Pre-Market IV Report July 30, 2021

Pre-Market IV Report July 30, 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: SNDL FFIE GILD CRM SPRT BEKE DISCA

Stocks expected to have increasing option volume: AMZN PINS XOM CVX PG FSLR X PCG TXRH

IV into quarter results

Capri Holdings (CPRI) July weekly call option implied volatility is at 130, August is at 48; compared to its 52-week range of 41 to 96 into the expected release of quarter results today before the bell.Call put ratio 1 call to 3.5 puts.

Caterpillar (CAT) July weekly call option implied volatility is at 72, August is at 30; compared to its 52-week range of 23 to 42 into the expected release of quarter results today before the bell.

Exxon Mobile (XOM) July weekly call option implied volatility is at 43, August is at 29; compared to its 52-week range of 26 to 53 into the expected release of quarter results today before the bell. Call put ratio 3.6 calls to 1 put.

Chevron (CVX) July weekly call option implied volatility is at 45, August is at 27; compared to its 52-week range of 24 to 51 into the expected release of quarter results today before the bell. Call put ratio 2.7 calls to 1 put.

Straddle prices into expected release of quarter results this week

Continental Resources (CLR) August weekly 34.50 straddle priced for a move of +/- 8.5% into the expected release of quarter results before the bell on August 2.

Columbia Sportswear (COLM) August 100 straddle priced for a move of +/- 8% into the expected release of quarter results after the bell on August 2.

Wynn Resorts (WYNN) August weekly 100 straddle priced for a move of +/- 6% into the expected release of quarter results on August 2.

Activision Blizzard (ATVI) August weekly 84 straddle priced for a move of +/- 7.5% into the expected release of quarter results after the bell on August 3.

Akamai (AKAM) August weekly 120 straddle priced for a move of +/- 5% into the expected release of quarter results after the bell on August 3.

Alibaba (BABA) August weekly 197.50 straddle priced for a move of +/- 5% into the expected release of quarter results before the bell on August 3.

Amgen (AMGN) August weekly 242 straddle priced for a move of +/- 4% into the expected release of quarter results after the bell on August 3.

Avis Budget (CAR) August 85 straddle priced for a move of +/- 13% into the expected release of quarter results after the bell on August 3.

Bausch Health (BHC) August weekly 29.50 straddle priced for a move of +/- 10% into the expected release of quarter results on August 3.

BP (BP) August weekly 24.50 straddle priced for a move of +/- 3.5% into the expected release of quarter results before the bell on August 3.

Clorox (CLX) August weekly 182.50 straddle priced for a move of +/- 3.5% into the expected release of quarter results before the bell on August 3.

Caesars (CZR) August weekly 90 straddle priced for a move of +/- 9% into the expected release of quarter results after the bell on August 3.

Camping World (CWH) August weekly 39.50 straddle priced for a move of +/- 10% into the expected release of quarter results before the bell on August 3.

ConocoPhillips (COPS) August weekly 57 straddle priced for a move of +/- 4.5%into the expected release of quarter results before the bell on August 3.

Devon (DVN) August weekly 26.50 straddle priced for a move of +/- 8% into the expected release of quarter results after the bell on August 3.

Discovery (DISCA) August 30 straddle priced for a move of +/- 11% into the expected release of quarter results on August 3.

DuPont (DD) August weekly 75 straddle priced for a move of +/- 4.5% into the expected release of quarter results before the bell on August 3

Eli Lilly (LLY) August weekly 245 straddle priced for a move of +/- 3.5% into the expected release of quarter results before the bell on August 3.

Live Nation (LVY) August 80 straddle priced for a move of +/- 8% into the expected release of quarter results after the bell on August 3.

Lyft (LYFT) August weekly 56.50 straddle priced for a move of +/- 9%into the expected release of quarter results after the bell on August 3.

Forte Biosciences (FBRX) August call option implied volatility is at 210, September is at 262; compared to its 52-week range of 87 to 265 into the expected release of FB-401 Phase 2 data in Atopic Dermatitis.

LendingClub (LC) 30-day option implied volatility is at 73; compared to its 52-week range of 57 to 120. Call put ratio 1.4 calls to 1 put with focus on January 30 calls amid sharp share price rally.

Options with decreasing option implied volatility: SPCE GOTU SNAP NKE TAL
Increasing unusual option volume: LC KPLT BCEL UP AMD
Increasing unusual call option volume: UP APT LC DBIX BX
Increasing unusual put option volume: TD LC CARR TPX SPRT
Popular stocks with increasing volume: AMD TLRY C QCOM NOK PFE UBER PYPL
Active options: AMD TSLA AAPL F FB AMC NVDA CLF DIDI NIO BABA SNAP TLRY C QCOM NOK PFE UBER AMZN PYPL
Global S&P Futures recently lower in premarket, Nikkei down 1.7%, DAX down 0.8%, WTI Crude oil recently at 73.52, natural gas down 1.7%, gold at $1830 an ounce