Pre-Market IV Report July 29, 2024

Pre-Market IV Report July 29, 2024

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: BHC ACB ASTS ZM SPR TGT ROST EMB EC PRCT RXST INSP SWN ASND ALAB RSI PX RMD

Stocks expected to have increasing option volume: MSFT MCD AMD ON CHK TLRY LSCC MGM ABT COIN MSTR

Straddle prices into quarter results

Microsoft (MSFT) August 2 weekly 425 straddle priced for a move of 5% into expected release of quarter results after the bell on July 30.

Advanced Micro (AMD) August 2 weekly 140 straddle priced for a move of 9.5% into expected release of quarter results after the bell on July 30.

Proctor & Gamble (PG) August 2 weekly 170 straddle priced for a move of 3.5% into expected release of quarter results before the bell on July 30.

Merck (MRK) August 2 weekly 125 straddle priced for a move of 4.5% into expected release of quarter results before the bell on July 30.

Pfizer (PFE) August 2 weekly 31 straddle priced for a move of 4% into expected release of quarter results before the bell on July 30.

Movers

DexCom (DXCM) 30-day option implied volatility is at 49; compared to its 52-week range of 28 to 90. Call put ratio 1.5 calls to 1 put with focus on June 55 and 65 puts as share price down 41% to $63.25.

Sunnova Energy International Inc. (NOVA) 30-day option implied volatility is at 131; compared to its 52-week range of 64 to 191. Call put ratio 8.4 calls to 1 put with focus on August 8 and 9 calls as share price up.

Saia, Inc. (SAIA) 30-day option implied volatility is at 48; compared to its 52-week range of 32 to 68. Call put ratio 1 call to 2.8 puts with focus on August 420 puts and September 430 puts as share price down.

Ishares J.P. Morgan Usd Emerging Markets Bond Etf (EMB) 30-day option implied volatility is at 13; compared to its 52-week range of 7 to 18 amid 10K contracts of December 96 puts trading at 94c.

Baozun Inc. (BZUN) 30-day option implied volatility is at 72; compared to its 52-week range of 37 to 94 with a focus on January 2.5 calls.

P10 (PX) 30-day option implied volatility is at 59; compared to its 52-week range of 21 to 68 amid active September 10 calls.

Teck Resources (TECK) 30-day option implied volatility is at 42; compared to its 52-week range of 25 to 50 with a focus on 1100 contracts of August 85 calls trading as share price up.

Coinbase (COIN) 30-day option implied volatility is at 80; compared to 52-week range of 59 to 103. Call put ratio 3.7 calls to 1 put into Bitcoin trades above $69,000.

MicroStrategy (MSTR) 30-day option implied volatility is at 95; compared to 52-week range of 55 to 165. Call put ratio 1.8 calls to 1 put into Bitcoin trades above $69,000.

Options with decreasing option implied volatility: GME VKTX TSLL ALGN QS ENPH SPOT HE HOG VRT
Popular stocks with increasing volume: GME F PFE COIN PLTR SMCI MMM CMG CRWD AVGO
Active options: NVDA TSLA AAPL AMD GOOGL AMZN META F PFE MARA GOOG COIN PLTR SMCI MMM CMG CRWD GME AVGO
Global S&P Futures mixed in premarket, Nikkei up 2%, DAX mixed, WTI Crude oil recently at $77, natural gas mixed, gold at $2391