Pre-Market IV Report August 30, 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: VKTX BB RUM KMX CHWY CLSK CAMT ARR ET USM
Stocks expected to have increasing option volume: LULU BOX HPQ CRM CHWY CRWD DELL AVGO
Apple (AAPL) 30-day option implied volatility is at 20; compared to its 52-week range of 17 to 45 after announces iPhone 15 and new watches expected to be launched on September 12 date.
AT&T (T) 30-day option implied volatility is at 19; compared to its 52-week range of 18 to 38.
Verizon Communications (VZ) 30-day option implied volatility is at 17; compared to its 52-week range of 17 to 36.
T-Mobile (TMUS) 30-day option implied volatility is at 18; compared to its 52-week range of 17 to 41.
Health Care Select Sect Fd (XLV) 30-day option implied volatility is at 11; compared to its 52-week range of 10 to 25 after President Biden unveils first 10 drugs subject to Medicare price negotiation.
iShares Nasdaq Biotechnology (IBB) 30-day option implied volatility is at 14; compared to its 52-week range of 15 to 35 after President Biden unveils first 10 drugs subject to Medicare price negotiation.
Straddle prices into quarter results
Salesforce (CRM) September weekly 212 straddle is priced for a move of 7% into the expected release of quarter results today after the bell
CrowdStrike (CRWD) September weekly 147 straddle is priced for a move of 8% into the expected release of quarter results today after the bell.
Chewy (CHWY) September weekly 27 straddle is priced for a move of 14% into the expected release of quarter results today after the bell.
Okta (OKTA) September weekly 72 straddle is priced for a move of 12% into the expected release of quarter results today after the bell.
Pure Storage (PSTG) September 36 straddle is priced for a move of 14% into the expected release of quarter results today after the bell.
Five Below (FIVE) September weekly 182 straddle is priced for a move of 8% into the expected release of quarter results today after the bell.
Lululemon (LULU) September weekly 375 straddle is priced for a move of 9% into the expected release of quarter results after the bell on August 31.
Ollie’s Bargain (OLLI) September weekly 75 straddle is priced for a move of 10% into the expected release of quarter results before the bell on August 31.
SentinelOne (S) September weekly 16.50 straddle is priced for a move of 12% into the expected release of quarter results after the bell on August 31.
Academy Sports (ASO) September weekly 50 straddle is priced for a move of 10% into the expected release of quarter results before the bell on August 31.
Broadcom (AVGO) September weekly 990 straddle is priced for a move of 5.5% into the expected release of quarter results after the bell on August 31.
Signet (SIG) September weekly 70 straddle is priced for a move of 9% into the expected release of quarter results before the bell on August 31.
PagerDuty (PD) September 25 straddle is priced for a move of 12% into the expected release of quarter results after the bell on August 31.
Dell Technologies (DELL) September weekly 56 straddle is priced for a move of 7% into the expected release of quarter results after the bell on August 31.
Dollar General (DG) September weekly 155 straddle is priced for a move of 7% into the expected release of quarter results before the bell on August 31.
Campbell Soup (CPB) September weekly 42 straddle is priced for a move of 4% into the expected release of quarter results before the bell on August 31.
Hormel (HRL) September weekly 40 straddle is priced for a move of 4% into the expected release of quarter results before the bell on August 31.
Ciena (CIEN) September 43 straddle is priced for a move of 11% into the expected release of quarter results before the bell on August 31.
Options with decreasing option implied volatility: PTON NVCR AAP NVDS ANF JWN GPS NVDA BURL AFRM SNOW MRVL PAGS BBWI
Increasing unusual option volume: GNS KVUE ATUS GSAT JXN TIGR
Increasing unusual call option volume: ATUS JXN GSAT KVUE XME MPLX
Increasing unusual put option volume: TMV KVUE BOX BIG ASHR OMF AMBA
Popular stocks with increasing volume: PLTR COIN PDD VALE RIOT AFRM RIVN BABA
Active options: TSLA NVDA AAPL NIO GOOGL AMD AMZN META MARA PLTR COIN GOOG MSFT PDD AMC VALE RIOT AFRM RIVN BABA
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $81, natural gas mixed, gold at $1963
