Pre-Market IV Report July 26, 2021

Pre-Market IV Report July 26, 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: EDU TAL GOTU CEMI SOS SNDL LOQ SPRT TGT

Stocks expected to have increasing option volume: TSLA AAPL AMZN FB MSFT

Option IV for wide moving China stocks

New Oriental Education (EDU) 30-day option implied is at 214; compared to its 52-week range of 36 to 215

TAL Education (TAL) 30-day option implied is at 221; compared to its 4-week range of 38 to 221

Gaotu Techedu (GOTU) 30-day option implied is at 241; compared to its 52-week range of 79 to 241

DiDi Global (DIDI) 30-day option implied is at 141; compared to its 4-week range of 79 to 141

JD.com (JD) 30-day option implied is at 39; compared to its 52-week range of 31 to 63

Alibaba (BABA) 30-day option implied is at 34; compared to its 52-week range of 24 to 56

Vipshop Holdings (VIPS) 30-day option implied is at 68; compared to its 52-week range of 47 to 131

iQIYI (IQ) 30-day option implied is at 69; compared to its 52-week range of 46 to 180

NIO Inc. (NIO) 30-day option implied is at 68; compared to its 52-week range of 55 to 156

General Electric (GE) 30-day option implied is at 38; compared to its 52-week range of 29 to 63 into GE common stock will begin trading on a split-adjusted basis on August 2, 2021.

Option IV as shares near record high

PayPal (PYPL) 30-day option implied is at 33; compared to its 52-week range of 25 to 59 as shares near record high

Starbucks (SBUX) 30-day option implied is at 25; compared to its 52-week range of 18 to 41 as shares near record high

Advance Auto Parts (AAP) 30-day option implied is at 29; compared to its 52-week range of 23 to 53 as shares near record high

PepsiCo (PEP) 30-day option implied is at 14; compared to its 52-week range of 14 to 30 as shares near record high

NASDAQ (NDAQ) 30-day option implied is at 20; compared to its 52-week range of 18 to 39 as shares near record high

Straddle prices into expected release of quarter results this week

Apple (AAPL) July weekly 149 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 2660 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 290 straddle priced for a move of +/- 3% into the expected release of quarter results after the bell on July 27.

Visa (V) July weekly 250 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 straddle priced for a move of +/- 8% into the expected release of quarter results after the bell on July 27.

Archer Daniels Midland (ADM) July weekly 58 straddle priced for a move of +/- 3% into the expected release of quarter results before the bell on July 27.

Boyd Gaming (BYD) August 55 straddle priced for a move of +/- 12% into the expected release of quarter results on July 27.

Cheese Cake Factory (CAKE) August 50 straddle priced for a move of +/- 14% into the expected release of quarter results after the bell on July 27.

Chubb (CB) August 165 priced for a move of +/- 6% into the expected release of quarter results before the bell on July 27.

Corning (GLW) July weekly 41 straddle priced for a move of +/- 5% into the expected release of quarter results before the bell on July 27.

Fiserv (FISV) July weekly straddle 112 priced for a move of +/- 3.5% into the expected release of quarter results before the bell on July 27.

Hawaiian Holdings (HA) August 20 straddle priced for a move of +/- 14% into the expected release of quarter results after the bell on July 27.

JetBlue (JBLU) July weekly 15.50 straddle priced for a move of +/- 12% into the expected release of quarter results before the bell on July 27.

Juniper (JNPR) July weekly 27.50 straddle priced for a move of +/- 8% into the expected release of quarter results after the bell on July 27.

Lamb Weston (LW) August 75 straddle priced for a move of +/- 8% into the expected release of quarter results before the bell on July 27.

Melco (MLCO) August 15 straddle priced for a move of +/- 10% into the expected release of quarter results before the bell on July 27.

Mondelez (MDLZ) July weekly straddle 65 priced for a move of +/- 3% into the expected release of quarter results before 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: PSTH SPCE MMAT TAL NKE
Increasing unusual option volume: SKX IGT APT SAM BEKE DPZ
Increasing unusual call option volume: SKZ APT SAM SPRT KWEB DPZ EDU
Increasing unusual put option volume: BEKE ACAD SIX SAM JETS API SNPS
Popular stocks with increasing volume: MRNA ROKU BA
Active options: AAPL FB TSLA SNAP AMC NVDA NIO INTC DIDI AMD TWTR BABA AMZN EDU MSFT MRNA ROKU TAL ATOS BA
Global S&P Futures recently mixed in premarket, Nikkei up 1%, DAX mixed, WTI Crude oil recently at 71.17, natural gas mixed, gold at $1801 an ounce