Pre-Market IV Report August 26, 2022

Pre-Market IV Report August 26, 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: TWTR ASHR RKT CLNN PGY ENDP ISEE

Stocks expected to have increasing option volume: WDAY DELL TMUS ULTA FTCH VMW MRVL AFRM GPS SPY QQQ RUT TSLA

Apple (AAPL) 30-day option implied volatility is at 26; compared to its 52-week range of 20 to 44.

Bed Bath & Beyond (BBBY) 30-day option implied volatility is at 236; compared to its 52-week range of 58 to 324 into hosting a conference call to provide a business and strategic update on August 31, 2022 at 8:15am EDT.

T-Mobile (TMUS) 30-day option implied volatility is at 26; compared to its 52-week range of 18 to 41 into T-Mobile announces cell phone connectivity service with SpaceX. Call put ratio 4.4 calls to 1 put.

Option IV into Federal Reserve gathering in Jackson Hole Wyoming

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 20; 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 26; compared to its 52-week range of 18 to 38. Call put ratio 1 call to 3 puts.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 57; 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 38; compared to its 52-week range of 25 to 54. Call put ratio 2.4 calls to 1 put.

iShares 20+ Year Treasury Bond ETF (TLT) 30-day option implied volatility is at 20; compared to its 52-week range of 12 to 27. Call put ratio 3.8 calls to 1 put.

Straddle price into quarter results

Conn’s (CONN) September 11 straddle priced for a move of 20% into the expected release of quarter results on August 29.

Best Buy (BBY) September 78 straddle priced for a move of 8% into the expected release of quarter results before the bell on August 30.

Big Lots (BIG) September 22.50 straddle priced for a move of 19% into the expected release of quarter results on August 30.

Options with decreasing option implied volatility: GETY EVTL SAVA ANF CLAR JWN ZM DKS M COTY PANW
Increasing unusual option volume: PLTK CLNN ISEE FST JNPR
Increasing unusual call option volume: JNPR ISEE FST IPOD FXY
Increasing unusual put option volume: CLAR MMM DBA ISEE ESTC
Popular stocks increasing volume: BBBY PBR MMM PTON SNOW SOFI NIO F OXY CRM
Active options: TSLA NVDA AAPL BABA AMZN AMD BBBY PBR MMM META PLUG GOOGL PTON SNOW SOFI NIO F MSFT OXY CRM
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $93, natural gas up 2%, gold at $1764 an ounce