Pre-Market IV Report July 7, 2021

Pre-Market IV Report July 7, 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: HYG NFLX TWTR ZNGA PINS ASTR TAL EDU SPCE

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

Amazon (AMZN) 30-day option implied volatility is at 32; compared to its 52-week range of 21 to 64 as shares near record high.

Option IV into events

Levi Strauss (LEVI) July call option implied volatility is at 63, August is at 45; compared to its 52-week range of 33 to 75 into the expected release of quarter results on July 8. Call put ratio 7.4 calls to 1 put with focus on July calls.

Stellantis (STLA) 30-day option implied volatility is at 39; compared to its 52-week range of 28 to 81 into discussing its electrification strategy on July 8.

XPO Logistics (XPO) 30-day option implied volatility is at 37; compared to its 52-week range of 30 to 63 into Investor Day to discuss GXO Spin-Off 2021 will be held on July 13.

Option IV after China said it would tighten rules for companies seeking to sell shares abroad and strengthen oversight of overseas-listed companies

Alibaba (BABA) 30-day option implied volatility is at 30; compared to its 52-week range of 24 to 56 after China said it would tighten rules for companies seeking to sell shares abroad and strengthen oversight of overseas-listed companies. Option volume active on +400K contracts.

Vipshop Holdings (VIPS) 30-day option implied volatility is at 69; compared to its 52-week range of 47 to 130 after China said it would tighten rules for companies seeking to sell shares abroad and strengthen oversight of overseas-listed companies.

Pinduoduo (PDD) 30-day option implied volatility is at 49; compared to its 52-week range of 43 to 83.

JD.com (JD) 30-day option implied volatility is at 35; compared to its 52-week range of 31 to 63.

Didi (DIDI) option expected to be listed as China said it would tighten rules for companies seeking to sell shares abroad and strengthen oversight of overseas-listed companies.

Straddle prices into expected release of quarter results this week

Levi Strauss (LEVI) July 28 straddle priced for a move of +/- 8.5% into the expected release of quarter results on July 8

Kraton Corporation (KRA) call put ratio 3.2 calls to 1 put amid wire services M&A reports.

IVERIC bio (ISEE) call put ratio 9 calls to 1 put with focus on July 10 and 12.50 calls amid share price rally of 8% amid FDA agreement.

Options with decreasing option implied volatility: NKE BSQR VTNR BBBY
Increasing unusual option volume: BSQR GLOP COOP JACK HST ISEE
Increasing unusual call option volume: BSQR COOP ETWO CLSD
Increasing unusual put option volume: JCI KWEB WB SSRM PRVB SKT
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 down 1%, DAX mixed, WTI Crude oil recently at 73.56, natural gas up 1.2%, gold at $1797 an ounce