Pre-Market IV Report August 25, 2022

Market Rebellion

This article was last updated on 08/25/2022.

Pre-Market IV Report August 25, 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 ILMN TWTR ZEN FDX ACN NLY GETY CLNN CABA AVYA ISEE SNOW NVDA CRM

Stocks expected to have increasing option volume: DG DLTR BURL COTY PTON ADSK NVDA CRM SNOW SPLK TOL GPS ANF DOCU TDOC WSM

Option movers into Federal Reserve gathering in Jackson Hole Wyoming

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 21; compared to its 52-week range of 12 to 56.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 26; compared to its 52-week range of 14 to 40.

iShares Russell 2000 ETF (IWM) 30-day option implied volatility is at 27; compared to its 52-week range of 18 to 38.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 60; compared to its 52-week range of 28 to 91.

Proshares Trust Ultrashort Lehman 20+ Year Treasury (TBT) 30-day option implied volatility is at 40; compared to its 52-week range of 25 to 54. Call put ratio 3.6 calls to 1 put.

iShares 20+ Year Treasury Bond ETF (TLT) 30-day option implied volatility is at 21; compared to its 52-week range of 12 to 27.

Straddle price into quarter results

Marvell (MRVL) August weekly 52 straddle priced for a move of 8.5% into the expected release of quarter results today after the bell.

Dell (DELL) August weekly 47.50 straddle priced for a move of 6.5% into the expected release of quarter results today after the bell.

Affirm (AFRM) August weekly 30 straddle priced for a move of 20% into the expected release of quarter results today after the bell.

Ulta (ULTA) August weekly 410 straddle priced for a move of 8.5% into the expected release of quarter results today after the bell.

Ishares Msci Italy Capped Etf (EWI) 30-day option implied volatility is at 34; compared to its 52-week range of 15 to 51. Call put ratio 1 call to 21 puts as shares near low end of two-year range.

Options with decreasing option implied volatility: EVTL GETY BBBY AXSM SAVA
Increasing unusual option volume: FST RGS SIRI TRQ CANO WEBR
Increasing unusual call option volume: FST WEBR CANO IPOD FLEX
Increasing unusual put option volume: SIRI WOOF ASTS AAP COTY
Popular stocks increasing volume: SOFI OXY PTON TWTR SQ ZM SHOP
Active options: TSLA AAPL BBBY AMZN NVDA BABA AMD META SOFI OXY PTON TWTR SQ ZM MSFT CHPT ET NFLX GOOGL SHOP
Global S&P Futures mixed to higher in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $95, natural gas mixed, gold at $1779 an ounce

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