Pre-Market IV Report August 29, 2022

Market Rebellion

This article was last updated on 08/29/2022.

Pre-Market IV Report August 29, 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: MMM SGEN ILMN TWTR ZEN EA FAZE NERV GETY CLNN CYN AVYA ISEE

Stocks expected to have increasing option volume: SPY QQQ RUT BBBY BBY CONN BIG SIG LULU

Option IV increases

Apple (AAPL) 30-day option implied volatility is at 30; compared to its 52-week range of 20 to 44 into hosting special event on September 7.

Meta Platforms (META) 30-day option implied volatility is at 45; compared to its 52-week range of 21 to 79.

Alphabet (GOOG) 30-day option implied volatility is at 34; compared to its 52-week range of 49.

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

Amazon (AMZN) 30-day option implied volatility is at 40; compared to its 52-week range of 19 to 54.

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 22; compared to its 52-week range of 12 to 56.

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

iShares Russell 2000 ETF (IWM) 30-day option implied volatility is at 28; compared to its 52-week range of 18 to 38. Call put ratio 1 call to 3.7 puts.

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

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.

Straddle price into quarter results

Best Buy (BBY) September weekly 74 straddle priced for a move of 9% 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.

lululemon athletica (LULU) September 310 straddle priced for a move of 8% into the expected release of quarter results on September 1.

Options with deceasing option implied volatility: JWN ANF GME ZM GPS DKS SNOW M COTY
Increasing unusual option volume: CLAR ISEE MMM CSTM PLTK SRTY
Increasing unusual call option volume: HST CLAR ISEE MMM WDAY GEO GSAT FTCH
Increasing unusual put option volume: CLAR ISEE MMM SBLK FTCH IVV
Popular stocks increasing volume: BBBY AFRM SNOW MMM SOFI OXY
Active options: TSLA AAPL NVDA AMZN BABA BBBY AMD NIO GOOGL MSFT META CLAR AFRM SNOW MMM BAC F SOFI AMC OXY
Global S&P Futures lower in premarket, Nikkei down 2%, DAX down 1%, WTI Crude oil recently at $94, natural gas up 2%, gold at $1732 an ounce

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