Pre-Market IV Report August 11, 2022

Market Rebellion

This article was last updated on 08/11/2022.

Pre-Market IV Report August 11, 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: NVTA SOS BBBY AMC DOCU GROV ALLG CSSE DTC CLNN ENDP VRDN GETY

Stocks expected to have increasing option volume: DIS RIVN BROS CAH HBI SIX FOSL BROS BMBL MTTR SONO LOW HD

Twitter trends higher to $44. IV flat at 37

Twitter (TWTR) 30-day option implied volatility is at 37; compared to its 52-week range of 21 to 88 as shares trend higher.

Option IV pulls back as share prices move up

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 17; compared to its 52-week range of 11 to 56 as shares near four-month high.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 24; compared to its 52-week range of 14 to 40 as shares near three-month high.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 53; compared to its 52-week range of 28 to 91 as shares near three-month high.

Straddle price into quarter results

Canada Goose (GOOS) August weekly 22 straddle priced for a move of 15% into the expected release of quarter results today.

Warby Parker (WRBY) August 15 straddle priced for a move of 16% into the expected release of quarter results today.

Rivian (RIVN) August weekly 37.50 straddle priced for a move of 11.50% into the expected release of quarter results today after the bell.

Options with decreasing option implied volatility: ACAD BHC UPST LYFT AXSM GRPN OPEN FSLY
Increasing unusual option volume: XP NVTA UMC ISPO PACB GBT
Increasing unusual call option volume: NVTA XP UMC ISEE ISPO IS FAZE
Increasing unusual put option volume: NVTA PACB UMC CLAR ARRY HUN CAH IGT
Popular stocks increasing volume: DIS BAC BBBY COIN RBLX SNAP TWTR NFLX PLUG UPST
Active options: TSLA AAPL AMZN NVDA META AMC GOOGL DIS BAC BBBY MSFT BABA COIN RBLX SNAP TWTR NFLX PLUG UPST
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $92, natural gas mixed, gold at $1802 an ounce

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