Pre-Market IV Report July 29, 2021

Pre-Market IV Report July 29, 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: BEKE GOTU INO PYPL AMZN FB TAL SNDL SPRT DISCA ZNGA CRM FFIE

Stocks expected to have increasing option volume: FB AMZN F UBER LYFT PYPL EBAY MA ICE HSY SAVE ALGT NLY YUMC

China IV movement

Alibaba (BABA) July weekly call option implied volatility is at 50. August is at 42; compared to its 52-week range of 24 to 56 into expected release of quarter results on August 3.

Krsh Csi Ch Intern (KWEB) 30-day option implied volatility is at 54; compared to its 52-week range of 28 to 65. Call put ratio 3.1 calls to 1 put.

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

iShares MSCI China ETF (MCHI) 30-day option implied volatility is at 31; 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 28; compared to its 52-week range of 20 to 35

Powershares Golden Dragon China Portfolio (PGJ) 30-day option implied volatility is at 48; compared to its 52-week range of 22 to 55

Uber

Uber (UBER) July weekly call option implied volatility is at 40. August is at 50; compared to its 52-week range of 38 to 73 into 45M shares trading in the aftermarket. Call put ratio 2.5 calls to 1 put into the expected release of quarter results after the bell on August 4.

Robinhood (HOOD) IPO

Charles Schwab (SCHW) 30-day option implied volatility is at 29; compared to its 52-week range of 27 to 44 into Robinhood Markets, Inc. (HOOD) 55M share IPO priced at $38.

Interactive Brokers (IBKR) 30-day option implied volatility is at 29; compared to its 52-week range of 27 to 54 into Robinhood Markets, Inc. (HOOD) 55M share IPO priced at $38. Call put ratio 1 call to 10 puts with focus on August 60 puts.

SoFi Technologies (SOFI) 30-day option implied volatility is at 83; compared to its 52-week range of 50 to 151 into Robinhood Markets, Inc. (HOOD) 55M share IPO priced at $38. Call put ratio 5.2 calls to 1 put.

EV option active

Blink Charging (BLNK) 30-day option implied volatility is at 83; compared to its 52-week range of 71 to 214. Call put ratio 5.2 calls to 1 put.

Chargepoint Holdings Inc. (CHPT) 30-day option implied volatility is at 81; compared to its 52-week range of 64 to 200. Call put ratio 4.4 calls to 1 put.

EVgo (EVGO) 30-day option implied volatility is at 81; compared to its 52-week range of 50 to 150. Call put ratio 10.9 calls to 1 put.

Forte Biosciences (FBRX) August call option implied volatility is at 215, September is at 261; compared to its 52-week range of 87 to 265 into the expected release of FB-401 Phase 2 data in Atopic Dermatitis.

Straddle prices into expected release of quarter results this week

Amazon (AMZN) July weekly 3630 straddle priced for a move of +/- 4% into the expected release of quarter results after the bell on July 29.

Capri Holdings (CPRI) July weekly 49.50 straddle priced for a move of +/- 8% into the expected release of quarter results before the bell on July 30.

Caterpillar (CAT) July weekly 210 straddle priced for a move of +/- 3.5% into the expected release of quarter results before the bell on July 30.

Exxon Mobile (XOM) July weekly 58 straddle priced for a move of +/- 3% into the expected release of quarter results before the bell on July 30.

Colgate-Palmolive (CL) July weekly 83 straddle priced for a move of +/- 3.5% into the expected release of quarter results before the bell on July 30.

Chevron (CVX) July weekly 101 straddle priced for a move of +/- 2.5% into the expected release of quarter results before the bell on July 30.

Charter (CHTR) July weekly 722 straddle priced for a move of +/- 3% into the expected release of quarter results before the bell on July 30.

Proctor & Gamble (PG) July weekly 139 straddle priced for a move of +/- 3% into the expected release of quarter results before the bell on July 30.

MoneyGram (MGI) August straddle priced for a move of +/- 22% into the expected release of quarter results before the bell on July 30.

Marin Software (MRIN) August 7.5 straddle priced for a move of +/- 33% into the expected release of quarter results before the bell on July 30.

Options with decreasing option implied volatility: SPCE PSTH DPZ TAL NKE
Increasing unusual option volume: PSXP INFI ALKS BTBT SPRT MAT UP CAKE KWEB
Increasing unusual call option volume: PSXP INFI BTBT MAT CAL MS OTIS
Increasing unusual put option volume: BTBT ASHR SPRT VOO GDS OPK WSM KWEB WSM
Popular stocks with increasing volume: AMC TLRY NVDA MS F BB TWTR
Active options: AAPL AMD PFE TSLA TLRY FB AMC MSFT BABA BA NVDA NIO MS F BB DIDI SNDL EPD TWTR PLTR
Equity and Commodity Markets Movements
Global S&P Futures recently mixed in premarket, Nikkei up 0.9%, DAX mixed, WTI Crude oil recently at 73.20, natural gas mixed, gold at $1817 an ounce