Pre-Market IV Report August 2, 2023

Pre-Market IV Report August 2, 2023

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Pre-Market IV Report August 2, 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: OKTA MPW DG HZNP LULU DELL VRT BPT STAA AMLX R TRIP SEAT

Stocks expected to have increasing option volume: QCOM EA AMD SBUX PINS CZR AMZN LSCC YUMC ANET MPWR WDC ZI MRK PFE CAT UBER MO ETN MAR SYY SIRI CAR HWM SWK INCY TAP NCLH JBLU BLMN SPWR RSG THC

Fitch Downgrades U.S. Credit Rating.

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 12; compared to its 52-week range of 11 to 31 into Fitch Downgrades U.S. Credit Rating.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 18; compared to its 52-week range of 17 to 38.

iShares Russell 2000 ETF (IWM) 30-day option implied volatility is at 18; compared to its 52-week range of 17 to 36.

Straddle prices into quarter results

Apple (AAPL) August weekly 195 straddle is priced for a move of 3.5% into the expected release of quarter results after the bell on August 3.

Amazon (AMZN) August weekly 132 straddle is priced for a move of 6.5% into the expected release of quarter results after the bell on August 3.

Amgen (AMGN) August weekly 232 straddle is priced for a move of 3% into the expected release of quarter results after the bell on August 3.

ConocoPhillips (COP) August weekly 117 straddle is priced for a move of % i3nto the expected release of quarter results before the bell on August 3.

Booking Holdings (BKNG) August weekly 2910 straddle is priced for a move of 5.5% into the expected release of quarter results after the bell on August 3.

Airbnb (ABNB) August weekly 149 straddle is priced for a move of 8% into the expected release of quarter results after the bell on August 3.

Block (SQ) August weekly 79 straddle is priced for a move of 8% into the expected release of quarter results after the bell on August 3.

Moderna (MRNA) August weekly 114 straddle is priced for a move of 7% into the expected release of quarter results before the bell on August 3.

Warner Bros (WBD) August weekly 13 straddle is priced for a move of 11% into the expected release of quarter results before the bell on August 3.

Cloudflare (NET) August weekly 69 straddle is priced for a move of 13% into the expected release of quarter results after the bell on August 3.

Options with decreasing option implied volatility: HOG CMG UBER NWL ALGN TDOC SNAP PACW
Increasing unusual option volume: FLR ZI TPX KVUE ETRN MESO JNJ YELL TP NEGG APLS HTZ YUMC LYV
Increasing unusual call option volume: WIX SAGE TAP TUO KVUE ETRN YELL NEGG INVZ
Increasing unusual put option volume: TUP RITM TRIP APLS TUP HTZ EBIX FOUR OHI JBLU
Popular stocks with increasing volume: SOFI PLTR NIO NKLA DIS ROKU UBER F BABA INTC
Active options: SOFI TSLA PLTR AMC NIO NVDA META AAPL AMD NKLA MSFT DIS ROKU AMZN UBER F GOOGL BABA NFLX INTC
Global S&P Futures down 1% in premarket, Nikkei down 2%, DAX down 1.5%, WTI Crude oil recently at $81.8-, natural gas mixed, gold at $1988

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