straddle priced for a move of 4.5% into the expected release of quarter results after the bell on July 25.

Royal Caribbean (RCL) July weekly 170 straddle priced for a move of 6.5% into the expected release of quarter results after the bell on July 25.

Deckers (DECK) August straddle priced for a move of 12% into the expected release of quarter results after the bell on July 25. Call put ratio 1 call to 2.5 puts with focus on August 865 puts.

Movers

Direxion Daily Ftse China Bear 3x Shares (YANG) 30-day option implied volatility is at 69; compared to its 52-week range of 63 to 131 amid a +5500 contracts of January 15 calls trading at 60c.

Ownes & Minor (OMI) 30-day option implied volatility is at 69; compared to its 52-week range of 35 to 95 with a focus on 1K contracts of December 20 calls trading at $1.35.

Primoris Services (PRIM) 30-day option implied volatility is at 40; compared to its 52-week range of 24 to 47. Call put ratio 1 call to 4.6 puts with a focus on August 47.50 puts.

Zeta Global Holdings Corp. (ZETA) 30-day option implied volatility is at 80; compared to its 52-week range of 26 to 88. Call put ratio 1 call to 2 puts with focus on August 20 puts.

IQVIA Holdings (IQV) 30-day option implied volatility is at 22; compared to its 52-week range of 19 to 72 with focus on August 230, 240 and 250 calls.

Options with decreasing option implied volatility: NKLA GME AEHR NFLX HLF SPOT CHWY UAL ASML UPS DHR INFY CDNS CMCSA DPZ ISRG ALLY AXP
Increasing unusual option volume: MAT IVZ CSTM ACI SMAR ZETA JEF BSX
Increasing unusual call option volume: SMAR IVZ MAT KBR THC DLR DT IGT XLRE
Increasing unusual put volume: MLCO TELL BSX NFE HOG CARR NDAQ ACHR
Popular stocks with increasing volume: CRWD PLTR UPS GM DIS COIN F AVGO SIRI
Active options: NVDA TSLA AMZN AAPL CRWD AMD GOOGL MARA PLTR UPS META GM DIS COIN F GOOG MSFT AMC AVGO SIRI
Global S&P Futures down in premarket, Nikkei down 1%, DAX down 1%, WTI Crude oil recently at $77.40, natural gas down 2%, gold at $2413