Pre-Market IV Report August 17, 2022

Market Rebellion

This article was last updated on 08/17/2022.

Pre-Market IV Report August 17, 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: APRN FUBO ROOT WEBR SST CLAR BGFV ALNY GSK ORCL ENDP CLNN BBBY IZEA GETY TGT KSS ADI FL DE

Stocks expected to have increasing option volume: TGT ADI FL DE KSS TGT AN UNG

Option movers

Bed Bath & Beyond (BBBY) August call option implied volatility is at 461, September 322; compared to its 52-week range of 58 to 271.

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

fuboTV Inc. (FUBO) 30-day option implied volatility is at 180; compared to its 52-week range of 68 to 162. Call put ratio 3.8 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 3.5 calls to 1 put.

United States Natural Gas (UNG) 30-day option implied volatility is at 83; compared to its 52-week range of 35 to 149.

Straddle prices into quarter results

Cisco (CSCO) August 46.50 straddle priced for a move of 5% into the expected release of quarter results today after the bell.

Kohl’s (KSS) August 35 straddle priced for a move of 12% into the expected release of quarter results before the bell on August 18.

Estee Lauder (EL) August 275 straddle priced for a move of 6% into the expected release of quarter results before the bell on August 18.

Tapestry (TPR) August 37 straddle priced for a move of 8% into the expected release of quarter results before the bell on August 18.

Canadian Solar (CSIQ) August 40 straddle priced for a move of 8.5% into the expected release of quarter results before the bell on August 18.

Deere (DE) August 370 straddle priced for a move of 5% into the expected release of quarter results before the bell on August 19.

Foot Locker (FL) August 32.50 straddle priced for a move of 12% into the expected release of quarter results before the bell on August 19.

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

Option implied volatility for Natural Gas Stocks

Range Resources (RRC) 30-day option implied volatility is at 61; compared to its 52-week range of 56 to 81. Call put ratio 4.1 calls to 1 put.

Southwestern Energy (SWN) 30-day option implied volatility is at 61; compared to its 52-week range of 51 to 229.

Chesapeake Energy (CHK) 30-day option implied volatility is at 43; compared to its 52-week range of 33 to 112.

Diamondback Energy (FANG) 30-day option implied volatility is at 48; compared to its 52-week range of 44 to 90.

Devon Energy (DVN) 30-day option implied volatility is at 51; compared to its 52-week range of 46 to 70.

Continental Resources (CLR) 30-day option implied volatility is at 39; compared to its 52-week range of 34 to 73. Call put ratio 1 call to 4.3 puts.

Options with decreasing option implied volatility: SOS BMBL BHC RBLX BROS SONO BE CPNG DIS
Increasing unusual option volume: GEO KIRK PRTY LQDA IONQ APRN WEBR BBBY CAL
Increasing unusual call option volume: GEO PRTY IONQ WEBR HST CAL
Increasing unusual put option volume: CLAR NRG BBBY DM NOVA BE
Popular stocks increasing volume: WMT GME HOOD DIS PLTR COIN UPST CCL
Active options: BBBY TSLA AMZN AAPL AMC FUBO WMT F NVDA GME META AMD HOOD MSFT BAC DIS PLTR COIN UPST CCL

Subscribe to Daily IV Report

Never miss a Daily IV Report—let us deliver it right to your inbox.

By clicking Subscribe, you agree to receive marketing offers from Market Rebellion, and its affiliates, subsidiaries, or agents in the form of emails, pre-recorded messages, text messages, and autodialed calls at the email address and phone number provided above, even if the phone number is present on a state or national Do Not Call list. You recognize that you are not required to provide this consent as a condition of purchase and that you can withdraw consent at any time. Data rates may apply. By clicking below, you also agree to our  Terms of Use  and acknowledge our  Privacy Policy.

Black Friday Deal—Save 15% OFF Any Trading Service!

Use Code blackfriday2022 at checkout.

Days
Hours
Minutes
Seconds