Pre-Market IV Report August 16, 2022

Market Rebellion

This article was last updated on 08/16/2022.

Pre-Market IV Report August 16, 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 ASTS CFVI POWW GSK GEO NEOG CURV REV OMER UBX SPPI ENDP EMBK GETY

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

Movers

Bed Bath & Beyond (BBBY) August call option implied volatility is at 356, September 255; compared to its 52-week range of 58 to 271.

Salesforce (CRM) 30-day option implied volatility is at 43; compared to its 52-week range of 21 to 62 into Dreamforce 2022 in San Francisco on September 20-22.

Option IV for USO OIH XLE as oil near February lows

United States Oil Fund (USO) 30-day option implied volatility is at 41; compared to its 52-week range of 29 to 81 as oil trends to February lows.

Market Vectors Oil Services Etf (OIH) 30-day option implied volatility is at 47; compared to its 52-week range of 38 to 67. Call put ratio 3.9 calls to 1 put as oil trends to February lows.

Energy Select Sector SPDR ETF (XLE) 30-day option implied volatility is at 34; compared to its 52-week range of 25 to 49. Call put ratio 1 call to 1.7 puts.

Straddle price into quarter results

Walmart (WMT) August 132 straddle priced for a move of 5% into the expected release of quarter results today before the bell.

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

Target (TGT) August 172.50 straddle priced for a move of 9.5% into the expected release of quarter results before the bell on August 17.

Lowe’s (LOW) August 207.50 straddle priced for a move of 6% into the expected release of quarter results before the bell on August 17.

TJX (TJX) August 65 straddle priced for a move of 7% 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.

Deere (DE) August 367 straddle priced for a move of 5.5% 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. Call put ratio 1 call to 2.1 puts.

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

Seagen (SGEN) 30-day option implied volatility is at 52; compared to its 52-week range of 31 to 108. Call put ratio 2.6 calls to 1 put.

Options with decreasing option implied volatility: ROOT UPST BHC GRPN APPS U SOS BROS COIN DOCN BMBL DDD RBLX BE SONO CPNG
Increasing unusual option volume: GEO ATCO AFL CLAR
Increasing unusual call option volume: GEO ATCO SMAR AFL
Increasing unusual put option volume: CLAR AFL CLVS TIGR VNQ
Popular stocks increasing volume: BBBY SNAP WMT DIS COIN
Active options: TSLA AAPL BBBY AMZN F AMC NVDA AMD SNAP META MSFT WMT DIS GOOGL TLRY NIO BAC BABA COIN PLUG
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $88, natural gas up 2%, gold at $1790 an ounce

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