Pre-Market IV Report July 9, 2021

Pre-Market IV Report July 9, 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 TWTR GOOG NFLX SQQQ ASTR SPC E EDU TAL IBM

Stocks expected to have increasing option volume: CAG FAST LEVI JPM C WFC BAC GS

Option volume, IV and share price movers

Virgin Galactic Holdings (SPCE) 30-day option implied volatility is at 194; compared to its 52-week range of 75 to 230 into July 11 space trip. Call put ratio 3.7 calls to 1 put.

Alibaba (BABA) 30-day option implied volatility is at 34; compared to its 52-week range of 24 to 56. Call put ratio 1.3 calls to 1 put on 317K calls as shares trend lower.

AMC Entertainment (AMC) 30-day option implied volatility is at 184; compared to its 52-week range of 85 to 725. Call put ratio 1.3 calls to 1 put.

GameStop (GME) 30-day option implied volatility is at 114; compared to its 52-week range of 78 to 553.

WTI Crude oil trades above $73

Marathon Oil (MRO) 30-day option implied volatility is at 56; compared to its 52-week range of 46 to 243.

Occidental Petroleum (OXY) 30-day option implied volatility is at 57; compared to its 52-week range of 49 to 93

Continental Resources (CLR) 30-day option implied volatility is at 57; compared to its 52-week range of 49 to 134

Devon Energy (DVN) 30-day option implied volatility is at 56; compared to its 52-week range of 43 to 101

Apache Corp. (APA) 30-day option implied volatility is at 66; compared to its 52-week range of 54 to 114

Murphy Oil (MUR) 30-day option implied volatility is at 64; compared to its 52-week range of 55 to 103. Call put ratio 7 calls to 1 put.

ExxonMobil (XOM) 30-day option implied volatility is at 32; compared to its 52-week range of 26 to 53

Chevron (CVX) 30-day option implied volatility is at 29; compared to its 52-week range of 24 to 51

BP plc (BP) 30-day option implied volatility is at 34; compared to its 52-week range of 28 to 52

ConocoPhillips (COP) 30-day option implied volatility is at 37; compared to its 52-week range of 31 to 77

Phillips 66 (PSX) 30-day option implied volatility is at 37; compared to its 52-week range of 30 to 64

Royal Dutch Petroleum (RDS.B) 30-day option implied volatility is at 33; compared to its 52-week range of 26 to 66

Straddle prices into expected release of quarter results next week

Conagra (CAG) July 36 straddle priced for a move of +/- 6% into the expected release of quarter results before the bell on July 13.

Fastenal (FAST) July 52.50 straddle priced for a move of +/- 6.5% into the expected release of quarter results before the bell on July 13.

Goldman Sachs (GS) July 360 straddle priced for a move of +/- 4.5% into the expected release of quarter results before the bell on July 13.

JPMorgan (JPM) July 150 straddle priced for a move of +/- 4% into the expected release of quarter results before the bell on July 13.

PepsiCo (PEP) July 150 straddle priced for a move of +/- 3% into the expected release of quarter results before the bell on July 13.

Bank of America (BAC) July 39 straddle priced for a move of +/- 4% into the expected release of quarter results before the bell on July 14.

Blackrock (BLK) July 875 straddle priced for a move of +/- 3.5% into the expected release of quarter results before the bell on July 14.

Citigroup (C) July 67 straddle priced for a move of +/- 5.5% into the expected release of quarter results before the bell on July 14.

Delta (DAL) July 42 straddle priced for a move of +/- 6% into the expected release of quarter results before the bell on July 14.

Schwab (SCHW) July 68 straddle priced for a move of +/- 6% into the expected release of quarter results before the bell on July 14.

PNC Financial (PNC) July 182.50 straddle priced for a move of +/- 3.5% into the expected release of quarter results before the bell on July 14.

Well Fargo (WFC) July 42.50 straddle priced for a move of +/- 5% into the expected release of quarter results before the bell on July 14.

Options with decreasing option implied volatility: BB CLOV NKE BBBY
Increasing unusual option volume: TV HST BSQR LEVI
Increasing unusual call option volume: HST OTRK RAIL BSQR EB APLS
Increasing unusual put option volume: URA KWEB PVH EWT
Popular stocks with increasing volume: SPCE NIO CCL T AAL
Active options: AAPL TSLA SPCE AMZN NIO BABA AMD BAC MSFT BA NVDA FB PLTR F SNAP MU CCL T AAL
Global S&P Futures recently mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $73.68, natural gas mixed, gold at $1802 an ounce