Pre-Market IV Report August 11, 2023
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: EBIX APLS UIHC TPR SHCO ATSG VLY GM SYNH ATVI F DOCU VMW
Stocks expected to have increasing option volume: ACHR JOBY MELI CANO RL
SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 14; compared to its 52-week range of 11 to 31.
PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 19; compared to its 52-week range of 17 to 38.
Straddle prices into quarter results
Suncor (SU) August 31.50 straddle is priced for a move of 4% into the expected release of quarter results after the bell on August 14.
Monday.com (MNDY) August 155 straddle is priced for a move of 14% into the expected release of quarter results before the bell on August 14.
Home Depot (HD) August 330 straddle is priced for a move of 4% into the expected release of quarter results before the bell on August 15.
BHP Group (BHP) August 60 straddle is priced for a move of 3.5% into the expected release of quarter results on August 15.
Agilent (A) August 130 straddle is priced for a move of 4.5% into the expected release of quarter results after the bell on August 15.
On Holding (ONON) August 35.50 straddle is priced for a move of 14% into the expected release of quarter results before the bell on August 15.
Cava Group (CAVA) August 50 straddle is priced for a move of 15% into the expected release of quarter results after the bell on August 15.
Cisco (CSCO) August 53 straddle is priced for a move of 5% into the expected release of quarter results after the bell on August 16.
Options with decreasing option implied volatility: CPRI CHGG TRUP BYND UPST LYFT BMBL
Increasing unusual option volume: RAD ET WE KVUE YELL IAC USFD MGNI VLY CPRI TPR VST TUP INFN EBIX
Increasing unusual call option volume: GOOS CEG VST KVUE USFD IAC YELL CPRI MGNI ORGN TPR TUP APP
Increasing unusual put option volume: EBIX SONO PLCE YETI VST VLY TUP TPR APP CPRI RAD EBIX
Popular stocks with increasing volume: JNJ RBLX DIS PLTR RIVN NIO
Active options: TSLA NVDA AAPL BABA DIS AMZN AMD PLUG PLTR MSFT AMC META UPST GOOGL NKLA MARA RIVN JNJ RBLX NIO
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $82.60, natural gas up 1%, gold at $1950
