Pre-Market IV Report August 17, 2023

Pre-Market IV Report August 17, 2023

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Pre-Market IV Report August 17, 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: DFS ORCL VOD APLS HE CVAC HPP NCNO ACAD DWAC PHG NMM RMD TNET INFY

Stocks expected to have increasing option volume: CSCO DE ROST WMT PANW WOLF LITE TPR LOVE CHK

NVIDIA (NVDA) 30-day option implied volatility is at 67; compared to its 52-week range of 39 to 68 into expected release of quarter results on August 23.

Option implied volatility for cybersecurity companies into Palo Alto Networks (PANW) results

Palo Alto Networks (PANW) August option implied volatility is at 82, September is at 47; compared to its 52-week range of 26 to 55 into the expected release of quarter results after the bell on August 18.

F5 Networks (FFIV) 30-day option implied volatility is at 22; compared to its 52-week range of 20 to 48.

Okta, Inc. (OKTA) 30-day option implied volatility is at 63; compared to its 52-week range of 37 to 94.

CrowdStrike Holdings Inc. (CRWD) 30-day option implied volatility is at 54; compared to its 52-week range of 36 to 71.

Fortinet (FTNT) 30-day option implied volatility is at 36; compared to its 52-week range of 20 to 150.

Straddle prices into quarter results

Walmart (WMT) August 160 straddle is priced for a move of 4% into the expected release of quarter results today before the bell.

Applied Materials (AMAT) August 138 straddle is priced for a move of 4% into the expected release of quarter results today after the bell.

Ross Stores (ROST) August 115 straddle is priced for a move of 5.5% into the expected release of quarter results today after the bell.

Deere (DE) August 422 straddle is priced for a move of 5% into the expected release of quarter results before the bell on August 18.

Palo Alto Networks (PANW) August 215 straddle is priced for a move of 5.5% into the expected release of quarter results after the bell on August 18.

Estee Lauder (EL) August 160 straddle is priced for a move of 7% into the expected release of quarter results before the bell on August 18.

Vipshop (VIPS) August 16 straddle is priced for a move of 8.5% into the expected release of quarter results before the bell on August 18.

XPeng (XPEV) August 15.50 straddle is priced for a move of 8% into the expected release of quarter results before the bell on August 18.

Hawaiian Electric Industries (HE) 30-day option implied volatility is at 292; compared to its 52-week range of 16 to 292.

Options with decreasing option implied volatility: CPRI GRPN APP SE CAVA TTD ONON COHR ZIM PLUG HBI
Increasing unusual option volume: JKS HE TROX BSX BG PZZA FREY ZBH DLO ZBH KVUE IMVT FLR ICLN LITE TSEM GNS GGAL HE PLCE
Increasing unusual call option volume: AMGN KVUE TSEM DLO DFS LITE FLR HE PSX GGAL HE INDA GNS
Increasing unusual put option volume: COHR KBUE IMVT CIFR ACHR IFF SMG HE TUP CHK ALGM TSEM FREY DLO
Popular stocks with increasing volume: JNJ TGT KVUE NKLA BAC DKNG PLTR NIO PYPL INTC
Active options: TSLA NVDA AMC JNJ AMZN AAPL AMD TGT BABA KVUE META NKLA MSFT BAC DKNG PLTR NIO PYPL INTC SE
Global S&P Futures mixed in premarket, Nikkei down 1%, DAX mixed, WTI Crude oil recently at $79.50, natural gas mixed, gold at $1925.

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