Pre-Market IV Report July 26, 2022

Pre-Market IV Report July 26, 2022

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: VERU SOS BILL DLTR CFVI FAZE SIGA EVTL TWOU

Stocks expected to have increasing option volume: MSFT GOOG GOOGL META AAPL WMT TGT AMZN M SHOP EBAY WHR

Option IV movers into Walmart (WMT) lower guidance, quarter results and FOMC

Walmart (WMT) 30-day option implied volatility is at 28; compared to its 52-week range of 14 to 34 into announcing that it is cutting its Q2 earnings guidance. Call put ratio 1 call to 1.7 puts with focus on July weekly (29) 130 puts.

Target (TGT) 30-day option implied volatility is at 49; compared to its 52-week range of 18 to 49 into Walmart (WMT) announcing that it is cutting its Q2 earnings guidance. Call put ratio 1 call to 1.8 puts.

Amazon (AMZN) July weekly call option implied volatility is at 85, August is at 49; compared to its 52-week range of 19 to 55 into the expected release of quarter results after the bell on July 28. Call put ratio 1.1 calls to 1 put into Walmart (WMT) lowering Q2 guidance.

Straddle price into quarter results

Microsoft (MSFT) July weekly 257 straddle priced for a move of 5% into the expected release of quarter results after the bell on July 26.

Meta Platforms (META) July weekly 165 straddle priced for a move of 12% into the expected release of quarter results on July 27.

Boeing (BA) July weekly 156 straddle priced for a move of 7% into the expected release of quarter results before the bell on July 27.

Bristol-Meyers (BMY) July weekly 73 straddle priced for a move of 4% into the expected release of quarter results before the bell on July 27.

Etsy (ETSY) July weekly 96 straddle priced for a move of 14% into the expected release of quarter results after the bell on July 27.

Hilton (HLT) August 120 straddle priced for a move of 8% into the expected release of quarter results before the bell on July 27.

Qualcomm (QCOM) July weekly 150 straddle priced for a move of 10% into the expected release of quarter results after the bell on July 27.

Spotify (SPOT) July weekly 110 straddle priced for a move of 12% into the expected release of quarter results before the bell on July 27.

T-Mobile (TMUS) July weekly 135 straddle priced for a move of 6% into the expected release of quarter results before the bell on July 27.

Kraft Heinz (KHC) July weekly 38 straddle priced for a move of 5.5% into the expected release of quarter results before the bell on July 27.

Options with decreasing option implied volatility: NFLX SNAP SJT TWTR DPZ IBM NOK HCA ISRG CSX
Increasing unusual option volume: FAZE CODX YELP EVTL
Increasing unusual call option volume: CODX EVTL PAGS JNPR
Increasing unusual put option volume: PSTH BAM COOP NXPI
Popular stocks increasing volume: F AMC PBR BABA NEM TWTR GM
Active options: AAPL AMZN NVDA SNAP GOOGL AMD META MSFT GOOG F AMC PBR BABA NFLX NEM BAC TWTR GME GM
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $94, natural gas mixed, gold at $1724 an ounce