Pre-Market IV Report July 27, 2022

Pre-Market IV Report July 27, 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: SOS KRTX ETSY ANF DKS DLTR COTY PANW ULTA DG RDHL AYTU RDBX REV VERU

Stocks expected to have increasing option volume: GOOGL GOOG MSFT V META INTC

Straddle price into quarter results and FOMC meeting

Meta Platforms (META) July weekly 160 straddle priced for a move of 13% into the expected release of quarter results today.

Etsy (ETSY) July weekly 93 straddle priced for a move of 18% into the expected release of quarter results today after the bell.

Qualcomm (QCOM) July weekly 150 straddle priced for a move of 8.5% into the expected release of quarter results today after the bell.

Spotify (SPOT) July weekly 104 straddle priced for a move of 12% into the expected release of quarter results today before the bell.

T-Mobile (TMUS) July weekly 135 straddle priced for a move of 5.5% into the expected release of quarter results today before the bell.

Apple (AAPL) July weekly 150 straddle priced for a move of 5% into the expected release of quarter results after the bell on July 28.

Intel (INTC) July weekly 39 straddle priced for a move of 7.5% into the expected release of quarter results after the bell on July 28.

Amazon (AMZN) July weekly 115 straddle priced for a move of 7% into the expected release of quarter results after the bell on July 28.

Continental Resources (CLR) July weekly 66 straddle priced for a move of 9% into the expected release of quarter results before the bell on July 28.

Harley Davidson (HOG) July weekly 33 straddle priced for a move of 9% into the expected release of quarter results before the bell on July 28.

Hertz (HTZ) August 17.50 straddle priced for a move of 18% into the expected release of quarter results before the bell on July 28.

Master Card (MA) July weekly 340 straddle priced for a move of 5.5% into the expected release of quarter results after the bell on July 28.

Merck (MRK) July weekly 91 straddle priced for a move of 4% into the expected release of quarter results before the bell on July 28.

Northrop Grumman (NOC) July weekly 445 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on July 28.

Overstock (OSTK) July weekly 26.50 straddle priced for a move of 18% into the expected release of quarter results before the bell on July 28.

PG&E (PCG) July weekly 10.50 straddle priced for a move of 5% into the expected release of quarter results before the bell on July 28.

Pfizer (PFE) July weekly 52 straddle priced for a move of 4% into the expected release of quarter results before the bell on July 28.

Petrobras (PBR) July weekly 12.50 straddle priced for a move of 6% into the expected release of quarter results before the bell on July 28.

Roku (ROKU) July weekly 80 straddle priced for a move of 15% into the expected release of quarter results after the bell on July 28.

Options with decreasing option implied volatility: NFLX SNAP UPS DPZ HCA NOK
Increasing unusual option volume: FAZE NLOK SKX ISEE SHLX EVTL MBB OMF
Increasing unusual call option volume: SKX NLOK SHLX ISEE SIRI
Increasing unusual put option volume: NLOK SKX MBB QSR COOP BJ
Popular stocks increasing volume: SNAP SHOP COIN WMT PBR AMC F CCL GME TWTR
Active options: TSLA AMZN AAPL GOOGL MSFT AMD NVDA SHOP META COIN WMT GOOG BABA SNAP PBR AMC F CCL GME TWTR

Global S&P Futures up in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $96, natural gas up 1%, gold at $1722 an ounce