Pre-Market IV Report August 23, 2022

Market Rebellion

This article was last updated on 08/23/2022.

Pre-Market IV Report August 23, 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: APRN ROOT CLAR PANW ZM M DKS SFIX FDX ACN ENDP GETY CLNN ANPC REV

Stocks expected to have increasing option volume: ZM PANW DKS M BURL MDT CRM NVDA JWN JD

Movers

Bed Bath & Beyond (BBBY) August weekly call option implied volatility is at 360, September 280; compared to its 52-week range of 58 to 324. Call put ratio 1 call to 1 put.

AMC Entertainment (AMC) August weekly call option implied volatility is at 600, September 350; compared to its 52-week range of 1 to 199. Call put ratio 1 call to 1.2 puts.

Meta Platforms (META) 30-day option implied volatility is at 44; compared to its 52-week range 21 to 79.

Energy stocks option IV into OPEC meeting

Exxon Mobil (XOM) 30-day option implied volatility is at 36; compared to its 52-week range 24 to 46 into OPEC meeting on September 5.

Chevron (CVX) 30-day option implied volatility is at 33; compared to its 52-week range of 21 to 46.

Marathon Oil (MRO) 30-day option implied volatility is at 56; compared to its 52-week range 43 to 70.

Occidental Petroleum (OXY) 30-day option implied volatility is at 52; compared to its 52-week range of 46 to 89. Call put ratio 2.8 calls to 1 put.

Schlumberger Ltd. (SLB) 30-day option implied volatility is at 47; compared to its 52-week range of 36 to 61.

Halliburton (HAL) 30-day option implied volatility is at 50; compared to its 52-week range of 38 to 63.

United States Oil Fund (USO) 30-day option implied volatility is at 44; compared to its 52-week range of 29 to 81. Call put ratio 2.2 calls to 1 put.

Energy Select Sector SPDR ETF (XLE) 30-day option implied volatility is at 37; compared to its 52-week range of 25 to 49. Call put ratio 2.3 calls to 1 put.

SPDR S&P Oil & Gas Exploration & Production Etf (XOP) 30-day option implied volatility is at 48; compared to its 52-week range of 39 to 64. Call put ratio 1 call to 2.9 puts.

United States Natural Gas (UNG) 30-day option implied volatility is at 87; compared to its 52-week range of 35 to 148.

Straddle price into quarter results

Nordstrom (JWN) August weekly 23 straddle priced for a move of 15% into the expected release of quarter results today after the bell.

NVIDIA (NVDA) August weekly 170 straddle priced for a move of 7% into the expected release of quarter results after the bell on August 24.

Salesforce (CRM) August weekly 177.50 straddle priced for a move of 7.5% into expected release of quarter results on August 24.

Box (BOX) September 30 straddle priced for a move of 9% into the expected release of quarter results on August 24.

Williams Sonoma (WSM) September 160 straddle priced for a move of 13% into the expected release of quarter results after the bell on August 24.

Brinker (EAT) September 30 straddle priced for a move of 13% into the expected release of quarter results before the bell on August 24.

Snowflake (SNOW) August weekly 150 straddle priced for a move of 13% into the expected release of quarter results after the bell on August 24.

Splunk (SPLK) August weekly 105 straddle priced for a move of 10% into the expected release of quarter results on August 24.

Peloton (PTON) August weekly 11.50 straddle priced for a move of 16% into the expected release of quarter results before the bell on August 25.

Options with decreasing option implied volatility: AXSM BLUE FAZE PACB BILL TGT CSCO WMT
Increasing unusual option volume: SGFY CLAR PRTY MANU MNTV PAGP CNX
Increasing unusual call option volume: CLAR WEBR PRTY CNX MANU PAGP CANO
Increasing unusual put option volume: MQ SBLK MNMD EAT VRM BBBY COTY XELA
Popular stocks increasing volume: OXY BBBY COIN ZM WBD GME
Active options: AAPL AMZN BBBY TSLA AMD F NVDA F NVDA OXY META MSFT CLAR GOOGL INTC BABA NFLX COIN ZM WBD NIO GME
Global S&P Futures mixed in premarket, Nikkei down 1%, DAX mixed, WTI Crude oil recently at $91, natural gas up 2%, gold at $1750 an ounce

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