Pre-Market IV Report August 24, 2022

Market Rebellion

This article was last updated on 08/24/2022.

Pre-Market IV Report August 24, 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: FAZE TWTR NCR BIIB FDX NKE ANF GPS

Stocks expected to have increasing option volume: NVDA CRM SNOW SPLK TOL GPS ANF WOOF INTU AAP LZB

Straddle price into quarter results

NVIDIA (NVDA) August weekly 172 straddle priced for a move of 8% into the expected release of quarter results today after the bell.

Salesforce (CRM) August weekly 175 straddle priced for a move of 7.5% into expected release of quarter results today after the bell.

Williams Sonoma (WSM) September 165 straddle priced for a move of 13% into the expected release of quarter today results after the bell.

Snowflake (SNOW) August weekly 152 straddle priced for a move of 13% into the expected release of quarter results today after the bell. Call put ratio 1 call to 2.7 puts.

Splunk (SPLK) August weekly 108 straddle priced for a move of 10.5% into the expected release of quarter results on August 24.

Peloton (PTON) August weekly 11 straddle priced for a move of 18% into the expected release of quarter results before the bell on August 25.

Dollar Tree (DLTR) August weekly 165 straddle priced for a move of 9% into the expected release of quarter results before the bell on August 25.

Dollar General (DG) August weekly 247 straddle priced for a move of 7% into the expected release of quarter results before the bell on August 25.

Abercrombie (ANF) August weekly 20 straddle priced for a move of 18% into the expected release of quarter results before the bell on August 25.

Marvell (MRVL) August weekly 52 straddle priced for a move of 9% into the expected release of quarter results after the bell on August 25. Call put ratio 3.5 calls to 1 put.

Dell (DELL) August weekly 47.50 straddle priced for a move of 6% into the expected release of quarter results after the bell on August 25.

Affirm (AFRM) August weekly 29.50 straddle priced for a move of 19% into the expected release of quarter results after the bell on August 25.

Ulta (ULTA) August weekly 400 straddle priced for a move of 9% into the expected release of quarter results after the bell on August 25.

Burlington Stores (BURL) August weekly 160 straddle priced for a move of 12% into the expected release of quarter results before the bell on August 25.

Coty (COTY) August weekly 7.5 straddle priced for a move of 11% into the expected release of quarter results before the bell on August 25.

Farfetch (FTCH) September 8 straddle priced for a move of 18% into the expected release of quarter results on August 25.

Hain Celestial (HAIN) September 25 straddle priced for a move of 10% into the expected release of quarter results before the bell on August 25.

Options with decreasing option implied volatility: DKS FL TGT ZM PANW
Increasing unusual option volume: SGFY IJR URBN WOW ESPR CLAR
Increasing unusual call option volume: UMC WOW ESPR CLAR FST
Increasing unusual put option volume: URBN IVV VTI EWC WOOF TOL EAT
Popular stocks increasing volume: XOM M NKLA INTC AMC SOFI
Active options: TSLA AAPL AMZN BBBY OXY NVDA AMD ZM TWTR BABA META MSFT XOM M NKLA CLAR INTC F AMC SOFI
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $95, natural gas up 1%, gold at $1764 an ounce

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