Pre-Market IV Report August 15, 2022

Market Rebellion

This article was last updated on 08/15/2022.

Pre-Market IV Report August 15, 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 BBBY ASTS CFVI GSK FAZE UBX GETY PGY OTRK ENDP

Stocks expected to have increasing option volume: TGT TJX LI DNUT WEBR ADI EL KSS TPR CSIQ DE FL LOW HD WMT

Option IV movers

Tesla (TSLA) August call option implied volatility is at 51, September is at 54; compared to its 52-week range of 36 to 84 into stock 3 for 1 stock split on August 24.

Coinbase (COIN) August call option implied volatility is at 145, September is at 91; compared to its 52-week range of 46 to 147 amid wide price movement. Call put ratio 1.6 calls to 1 put.

Rocket Lab USA, Inc. (RKLB) August call option implied volatility is at 105, September is at 88; compared to its 52-week range of 53 to 172. Call put ratio 10 call to 1 put.

Royal Caribbean (RCL) 30-day option implied volatility is at 61; compared to its 52-week range of 36 to 91.

Bed Bath & Beyond (BBBY) 30-day option implied volatility is at 256; compared to its 52-week range of 58 to 256.

Party City (PRTY) 30-day option implied volatility is at 150; compared to its 52-week range of 70 to 174. Call put ratio 13 calls to 1 put.

Rite Aid (RAD) 30-day option implied volatility is at 89; compared to its 52-week range of 50 to 115.

Wolverine World Wide (WWW) 30-day option implied volatility is at 46; compared to its 52-week range of 34 to 63.

Caleres (CAL) 30-day option implied volatility is at 56; compared to its 52-week range of 49 to 82. Call put ratio 22 calls to 1 put.

Express (EXPR) 30-day option implied volatility is at 114; compared to its 52-week range of 80 to 152. Call put ratio 56 calls to 1 put.

Straddle price into quarter results

Li Auto (LI) August 32.50 straddle priced for a move of 8.5% into the expected release of quarter results today before the bell.

Weber (WEBR) August 7.5 straddle priced for a move of 21% into the expected release of quarter results before the bell on August 15.

Walmart (WMT) August 132 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on August 16.

Home Depot (HD) August 315 straddle priced for a move of 5% into the expected release of quarter results before the bell on August 16.

Target (TGT) August 172.50 straddle priced for a move of 9% into the expected release of quarter results before the bell on August 17.

Lowe’s (LOW) August 205.50 straddle priced for a move of 6% into the expected release of quarter results before the bell on August 17.

Krispy Kreme (DNUT) August 15 straddle priced for a move of 7.5% into the expected release of quarter results before the bell on August 17.

TJX (TJX) August 65 straddle priced for a move of 6.5% into the expected release of quarter results before the bell on August 17.

Analog Devices (ADI) August 180 straddle priced for a move of 5% into the expected release of quarter results before the bell on August 17.

Kohl’s (KSS) August 33 straddle priced for a move of 13% into the expected release of quarter results before the bell on August 18.

Estee Lauder (EL) August 275 straddle priced for a move of 5% into the expected release of quarter results before the bell on August 18.

Tapestry (TPR) August 36 straddle priced for a move of 9% into the expected release of quarter results before the bell on August 18.

Canadian Solar (CSIQ) August 42 straddle priced for a move of 9% into the expected release of quarter results before the bell on August 18.

Deere (DE) August 370 straddle priced for a move of 6% into the expected release of quarter results before the bell on August 19.

Foot Locker (FL) August 12 straddle priced for a move of 12% into the expected release of quarter results before the bell on August 19.

Vipshop (VIPS) August 9.5 straddle priced for a move of 10% into the expected release of quarter results before the bell on August 19.

Options with decreasing option implied volatility: UPST BHC GRPN COIN APPS BROS JMIA
Increasing unusual option volume: CLAR IS NVTA MBB COMM ABEV
Increasing unusual call option volume: IS NVTA IGT COMM BJ CSSE TOST
Increasing unusual put option volume: CLAR DM NVTA GO AFL
Popular stocks increasing volume: BBBY RIVN DIS COIN BABA DKNG UPST SNAP
Active options: TSLA AAPL AMC AMZN BBBY NVDA AMD F CHPT RIVN META DIS MSFT GOOGL BAC COIN BABA DKNG UPST SNAP
Global S&P Futures mixed in premarket, Nikkei up 1%, DAX mixed, WTI Crude oil recently at $90, natural gas down 1%, gold at $1802 an ounce

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