Pre-Market IV Report August 18, 2022

Market Rebellion

This article was last updated on 08/18/2022.

Pre-Market IV Report August 18, 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: BBBY APRN CLAR SST EVTL FUBO CFVI BIIB ORCL VTI BBWI CSCO GETY CANO SAVA ROOT LQDA CLAR SOFI HEXO SLGG ENDP PGY GETY

Stocks expected to have increasing option volume: BBBY GME APRN FUBO AMC CSCO BBWI EL BJ TPR FL DE KSS

Apple (AAPL) 30-day option implied volatility is at 25; compared to its 52-week range of 20 to 44 into targeting September 7 for iPhone 14 launch event.

Option movers

Bed Bath & Beyond (BBBY) August call option implied volatility is at 640, September 340; compared to its 52-week range of 58 to 324 amid Ryan Cohen files intent to sell shares of BBBY.

GameStop (GME) 30-day option implied volatility is at 110; compared to its 52-week range of 69 to 157. Call put ratio 4.9 calls to 1 put.

fuboTV Inc. (FUBO) 30-day option implied volatility is at 165; compared to its 52-week range of 68 to 179. Call put ratio 1.9 calls to 1 put.

AMC Entertainment (AMC) 30-day option implied volatility is at 166; compared to its 52-week range of 95 to 199. Call put ratio 1.6 calls to 1 put.

Apron (APRN) 30-day option implied volatility is at 229; compared to its 52-week range of 82 to 230. Call put ratio 10.6 calls to 1 put.

Active options

Tilray, Inc. (TLRY) 30-day option implied volatility is at 112; compared to its 52-week range of 67 to 158. Call put ratio 11.7 calls to 1 put.

Aurora Cannabis (ACB) 30-day option implied volatility is at 122; compared to its 52-week range of 71 to 122. Call put ratio 16.8 calls to 1 put.

Canopy Growth (CGC) 30-day option implied volatility is at 127; compared to its 52-week range of 52 to 136. Call put ratio 10.6 calls to 1 put.

Sundial Growers (SNDL) 30-day option implied volatility is at 114; compared to its 52-week range of 21 to 210. Call put ratio 9.8 calls to 1 put.

GrowGeneration Corp. (GRWG) 30-day option implied volatility is at 88; compared to its 52-week range of 63 to 114. Call put ratio 19 calls to 1 put.

Cronos Group (CRON) 30-day option implied volatility is at 67; compared to its 52-week range of 52 to 116. Call put ratio 33 calls to 1 put.

HEXO Corp. (HEXO) 30-day option implied volatility is at 22; compared to its 52-week range of 22 to 184. Call put ratio 3.1 calls to 1 put.

AdvisorShares Pure US Cannabis ETF (MSOS) 30-day option implied volatility is at 71; compared to its 52-week range of 35 to 87. Call put ratio 12 calls to 1 put.

Leafly Holdings, Inc. (LFLY) 30-day option implied volatility is at 158; compared to its 52-week range of 6 to 166. Call put ratio 1 call to 1.4 puts.

Straddle price into quarter results

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

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

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

Canadian Solar (CSIQ) August 39 straddle priced for a move of 8% into the expected release of quarter results today before the bell.

Deere (DE) August 365 straddle priced for a move of 4.5% 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.

Options with decreasing option implied volatility: SOS BMBL BROS MQ MTTR SONO TGT CPNG SIX
Increasing unusual option volume: KIRK LQDA PRTY GEO ARVL CANO BLUE AVTR
Increasing unusual call option volume: PRTY GEO CANO AVTR FAZE ISEE APRN SOND
Increasing unusual put option volume: ARVL ENVX CLAR BBBY ISEE NLSN FAZE BJ NOVA
Popular stocks increasing volume: BBBY AMC MSFT SNAP WMT SOFI GME SQ
Active options: AAPL BBBY TSLA AMZN AMC NVDA META AMD BABA F MSFT SNAP WMT TLRY SOFI GME SQ GOOGL BBIG FUBO
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $88, natural gas mixed, gold at $1775 an ounce

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