Pre-Market IV Report July 31, 2024

Pre-Market IV Report July 31, 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 NVDL ALAB NVDA OKTA DELL ANF FL MDB S BURL BBWI LULU MRVL ULTA

Stocks expected to have increasing option volume: MSFT AMD SYK ANET MDLZ SBUX EA PINS FSLR LYV SWKS QRVO MTCH CZR WU MA TMUS BA KKR ADP MO MAR HUM JCI KHC VRSK GEHC UTHR WING GNRC NCLH BWA AN LMND GRPN

NVIDIA (NVDA) 30-day option implied volatility at high end of range amid wide price movement

NVIDIA (NVDA) 30-day option implied volatility is at 72; compared to its 52-week range of 32 to 72.

Straddle price into BoJ hiked its policy rate to 0.25%, quarter results and FOMC policy meeting

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.

Apple (AAPL) August 2 weekly 220 straddle priced for a move of 4% into expected release of quarter results after the bell on August 1.

Amazon (AMZN) August 2 weekly 182.50 straddle priced for a move of 7.5% into expected release of quarter results after the bell on August 1.

Intel (INTC) August 2 weekly 30 straddle priced for a move of 8.5% into expected release of quarter results after the bell on August 1.

Bookings (BKNG) August 2 weekly 3720 straddle priced for a move of 5.5% into expected release of quarter results after the bell on August 1.

Petrobras (PBR) August 2 weekly straddle priced for a move of % into expected release of quarter results on August 1.

Coinbase (COIN) August 2 weekly 225 straddle priced for a move of 9% into expected release of quarter results before the bell on August 1.

Moderna (MRNA) August 2 weekly 120 straddle priced for a move of 8% into expected release of quarter results before the bell on August 1.

DoorDash (DASH) August 2 weekly 107 straddle priced for a move of 11% into expected release of quarter results after the bell on August 1.

Block (SQ) August 2 weekly 60 straddle priced for a move of 13% into expected release of quarter results after the bell on August 1.

MicroStrategy (MSTR) August 2 weekly 1600 straddle priced for a move of 8% into expected release of quarter results after the bell on August 1.

Rocket (RKT) August 2 weekly 16 straddle priced for a move of 13% into expected release of quarter results after the bell on August 1.

Roblox (RBLX) August 2 weekly 41 straddle priced for a move of 14.5% into expected release of quarter results before the bell on August 1.

Snap (SNAP) August 2 weekly 13 straddle priced for a move of 19% into expected release of quarter results after the bell on August 1.

Sirius (SIRI) August 2 weekly 3.50 straddle priced for a move of 8% into expected release of quarter results before the bell on August 1.

Option IV into FOMC policy meeting.

Commvault Systems (CVLT) 30-day option implied volatility is at 38; compared to its 52-week range of 17 to 63. Call put ratio 4.4 calls to 1 put with focus on August 140 and 145 calls as share price up.

Woodward (WWD) 30-day option implied volatility is at 29; compared to its 52-week range of 17 to 70 with a focus on January 120 puts and January 210 calls as share price down.

Liberty Global (LBTYA) 30-day option implied volatility is at 29; compared to its 52-week range of 21 to 105 with a focus on August and January 20 calls.

Dentsply Sirona (XRAY) 30-day option implied volatility is at 51; compared to its 52-week range of 15 to 71 with a focus on August 25 puts.

Tenaris SA (TS) 30-day option implied volatility is at 35; compared to its 52-week range of 18 to 71 with a focus on August 27.50 and August 30 puts.

Cnh Global N.v. (CNH) 30-day option implied volatility is at 41; compared to its 52-week range of 19 to 80 amid a buyer of 5K contracts of September 10 puts for 55c.

Norfolk Southern (NSC) 30-day option implied volatility is at 26; compared to its 52-week range of 19 to 32 with a focus on August 2 weekly 257.50 calls, August 260 calls, August 235 puts and August 245 puts.

Options with decreasing option implied volatility: TSLL VKTX BYON ALGN GME HOG BITI
Increasing unusual option volume: PAGP ACI EWC LUMN TRU CFG FEZ BN IGT
Increasing unusual call option volume: CGF PAGP TRU LUMN KBE SFM LBTYA HA WIX
Increasing unusual put option volume: TELL LUMN TEVA JCI NNOX LSCC SYM JBLU
Popular stocks with increasing volume: CRWD PYPL PFE GME AVGO PLTR INTC MU MRK
Active options: NVDA TSLA AMD SOFI CRWD PYPL PFE AAPL MSFT AMZN GME LUMN AVGO PLTR TLRY INTC MU MRK MARA F
Global S&P Futures higher in premarket, Nikkei up 1.4%, DAX mixed, WTI Crude oil recently at $76, natural gas mixed, gold at $2462