Pre-Market IV Report August 30, 2022

Market Rebellion

This article was last updated on 08/30/2022.

Pre-Market IV Report August 30, 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: CLAR CFVI ILMN MMM IPOF REE PGY AVCT CLNN ISEE

Stocks expected to have increasing option volume: LCID PTON BBY BBBY LULU SIG TSN BIDU IQ PBR BABA

Apple (AAPL) 30-day option implied volatility is at 31; compared to its 52-week range of 20 to 44.

Bed Bath & Beyond (BBBY) 30-day option implied volatility is at 264; 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.

Qualcomm (QCOM) September weekly call option implied volatility is at 44, September is at 40; compared to its 52-week range of 22 to 58 into hosting its first Automotive Investor Day on Thursday, September 22, 2022.

Lucid Group (LCID) 30-day option implied volatility is at 75; compared to its 52-week range of 71 to 140 into files an $8B mixed shelf.

Energy stocks option IV into OPEC meeting

Occidental Petroleum (OXY) 30-day option implied volatility is at 53; compared to its 52-week range 24 to 90 into OPEC meeting on September 5.

Exxon Mobil (XOM) 30-day option implied volatility is at 37; compared to its 52-week range 24 to 46 into OPEC meeting on September 5.

Chevron (CVX) 30-day option implied volatility is at 33; compared to its 52-week range of 21 to 46 into OPEC meeting on September 5.

Marathon Oil (MRO) 30-day option implied volatility is at 55; compared to its 52-week range 43 to 70 into OPEC meeting on September 5.

Schlumberger Ltd. (SLB) 30-day option implied volatility is at 46; compared to its 52-week range of 36 to 61 into OPEC meeting on September 5. Call put ratio 3.5 calls to 1 put.

Halliburton (HAL) 30-day option implied volatility is at 51; compared to its 52-week range of 38 to 63 into OPEC meeting on September 5. Call put ratio 2 calls to 1 put.

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 today before the bell.

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

Designer Brands (DBI) September 17.50 straddle priced for a move of 15% into the expected release of quarter results before the bell on August 31.

Express (EXPR) September weekly 2 straddle priced for a move of 20% into the expected release of quarter results before the bell on August 31.

lululemon athletica (LULU) September weekly 307.50 straddle priced for a move of 8% into the expected release of quarter results on September 1.

Options with decreasing option implied volatility: MNMD ANF AFRM JWN PTON ZM GPS DKS DLTR
Increasing unusual option volume: AVCT XP MMM CFVI PTEN CLAR ISEE
Increasing unusual call option volume: XP CFVI MMM ISEE HST WEBR GEO
Increasing unusual put option volume: CLAR MMM EAT ISEE CLNN TIGR BBBY
Popular stocks increasing volume: BBBY MMM PDD BAC F BABA NKLA OXY NIO AMC XOM
Active options: TSLA AAPL BBBY AMZN NVDA MMM AMD PDD META MSFT GOOGL CCJ BAC F BABA NKLA OXY NIO AMC XOM
Global S&P Futures mixed to higher premarket, Nikkei up 1%, DAX up 1%, WTI Crude oil recently at $97, natural gas down 1%, gold at $1743 an ounce

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