Pre-Market IV Report August 2, 2022

Pre-Market IV Report August 2, 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: UBER PINS JBLU CAR PBR YANG CHGG REV NRXP CRIS BCAB GETY OTRK

Stocks expected to have increasing option volume: AMD ATVI PINS CAR UBER LYFT JBLU SWIR REV SPG SWIR MOS RMBS

Options into Nancy Pelosi visit to Taiwan

Straddle price into quarter results

Advanced Micro Devices (AMD) August weekly 97 straddle priced for a move of 9% into the expected release of quarter results after the bell on August 2.

eBay (EBAY) August weekly 49 straddle priced for a move of 8% into the expected release of quarter results after the bell on August 3.

Fastly (FSLY) August weekly 11 straddle priced for a move of 18% into the expected release of quarter results after the bell on August 3.

Fisker (FSR) August weekly 9.5% straddle priced for a move of 11% into the expected release of quarter results after the bell on August 3.

Lucid Group (LCID) August weekly 18 straddle priced for a move of 11% into the expected release of quarter results on August 3.

Monster Beverage (MNST) August weekly 98 straddle priced for a move of 6% into the expected release of quarter results on August 3.

Plug Power (PLUG) August weekly 21 straddle priced for a move of 10% into the expected release of quarter results on August 3.

Robin Hood (HOOD) August weekly 9 straddle priced for a move of 13% into the expected release of quarter results after the bell on August 3.

Under Armour (UAA) August weekly 9 straddle priced for a move of 18% into the expected release of quarter results after the bell on August 3.

Moderna (MRNA) August weekly 160 straddle priced for a move of 8% into the expected release of quarter results after the bell on August 3.

Movers

Revlon (REV) 30-day option implied volatility is at 211; compared to its 52-week range of 55 to 261.

Sierra Wireless (SWIR) 30-day option implied volatility is at 61; compared to its 52-week range of 35 to 105 amid M&A reports.

Rite Aid (RAD) 30-day option implied volatility is at 82; compared to its 52-week range of 50 to 116.

Options with decreasing option implied volatility: SWIR NCR TDOC ALGN ETSY META
Increasing unusual option volume: OTIS GETY TIP LFLY KOD FAZE WOW REV
Increasing unusual call option volume: GETY WOW REV SAP NLOK SMR ISEE TAP
Increasing unusual put option volume: PTEN TIP SAP ANET REV CLVS COTY
Popular stocks increasing volume: INTC BABA UBER BA TSM PINS AMC ROKU AAL NKLA
Active options: TSLA AMZN AAPL F AMD META NVDA MSFT NIO INTC BABA GOOGL UBER BA TSM PINS AMC ROKU AAL NKLA
Global S&P Futures lower in premarket, Nikkei down 1%, DAX lower, WTI Crude oil recently at $94, natural gas down, gold at $1791 an ounce