Pre-Market IV Report July 30, 2024

Pre-Market IV Report July 30, 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 ALAB ANF NVDA OKTA DELL BBWI BURL BBWI CPRI LULU DLTR SPR CRM NTAP ATEC RXST NOVA CMPS GKOS IOVA ZETA

Stocks expected to have increasing option volume: BAC ON DAL MSFT AMD HOLX FFIV MRK PG PFE PYPL IT SYY GLW SOFI JBLU FFIV SFM

Straddle price into quarter results and FOMC meeting

Microsoft (MSFT) August 2 weekly 427.5 straddle priced for a move of 5.5% into expected release of quarter results today after the bell.

Advanced Micro (AMD) August 2 weekly 140 straddle priced for a move of 9.0% into expected release of quarter results today after the bell. Call put ratio 2.3 calls to 1 put.

Meta Platforms (META) August 2 weekly 465 straddle priced for a move of 9.5% into expected release of quarter results after the bell on July 31.

Mastercard (MA) August 2 weekly 440 straddle priced for a move of 4.5% into expected release of quarter results before the bell on July 31.

T-Mobile (TMUS) August 2 weekly 177.50 straddle priced for a move of 4.5% into expected release of quarter results before the bell on July 31.

Qualcomm (QCOM) August 2 weekly177.50 straddle priced for a move of 7.5% into expected release of quarter results after the bell on July 31.

Lam Research (LRCX) August 2 weekly 890 straddle priced for a move of 7% into expected release of quarter results after the bell on July 31.

Boeing (BA) August 2 weekly 185 straddle priced for a move of 5.5% into expected release of quarter results before the bell on July 31.

Carvana (CVNA) August 2 weekly 128 straddle priced for a move of 16% into expected release of quarter results after the bell on July 31.

Option IV into FOMC policy meeting.

F5 Networks (FFIV) 30-day option implied volatility is at 39; compared to its 52-week range of 16 to 62 after raises FY24 EPS growth rate to up 12% from up 7%-9%. Options active on 4603 contracts compared to 90 day average of 127.

CrowdStrike Holdings Inc. (CRWD) 30-day option implied volatility is at 54; compared to its 52-week range of 29 to 71 after online outage and share price trading lower before the bell. 138K contracts traded compared to 90 day average of 41K contracts.

Designer Brands Inc. (DBI) 30-day option implied volatility is at 62; compared to its 52-week range of 41 to 97 with a focus on 6300 contracts of August 8 calls trading.

onsemi (ON) 30-day option implied volatility is at 4; compared to its 52-week range of 33 to 58. Call put ratio 1 call to 1.1 puts on active volume of 70K contracts compared to 90 day average of 11,700 contracts.

Integra LifeSciences (IART) 30-day option implied volatility is at 43; compared to its 52-week range of 21 to 72. Call put ratio 3.1 calls to 1 put as share price down.

Arm Holdings (ARM) 30-day option implied volatility is at 76; compared to its 52-week range of 35 to 170. Call put ratio 1 call to 1.2 puts with focus on August 125 and 130 puts as share price down.

RxSight (RXST) 30-day option implied volatility is at 150; compared to its 52-week range of 35 to 117 with a focus August 42.50 puts.

Great Basin Gold Ltd. (BN) 30-day option implied volatility is at 31; compared to its 52-week range of 18 to 75 with a focus on August 50 calls.

Informatica (INFA) 30-day option implied volatility is at 66; compared to its 52-week range of 25 to 82 with a focus on September 25 and 30 calls.

PROCEPT BioRobotics Corporation (PRCT) 30-day option implied volatility is at 160; compared to its 52-week range of 44 to 154. Call put ratio 1 call to 17 puts with a focus on August 55, 60 and 65 puts.

Options with decreasing option implied volatility: BJC ALAB ANF NVDA OKTA DELL BBWI DELL BURL CPRI LULU DLTR ULTA SPR CRM NTAP
Increasing unusual option volume: CSTM BN GXO MAT IVZ COMM ALGM OWL NDAQ COUR AUPH
Increasing unusual call option volume: OWL MAT CP AMKR MGA IVZ DXCM DBI VSTO UMC
Increasing unusual put option volume: NDAQ CERE HWM LUMN LSCC RMBS NWL STLA SPGI TAL JBLU
Popular stocks with increasing volume: PYPL CRWD DIS MCD INTC
Active options: NVDA TSLA SOFI AAPL AMD PFE F AMZN MARA PLTR MSFT BABA PYPL GOOGL GME MCD META INTC CRWD DIS
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $75.60, natural gas mixed, gold at $2385