Pre-Market IV Report July 8, 2022

Pre-Market IV Report July 8, 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: PSTH LUMN REV SJT CPG OPEN

Stocks expected to have increasing option volume: GME COST TWTR TSLA LEVI

Option movers into June employment report

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 24; compared to its 52-week range of 11 to 32.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 31; compared to its 52-week range of 14 to 40.

Tesla (TSLA) 30-day option implied volatility is at 69; compared to its 52-week range of 35 to 84.

Nio (NIO) 30-day option implied volatility is at 80; compared to its 52-week range of 49 to 133.

Li Auto Inc. (LI) 30-day option implied volatility is at 74; compared to its 52-week range of 50 to 119.

XPeng Inc. (XPEV) 30-day option implied volatility is at 76; compared to its 52-week range of 54 to 129.

GameStop (GME) 30-day option implied volatility is at 113; compared to its 52-week range of 69 to 156 into GameStop CFO replacement, and the company making layoffs, Axios says. Call put ratio 2.3 calls to 1 put.

Straddle prices for stocks expected to report quarterly results

PepsiCo (PEP) July 170 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on July 12.

Delta (DAL) July 30 straddle priced for a move of 8% into the expected release of quarter results before the bell on July 13.

Fastenal (FAST) July 50 straddle priced for a move of 6% into the expected release of quarter results before the bell on July 13.

Conagra (CAG) July 35 straddle priced for a move of 5.5% into the expected release of quarter results before the bell on July 14.

JPMorgan Chase (JPM) July 115 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on July 14.

Morgan Stanley (MS) July 77 straddle priced for a move of 5% into the expected release of quarter results before the bell on July 14.

Schwab (SCHW) July 64 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on July 14.

Taiwan Semiconductor (TSM) July 81 straddle priced for a move of 6.5% into the expected release of quarter results before the bell on July 14.

Options with decreasing option implied volatility: MU SOS KSS UMC
Increasing unusual option volume: EWC LEVI CSTM RFP ARMK AMRS CHPT CROX LCID
Increasing unusual call option volume: CSTM MFA LEVI RFP
Increasing unusual put option volume: LEVI EWC AMRS TD FSK TEN VSTO
Popular stocks increasing volume: CHPT F LCID SNAP GME RIVN XOM
Active options: AAPL TSLA AMZN AMD AMC NVDA META T BBBY NIO BABA CHPT F MSFT LCID BAC SNAP GME RIVN XOM
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $101, natural gas down 2.7%, gold at $1736 an ounce