Pre-Market IV Report August 3, 2023

Pre-Market IV Report August 3, 2023

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Pre-Market IV Report August 3, 2023

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: AUPH OKTA MDB AMBA CRWD DG HZNP LULU DELL CRM BBY CPB ATVI

Stocks expected to have increasing option volume: DASH WMB ATUS FSLY DASH UPWK RELY EVGO ZETA CLX NET HLF CAKE HST W PLNT PZZA FROG U QRVO CI REGN NDX APO WBD K EXPE PYPL WBD QCOM SHOP MGM MRO Z ZG ETSY HOOD AAPL AMZN AMGN ABNB FSR

Index Movers

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 29; compared to its 52-week range of 24 to 49 amid QCOM and AMD quarter results.

SPDR S&P Regional Banking ETF (KRE) 30-day option implied volatility is at 31; compared to its 52-week range of 21 to 81.

Straddle prices into quarter results

Apple (AAPL) August weekly 195 straddle is priced for a move of 3.5% into the expected release of quarter results today after the bell.

Amazon (AMZN) August weekly 132 straddle is priced for a move of 6% into the expected release of quarter results today after the bell.

Amgen (AMGN) August weekly 230 straddle is priced for a move of 3.5% into the expected release of quarter results today after the bell.

Booking Holdings (BKNG) August weekly 2885 straddle is priced for a move of 4.5% into the expected release of quarter results today after the bell.

Airbnb (ABNB) August weekly 145 straddle is priced for a move of 7.5% into the expected release of quarter results today after the bell.

Block (SQ) August weekly 74 straddle is priced for a move of 8% into the expected release of quarter results today after the bell.

Cloudflare (NET) August weekly 64 straddle is priced for a move of 13% into the expected release of quarter results today after the bell.

Berkshire Hathaway (BRK/B) August weekly 350 straddle is priced for a move of 1.5% into the expected release of quarter results on August 4.

Fisker (FSR) August weekly 6 straddle is priced for a move of 13% into the expected release of quarter results before the bell on August 4.

Frontier Communications (FYBR) August weekly 17.50 straddle is priced for a move of 11% into the expected release of quarter results before the bell on August 4.

fuboTV Inc. (FUBO) August weekly 3 straddle is priced for a move of 22% into the expected release of quarter results before the bell on August 4.

Cboe Global Markets (CBOE) August weekly 139 straddle is priced for a move of 4% into the expected release of quarter results before the bell on August 4.

Options with decreasing option implied volatility: DWAC APLS ALGN ENPH PINS ELF META HTZ ROKU MBLY HOG CMG UBER INTC
Increasing unusual option volume: QFIN EXTR BGC LIT YELL KVUE TUP ICLN INVZ RAD FRSH
Increasing unusual call option volume: NEGG MCK DHC KVUE TAL MCK LIT TAN CEI VRT PAYC TAL HLF NEGG
Increasing unusual put option volume: OTLY WIX SFM PAYC TUP TRIP RAD CARR HLF NVCR FOUR SEDG ZI CHGG
Popular stocks with increasing volume: YUM TRIP MTCH GNRC VMW WHR EA ALL PYPL TRIP VMW CAT PBR K DASH CVS AA
Active options: TSLA NVDA META AAPL MSFT AMZN GOOGL NFLX INTC
Global S&P Futures down 0.4% in premarket, Nikkei down 1.6%, DAX down 1%, WTI Crude oil recently at $79, natural gas mixed, gold at $1971

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