Pre-Market IV Report August 4, 2022

Market Rebellion

This article was last updated on 08/04/2022.

Pre-Market IV Report August 4, 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: ACAD CFVI SKYX ALT INFN YOU MD SKYT PLYA CODX NMTC GETY REV APDN FAZE

Stocks expected to have increasing option volume: DKNG LLY COP EBAY WBD PARA Z OPEN FSLY FSR LCID PLUG SQ WMT SQ FTNT MGM BABA BKNG YETI PZZA CROX DDOG K

Tesla (TSLA) 30-day option implied volatility is at 58; compared to its 52-week range of 36 to 84. Call put ratio 1.9 calls to 1 put into annual shareholder meeting today.

Revlon (REV) 30-day option implied volatility is at 244; compared to its 52-week range of 55 to 671. Call put ratio 8 calls to 1 put.

Straddle price into quarter results

Alibaba (BABA) August weekly 96 straddle priced for a move of 8% the expected release of quarter results today.

Amgen (AMGN) August weekly 247 straddle priced for a move of 4% the expected release of quarter results today after the bell.

Carvana (CVNA) August weekly 35 straddle priced for a move of 16% into the expected release of quarter results today after the bell.

Block (SQ) August weekly 88 straddle priced for a move of 12% into the expected release of quarter results today after the bell.

Live Nation Entertainment (LYV) August 100 straddle priced for a move of 9% into the expected release of quarter results today after the bell.

Lyft (LYFT) August weekly 17 straddle priced for a move of 18% into the expected release of quarter results today after the bell.

Opendoor (OPEN) August weekly 5 straddle priced for a move of 22% into the expected release of quarter results today after the bell.

Redfin (RDFN) August 9 straddle priced for a move of 23% into the expected release of quarter results today after the bell.

Rocket (RKT) August weekly 10 straddle priced for a move of 11% into the expected release of quarter results today after the bell.

Shake Shack (SHAK) August 55 straddle priced for a move of 13% into the expected release of quarter results today after the bell.

Twilio (TWLO) August weekly 97 straddle priced for a move of 15% into the expected release of quarter results today after the bell.

XPO Logistics (XPO) August weekly 60 straddle priced for a move of 9% into the expected release of quarter results today after the bell.

Virgin Galactic Holdings (SPCE) August weekly 8 straddle priced for a move of 9% into the expected release of quarter results today after the bell.

Yelp (YELP) August 33 straddle priced for a move of 13% into the expected release of quarter results today after the bell.

Zillow (Z) August weekly 37.50 straddle priced for a move of 14% into the expected release of quarter results today after the bell.

DraftKings (DKNG) August weekly 17 straddle priced for a move of 12% into the expected release of quarter results before the bell on August 5.

Flour (FLR) August weekly 25 straddle priced for a move of 8% into the expected release of quarter results before the bell on August 5.

Options with decreasing option implied volatility: BHC TDOC PINS CAR NCR ALGN ETSY PYPL SAVE UAA UBER META ABNB
Increasing unusual option volume: PFSI NLOK GETY SWIR EVFM QSR URBN ENDP
Increasing unusual call option volume: NLOK URBN SWIR EVFM UL FAZE
Increasing unusual put option volume: PFSI QSR CFLT MFA ABR ELY RVLV
Popular stocks increasing volume: SNAP BABA WBD INTC UBER SHOP HOOD COIN
Active options: AAPL TSLA AMZN AMD SOFI META F PYPL NVDA GOOGL MSFT AMC SNAP BABA WBD INTC UBER SHOP HOOD COIN
Global S&P Futures mixed in premarket, Nikkei mixed to higher, DAX mixed to higher, WTI Crude oil recently at $90, natural gas mixed, gold at $1790 an ounce

Subscribe to Daily IV Report

Never miss a Daily IV Report—let us deliver it right to your inbox.

By clicking Subscribe, you agree to receive marketing offers from Market Rebellion, and its affiliates, subsidiaries, or agents in the form of emails, pre-recorded messages, text messages, and autodialed calls at the email address and phone number provided above, even if the phone number is present on a state or national Do Not Call list. You recognize that you are not required to provide this consent as a condition of purchase and that you can withdraw consent at any time. Data rates may apply. By clicking below, you also agree to our  Terms of Use  and acknowledge our  Privacy Policy.

Black Friday Deal—Save 15% OFF Any Trading Service!

Use Code blackfriday2022 at checkout.

Days
Hours
Minutes
Seconds