Pre-Market IV Report July 6, 2021

Pre-Market IV Report July 6, 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: TWTR HYG NFLX ZNGA SBUX ASTR TAL EDU SPCE IBM PRVB

Stocks expected to have increasing option volume: QQQ SPY RUT IWM

Stellantis (STLA) 30-day option implied volatility is at 34; compared to its 52-week range of 28 to 81 into discussing its electrification strategy on July 8.

Recent sharp price and IV Movers

Virgin Galactic Holdings (SPCE) 30-day option implied volatility is at 164; compared to its 52-week range of 75 to 230 into July 11 space trip.

Alector Inc. (ALEC) 30-day option implied volatility is at 134; compared to its 52-week range of 81 to 227

Citius Pharmaceuticals (CTXR) 30-day option implied volatility is at 162; compared to its 52-week range of 87 to 254

Bed Bath & Beyond (BBBY) 30-day option implied volatility is at 74; compared to its 52-week range of 57 to 303

Arrowhead Pharmaceuticals Inc. (ARWR) 30-day option implied volatility is at 69; compared to its 52-week range of 62 to 93

Moxian, Inc. (MOXC) 30-day option implied volatility is at 254; compared to its 52-week range of 179 to 349.

AMC Entertainment (AMC) 30-day option implied volatility is at 175; compared to its 52-week range of 85 to 726

ContextLogic (WISH) 30-day option implied volatility is at 134; compared to its 52-week range of 79 to 279

Novocure (NVCR) 30-day option implied volatility is at 53; compared to its 52-week range of 39 to 82

JinkoSolar (JKS) 30-day option implied volatility is at 72; compared to its 52-week range of 64 to 131

Beam Therapeutics Inc. (BEAM) 30-day option implied volatility is at 85; compared to its 52-week range of 66 to 133.

Alnylam Pharma (ALNY) 30-day option implied volatility is at 58; compared to its 52-week range of 46 to 66.

Intellia Therapeutics (NTLA) 30-day option implied volatility is at 102; compared to its 52-week range of 56 to 147.

Cerevel Therapeutics Holdings (CERE) 30-day option implied volatility is at 100; compared to its 52-week range of 83 to 345.

Straddle prices into expected release of quarter results this week

Levi Strauss (LEVI) July 27 straddle priced for a move of +/- 9% into the expected release of quarter results on July 8

Options with decreasing option implied volatility: BSQR CLOV NKE VTNR BBBY
Increasing unusual option volume: OPTT TWOU BMA ALT ASTR BSQR JACK WISH
Increasing unusual call option volume: OPTT TWOU BMA SOHU ALT ASTR KDP
Increasing unusual put option volume: ENDP ASAN ASTR ALT PRVB WEN SPCE WISH
Popular stocks with increasing volume: SNAP DIS UBER SPCE
Active options: AAPL TSLA AMC SPCE AMD NIO AMZN MSFT NVDA FB F BA PLTR MU WISH SOFI SNAP BABA DIS UBER
Global S&P Futures recently mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at 76.79, natural gas up 2%, gold at $1806 an ounce