Pre-Market IV Report July 5, 2022

Pre-Market IV Report July 5, 2022
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: REV RDBX RFP
Stocks expected to have increasing option volume: QQQ USO TSLA
Tesla (TSLA) 30-day option implied volatility is at 76; compared to its 52-week range of 36 to 84 into reported Q2 deliveries of 254,695, with 4% subject to operating lease accounting, and production of 258,580 vehicles.
IV for stocks mentioned in Barron’s
Bed Bath & Beyond (BBBY) 30-day option implied volatility is at 150; compared to its 52-week range of 58 to 170 into mentioned cautiously in this week’ edition of Barron’s. Call put ratio 2.9 calls to 1 put.
Activision Blizzard (ATVI) 30-day option implied volatility is at 18; compared to its 52-week range of 10 to 47 into mention in this week’s edition of Barron’s.
Advance Auto Parts (AAP) 30-day option implied volatility is at 34; compared to its 52-week range of 23 to 82 into mention in this week’s edition of Barron’s.
AutoZone (AZO) 30-day option implied volatility is at 33; compared to its 52-week range of 19 to 50 into mention in this week’s edition of Barron’s.
Genuine Parts (GPC) 30-day option implied volatility is at 29; compared to its 52-week range of 18 to 35 into mention in this week’s edition of Barron’s.
O’Reilly Automotive (ORLY) 30-day option implied volatility is at 31; compared to its 52-week range of 17 to 56 into mention in this week’s edition of Barron’s.
Volume movers
DocuSign Inc. (DOCU) July weekly call option implied volatility is at 68, July is at 74; compared to its 52-week range of 26 to 95. Call put ratio 3.5 calls to 1 put.
DISH Network (DISH) 30-day option implied volatility is at 70; compared to its 52-week range of 32 to 87. Call put ratio 1.3 calls to 1 put.
Straddle prices for stocks expected to report quarterly results
Levi (LEVI) July 16 straddle priced for a move of 11% into the expected release of quarter results after the bell on July 7.
Options with decreasing option implied volatility: AXSM UMC KSS
Increasing unusual option volume: EWC SWIR ELAN COMM CLVS DISH DOCU
Increasing unusual call option volume: MNTV COMM VIRT RFP
Increasing unusual put option volume: EWC GSG EWU CLVS
Popular stocks increasing volume: TWTR KSS AAL RBLX SHOP BBBY
Active options: TSLA AMZN AAPL AMD NVDA META MU AMC NIO F TWTR BAC MSFT KSS BABA AAL RBLX INTC SHOP BBBY
Global S&P Futures mixed in premarket, Nikkei up 1%, DAX mixed, WTI Crude oil recently at $110, natural gas up 1%, gold at $1804 an ounce