Pre-Market IV Report July 8, 2021

Pre-Market IV Report July 8, 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 SQQQ GOOG NFLX ASTR TAL EDU SPCE NEGG CLDX CLDR NKLA BSX EA ATVI

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

Option volume, IV and share price movers

AMC Entertainment (AMC) 30-day option implied volatility is at 182; compared to its 52-week range of 85 to 725. Call put ratio 1.2 calls to 1 put.

GameStop (GME) 30-day option implied volatility is at 113; compared to its 52-week range of 78 to 553. Call put ratio 1.3 calls to 1 put.

Newegg (NEGG) 30-day option implied volatility is at 385; compared to its 52-week range of 87 to 384. Call put ratio 1 call to 2.8 puts with focus on July puts.

DiDi Global (DIDI) 30-day option implied volatility is at 108. Call put ratio 1.7 calls to 1 put with focus on February 20 calls.

Alibaba (BABA) 30-day option implied volatility is at 30; compared to its 52-week range of 24 to 56. Call put ratio 1.8 calls to 1 put.

Virgin Galactic Holdings (SPCE) 30-day option implied volatility is at 163; compared to its 52-week range of 75 to 230 into July 11 space trip. Call put ratio 1.9 calls to 1 put.

Bsquare (BSQR) 30-day option implied volatility is at 225; compared to its 52-week range of 64 to 401. Call put ratio 2.2 calls to 1 put.

Oncosec Medical (ONCS) 30-day option implied volatility is at 216; compared to its 52-week range of 101 to 484. Call put ratio 7.9 calls to 1 put.

Jaguar Health (JAGX) 30-day option implied volatility is at 245; compared to its 52-week range of 140 to 640. Call put ratio 10 calls to 1 put.

Option IV for stocks near record high

Estee Lauder (EL) 30-day option implied volatility is at 24; compared to its 52-week range of 18 to 45 as shares near record high.

Chipotle Mexican Grill (CMG) 30-day option implied volatility is at 30; compared to its 52-week range of 23 to 56 as shares near record high.

Adobe Systems (ADBE) 30-day option implied volatility is at 24; compared to its 52-week range of 22 to 65 as shares near record high.

Oracle (ORCL) 30-day option implied volatility is at 24; compared to its 52-week range of 20 to 44. Call put ratio 3.4 calls to 1 put as shares near record high.

Visa (V) 30-day option implied volatility is at 20; compared to its 52-week range of 19 to 38 as shares near record high.

Option movers

DraftKings (DKNG) 30-day option implied volatility is at 59; compared to its 52-week range of 48 to 114

Penn National Gaming (PENN) 30-day option implied volatility is at 58; compared to its 52-week range of 49 to 115.

Beyond Meat (BYND) 30-day option implied volatility is at 65; compared to its 52-week range of 43 to 99. Call put ratio 2.1 calls to 1 put.

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

Options with decreasing option implied volatility: CVM BSQR CLOV NKE BBBY GPRO CCXI
Increasing unusual option volume: BSQR SGH TD MCRB MLCO USFD MXIM
Increasing unusual call option volume: BSQR TD MLCO DOYU DRI
Increasing unusual put option volume: OZON KWEB GPRE ORGN
Popular stocks with increasing volume: PLTR CCL AAL SNAP F
Active options: AAPL TSLA AMC T NIO AMD PLTR AMZN MSFT WISH BABA FB F CCL MU ORCL AAL BAC SNAP NVDA
Global S&P Futures recently mixed in premarket, Nikkei down 0.8%, DAX down .8%, WTI Crude oil recently at 71.79, natural gas mixed, gold at $1805 an ounce