Pre-Market IV Report August 4, 2023

Pre-Market IV Report August 4, 2023

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Pre-Market IV Report August 4, 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: MPW OKTA MDB TMF DG TBT LULU BBY DELL CPB TLT EMB COOK AVDX FLGT KD DUK

Stocks expected to have increasing option volume: AAPL AMZN RDFN DKNG NET ABNB AMGN SYK BKNG GILD ABNB MNST FND FYNR YELL TUP NKLA FSR FUBO DBX OLED CRUS OPEN SPT YELP FTNT SQ NET RKT DKNG PCTY GDDY

Index Option IV into July Employment Report

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 13; compared to its 52-week range of 11 to 31.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 20; compared to its 52-week range of 17 to 30.

iShares 20+ Year Treasury Bond ETF (TLT) 30-day option implied volatility is at 20; compared to its 52-week range of 13 to 30.

Proshares Trust Ultrashort Lehman 20+ Year Treasury (TBT) 30-day option implied volatility is at 40; compared to its 52-week range of 24 to 60 into July employment report.

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

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

Market Vectors Oil Services ETF (OIH) 30-day option implied volatility is at 33; compared to its 52-week range of 30 to 62 as WTI crude trades $81.50.

Straddle prices into quarter results

KKR & Co (KKR) August weekly 60 straddle is priced for a move of 5% into the expected release of quarter results before the bell on August 7.

Tyson (TSN) August weekly 56 straddle is priced for a move of 6% into the expected release of quarter results before the bell on August 7.

Palantir Technologies (PLTR) August weekly 19 straddle is priced for a move of 16% into the expected release of quarter results after the bell on August 7.

Skyworks Solutions (SWKS) August weekly 110 straddle is priced for a move of 7% into the expected release of quarter results after the bell on August 7.

Lucid Group (LCID) August weekly 7 straddle is priced for a move of 16% into the expected release of quarter results after the bell on August 7.

Paramount Global (PARA) August weekly 15 straddle is priced for a move of 13% into the expected release of quarter results after the bell on August 7.

Rivian (RIVN) August weekly 26.50 straddle is priced for a move of 15% into the expected release of quarter results after the bell on August 8.

Disney (DIS) August weekly 85 straddle is priced for a move of 6.5% into the expected release of quarter results after the bell on August 9.

Options with decreasing option implied volatility: TGTX APLS ELF ENPH SOFI PINS W ROKU SKX ETSY SEDG MELI DASH HOOD WBD ZI BHC
Increasing unusual option volume: YELL DXC GNS TUP GDDY BGS TUP
Increasing unusual call option volume: GNS KBUE YELL TUP MMP BHC
Increasing unusual put option volume: RAD TUP MPLX DBX JETS DOCS CEG XP
Popular stocks with increasing volume: SHOP NIO PYPL PLTR HOOD BABA UBER DIS SOFI
Active options: TSLA AMZN AAPL AMD NVDA PYPL NKLA NIO SHOP AMC PLTR META MSFT HOOD BABA QCOM NFLX UBER DIS SOFI
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $81.50, natural gas mixed, gold at $1969

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