Pre-Market IV Report August 10, 2022

Market Rebellion

This article was last updated on 08/10/2022.

Pre-Market IV Report August 10, 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: BBBY SOS AMC DOCU COIN DIS TTD FAZE QTRX ALVR RVNC SG RH PGY ENDP VRDN GETY REV

Stocks expected to have increasing option volume: COIN DIS RIVN RBLX BROS AKAM PLUG WYNN BE TTD HRB SG

Movers

Tesla (TSLA) 30-day option implied volatility is at 57; compared to its 52-week range of 35 to 84.

NVIDIA (NVDA) 30-day option implied volatility is at 55; compared to its 52-week range of 31 to 82.

Micron Technology (MU) 30-day option implied volatility is at 41; compared to its 52-week range of 26 to 68.

Bed Bath & Beyond (BBBY) 30-day option implied volatility is at 223; compared to its 52-week range of 58 to 247. Call put ratio 2.1 calls to 1 put.

AMC Entertainment (AMC) 30-day option implied volatility is at 164; compared to its 52-week range of 95 to 199. Call put ratio 2.5 calls to 1 put.

GameStop (GME) 30-day option implied volatility is at 110; compared to its 52-week range of 69 to 157. Call put ratio 2.5 calls to 1 put.

Starbucks Corporation (SBUX) 30-day option implied volatility is at 27; compared to its 52-week range of 18 to 41 into hosting its 2022 Investor Day in Seattle on Tuesday, September 13, 2022.

Straddle price into quarter results

Walt Disney (DIS) August weekly 108 straddle priced for a move of 6% into the expected release of quarter results today after the bell.

Dutch Bros Inc. (BROS) August weekly 42 straddle priced for a move of 20% into the expected release of quarter results today after the bell.

Fossil (FOSL) August weekly 6 straddle priced for a move of 22% into the expected release of quarter results today after the bell.

Canada Goose (GOOS) August weekly 20 straddle priced for a move of 16% into the expected release of quarter results before the bell on August 11.

Warby Parker (WRBY) August 12.50 straddle priced for a move of 18% into the expected release of quarter results before the bell on August 11.

Rivian (RIVN) August weekly 37 straddle priced for a move of 12% into the expected release of quarter results after the bell on August 11.

Options with decreasing option implied volatility: REV ALNY SST LYFT UPST PBR FSLY SOFI OPEN UAA US DISH RNG
Options with increasing option implied volatility: BBBY SOS AMC DOCU COIN DIS TTD FAZE QTRX ALVR RVNC SG RH PGY ENDP VRDN GETY REV
Stocks expected to have increasing option volume: COIN DIS RIVN RBLX BROS AKAM PLUG WYNN BE TTD HRB SG
Increasing unusual option volume: FAZE OSH DNMR NLSN GDRX PERI
Increasing unusual call option volume: FAZE OSH GDRX DNMR DDD DTC
Increasing unusual put option volume: CG FAZE SG PUBM GDRX ENVX MX VRBY BBBY
Popular stocks increasing volume: BBBY NKLA UPST PLTR INTC LCID COIN CHPT SOFI MU
Active options: TSLA AAPL NVDA AMZN AMC AMD BBBY NKLA META UPST GOOGL MSFT PLTR INTC LCID COIN CHPT SOFI MU
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $89, natural gas mixed, gold at $1807 an ounce

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