Pre-Market IV Report July 27, 2021

Pre-Market IV Report July 27, 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: FFIE FXI UPS EDU TAL GOTU CEMI SOS SNDL BTBT DIDI

Stocks expected to have increasing option volume: TSLA AAPL AMZN FB MSFT UPS GE AMD MAT GLW HA JNPR INTC

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 today after the bell.

Advanced Micro Devices (AMD) July weekly 92 straddle priced for a move of +/- 7% into the expected release of quarter results today after the bell.

Alphabet (GOOGL) July weekly 2790 straddle priced for a move of +/- 4% into the expected release of quarter results today after the bell.

Microsoft (MSFT) July weekly 290 straddle priced for a move of +/- 3.5% into the expected release of quarter results today after the bell.

Visa (V) July weekly 250 straddle priced for a move of +/- 3% into the expected release of quarter results today after the bell.

Mattel (MAT) July weekly 21 straddle priced for a move of +/- 7.5% into the expected release of quarter results today after the bell.

PayPal (PYPL) July weekly 305 straddle priced for a move of +/- 5% into the expected release of quarter results after the bell on July 28.

Boeing (BA) July weekly 225 straddle priced for a move of +/- 4.5% into the expected release of quarter results after the bell on July 28.

Facebook (FB) July weekly 372 straddle priced for a move of +/- 5.5% into the expected release of quarter results after the bell on July 28.

Ford (F) July weekly 14 straddle priced for a move of +/- 4.5% into the expected release of quarter results after the bell on July 28.

McDonalds (MCD) July weekly 245 straddle priced for a move of +/- 3% into the expected release of quarter results before the bell on July 28.

Qualcomm (QCOM) July weekly 143 straddle priced for a move of +/- 5% into the expected release of quarter results after the bell on July 28.

Shopify (SHOP) July weekly 1585 straddle priced for a move of +/- 7% into the expected release of quarter results after the bell on July 28.

Crypto themed stocks amid wide price movement of Bitcoin

Coin (COIN) 30-day option implied volatility is at 64; compared to its 52-week range of 45 to 81 as Bitcoin trades above $40,000.

Marathon Patent Group (MARA) 30-day option implied volatility is at 113; compared to its 52-week range of 101 to 394 as Bitcoin trades above $40,000. Call put ratio 3 calls to 1 put.

Riot Blockchain (RIOT) 30-day option implied volatility is at 126; compared to its 52-week range of 98 to 276 as Bitcoin trades above $40,000. Call put ratio 4.3 calls to 1 put.

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 106; compared to its 52-week range of 30 to 154 as Bitcoin trades above $40,000. Call put ratio 2.9 calls to 1 put.

Microvision (MVIS) 30-day option implied volatility is at 123; compared to its 52-week range of 122 to 285. Call put ratio 5 calls to 1 put.

Bit Digital (BTBT) 30-day option implied volatility is at 254; compared to its 52-week range of 114 to 279. Call put ratio 4 calls to 1 put.

CleanSpark (CLSK) 30-day option implied volatility is at 110; compared to its 52-week range of 99 to 260. Call put ratio 10 calls to 1 put.

Silvergate Capital (SI) 30-day option implied volatility is at 81; compared to its 52-week range of 69 to 168

Overstock.com (OSTK) 30-day option implied volatility is at 81; compared to its 52-week range of 64 to 154

Magnite (MGNI) 30-day option implied volatility is at 86; compared to its 52-week range of 69 to 128. Call put ratio 6 calls to 1 put.

Ideanomics (IDEX) 30-day option implied volatility is at 97; compared to its 52-week range of 83 to 325. Call put ratio 26 calls to 1 put.

PayPal (PYPL) 30-day option implied volatility is at 34; compared to its 52-week range of 25 to 59.

Square (SQ) 30-day option implied volatility is at 47; compared to its 52-week range of 40 to 77. Call put ratio 2.5 calls to 1 put.

Options with decreasing option implied volatility: SNAP PSTH SPCE TAL NKE
Increasing unusual option volume: TYME MCHI CFLT BITF UP HAS
Increasing unusual call option volume: TYME BTBT BITF UP RSX
Increasing unusual put option volume: CFLT TRIT BEKE NTES BTBT CPER SIX PVH
Popular stocks with increasing volume: F GE MRNA TWTR JD SNAP
Active options: AAPL TSLA BABA AMC NIO SNAP JD DIDI NVDA MSFT RIOT FB GE F AMD INTC LCID MRNA TWTR EDU
Global S&P Futures recently mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at 72.16, natural gas mixed, gold at $1795 an ounce