Pre-Market IV Report July 28, 2021

Pre-Market IV Report July 28, 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: ZNGA SPRT HYG SNDL FXI ASHR KWEB PDD CLDR INTZ CD

Stocks expected to have increasing option volume: AAPL MSFT GOOG PFE TMO SHOP MCD BMY BA ADP GOOGL V AMD SBUX SYK MDLZ MXIM ENPH TDOC HUM GD DT NYCB SIX TER QS JNPR MAT TENB NAVI CAKE

Straddle prices into expected release of quarter results this week

PayPal (PYPL) July weekly 300 straddle priced for a move of +/ 4.5% into the expected release of quarter results today after the bell.

Boeing (BA) July weekly 222 straddle priced for a move of +/- 4.5% into the expected release of quarter results today after the bell.

Facebook (FB) July weekly 367 straddle priced for a move of +/- 5% into the expected release of quarter results today after the bell.

Ford (F) July weekly 14 straddle priced for a move of +/- 5.5% into the expected release of quarter results today after the bell.

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

Qualcomm (QCOM) July weekly 141 straddle priced for a move of +/- 4.5% into the expected release of quarter results today after the bell.

Shopify (SHOP) July weekly 1555 straddle priced for a move of +/- 6.5% into the expected release of quarter results today after the bell.

Spirit Airlines (SAVE) August 30 straddle priced for a move of +/- 8%into the expected release of quarter results today after the bell.

Yandex (YNDX) July weekly straddle priced for a move of +/- 7% into the expected release of quarter results today after the bell.

XPO Logistics (XPO) August 140 straddle priced for a move of +/- 7.5% into the expected release of quarter results today after the bell.

Amazon (AMZN) July weekly 3625 straddle priced for a move of +/- 4% into the expected release of quarter results after the bell on July 29.

Option IV for wide moving China stocks

Krsh Csi Ch Intern (KWEB) 30-day option implied volatility is at 65; compared to its 52-week range of 28 to 65

iShares China Large-Cap (FXI) 30-day option implied volatility is at 36; compared to its 52-week range of 18 to 37

iShares MSCI China ETF (MCHI) 30-day option implied volatility is at 40; compared to its 52-week range of 20 to 40

Db X-trackers Harvest Csi 300 China A – Shares Fund (ASHR) 30-day option implied volatility is at 34; compared to its 52-week range of 20 to 35

Powershares Golden Dragon China Portfolio (PGJ) 30-day option implied volatility is at 54; compared to its 52-week range of 22 to 55

Alibaba (BABA) 30-day option implied volatility is at 49; compared to its 52-week range of 24 to 56

NIO (NIO) 30-day option implied volatility is at 86; compared to its 52-week range of 55 to 156

JD.com (JD) 30-day option implied volatility is at 54; compared to its 52-week range of 31 to 63

Vipshop (VIPS) 30-day option implied volatility is at 85; compared to its 52-week range of 47 to 131

NetEase (NTES) 30-day option implied volatility is at 60; compared to its 52-week range of 30 to 61

Baidu.com (BIDU) 30-day option implied volatility is at 54; compared to its 52-week range of 31 to 85

iQIYI (IQ) 30-day option implied volatility is at 84; compared to its 52-week range of 46 to 180

Sohu.com, Inc. (SOHU) 30-day option implied volatility is at 79; compared to its 52-week range of 43 to 103

Huazhu Group (HTHT) 30-day option implied volatility is at 50; compared to its 52-week range of 25 to 59

Li Auto (LI) 30-day option implied volatility is at 94; compared to its 52-week range of 60 to 178

Pinduoduo (PDD) 30-day option implied volatility is at 85; compared to its 52-week range of 43 to 85

Intrusion, Inc. (INTZ) 30-day option implied volatility is at 239; compared to its 52-week range of 93 to 240 as on wide price movement.

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 15; compared to its 52-week range of 11 to 36 into Fed meeting and Jackson Hole.

Options with decreasing option implied volatility: PSTH CEMI DPZ TAL NKE SNAP NFLX HOG
Increasing unusual option volume: APT OBSV REE MCHI FFIV LKQ BEKE FDX UPS AMD MSFT SBUX INTZ
Increasing unusual call option volume: APT FFIV REE JACK KWEB TIP UP YNDX TYME
Increasing unusual put option volume: BEKE ASHR BTBT TPX FIS KWEB YINN LIT FXI HAS
Popular stocks with increasing volume: ATVI BABA JD ROKU PFE
Active options: AAPL TSLA BABA NIO AMD NVDA MSFT AMC SNAP GE C JD ROKU FB PFE INTC ATVI
Global S&P Futures recently mixed in premarket, Nikkei down 1%, DAX mixed, WTI Crude oil recently at 72.02, natural gas down 2%, gold at $1801 an ounce