Ford (F) is recently down 1.8% after Q2 net income fell 7% on an increase in spending on new car development and higher prices for steel and plastics. August 14 and September 15 calls are active. August and September call option implied volatility of 30 is below its 26-week average of 34.
United States Oil Fund (USO) is recently up 1% as WTI Crude futures approach $100. Overall option implied volatility of 30 is near its 26-week average.
Volatility as an asset class
Las Vegas Sands (LVS) July 47 weekly and August 46 calls are active into the expected release of Q2 results today after the market close. August call option implied volatility is at 45, September is at 39; compared to its 26-week average of 47, suggesting flat movement.
Amazon.com (AMZN) overall option implied volatility of 41 is above its 26-week average of 34 into the expected release of Q2 results today after the market close. July weekly 210 straddle is priced at $15.35, August is at $19.55.