Pre-Market IV Report August 22, 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: NSSC ABR NVAX SKLZ IOT COTY TH IEP PINC BHC GEL FDX NDSN SGEN
Stocks expected to have increasing option volume: NVDA CSIQ GDS PINC M BJ COTY DKS BIDU MDT LOW ZM NDSN FN KSS JWN DLTR GPS TEVA URBN
Straddle prices into quarter results
NVIDIA (NVDA) August weekly 470 straddle is priced for a move of 11% into the expected release of quarter results after the bell on August 23.
Snowflake (SNOW) August weekly 150 straddle is priced for a move of 13% into the expected release of quarter results after the bell on August 23.
Analog Devices (ADI) August weekly 177 straddle is priced for a move of 5% into the expected release of quarter results before the bell on August 23.
Autodesk (ADSK) August weekly 202 straddle is priced for a move of 6.5% into the expected release of quarter results after the bell on August 23.
Splunk (SPLK) August weekly 99 straddle is priced for a move of 8% into the expected release of quarter results after the bell on August 23.
Bath & Body Works (BBWI) August weekly 37 straddle is priced for a move of 9% into the expected release of quarter results before the bell on August 23.
Williams-Sonoma (WSM) August weekly 129 straddle is priced for a move of 8% into the expected release of quarter results before the bell on August 23.
Advanced Auto Parts (AAP) August weekly 68 straddle is priced for a move of 14% into the expected release of quarter results before the bell on August 23.
Peloton (PTON) August weekly 7 straddle is priced for a move of 19% into the expected release of quarter results before the bell on August 23.
Foot Locker (FL) August weekly 24.50 straddle is priced for a move of 13% into the expected release of quarter results before the bell on August 23.
Abercrombie & Fitch (ANF) August weekly 42 straddle is priced for a move of 13 % into the expected release of quarter results before the bell on August 23.
Kohl’s (KSS) August weekly 29 straddle is priced for a move of 11% into the expected release of quarter results before the bell on August 23.
Options with decreasing option implied volatility: DLO COHR APLS CMW BLL WOLF SE ONON ZIM
Increasing unusual option volume: MCHI KVUE GNS COTY AMPX TUP
Increasing unusual call option volume: TUP GNS DHT KVUE JNJ ESTE BTG
Increasing unusual put option volume: BMBL COTY KVUE JNJ RYAM TUP PR
Popular stocks with increasing volume: JNJ PANW PLTR PYPL BAC NIO F
Active options: TSLA AMC JNJ NVDA AAPL KVUE AMZN AMD NKLA MSFT META PANW PLTR GOOGL PYPL BAC NIO GOOG MARA F
Global S&P Futures mixed in premarket, Nikkei up 1%, DAX up 1%, WTI Crude oil recently at $80, natural gas up 1%, gold at $1928
