Pre-Market IV Report August 5, 2022

Market Rebellion

This article was last updated on 08/05/2022.

Pre-Market IV Report August 5, 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: FRGE ACAD SOS CFVI COTY NRXP CLNN ENDP GETY REV AMC SQ PBR RKT SOL RKT

Stocks expected to have increasing option volume: DKNG FLR CVNA LYV OPEN Z DASH DVAX CHGG LYFT CVNA CTVA GPRO DBX TWLO EXPE TRIP RDFN IPI MNST ZG Z IPI RDFN SQ RKT DBX TWLO AMC SPCE WBD YELP IPI FUBO WW BYND EXPE YELP LEU ATNX ELY AMC

Oil option IV into July employment report

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 19; compared to its 52-week range of 11 to 56 into Senate Democrats said considering adding a 1% tax on stock buybacks to tax bill, Bloomberg reports and July employment report.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 26; compared to its 52-week range of 14 to 40 into Senate Democrats said considering adding a 1% tax on stock buybacks to tax bill, Bloomberg reports and July employment report.

Private equity IV amid carried interest headlines

Blackstone (BX) 30-day option implied volatility is at 40; compared to its 52-week range of 23 to 59.

Carlisle Cos. (CSL) 30-day option implied volatility is at 24; compared to its 52-week range of 19 to 92.

KKR & Co. (KKR) 30-day option implied volatility is at 37; compared to its 52-week range of 24 to 56.

Apollo Global Management (APO) 30-day option implied volatility is at 38; compared to its 52-week range of 25 to 54.

TPG (TPG) 30-day option implied volatility is at 51; compared to its 52-week range of 35 to 72.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 57; compared to its 52-week range of 28 to 98. Call put ratio 1 call to 2.8 puts.

Tesla (TSLA) 30-day option implied volatility is at 57; compared to its 52-week range of 36 to 84 into investors approve 3-to-1 stock split, Bloomberg reports.

Coinbase (COIN) 30-day option implied volatility is at 89; compared to its 52-week range of 46 to 174 amid wide price movement. Call put ratio 1 call to 1.1 puts.

Straddle price into quarter results

DraftKings (DKNG) August weekly 16.50 straddle priced for a move of 12% into the expected release of quarter results today before the bell.

Flour (FLR) August weekly 25.50 straddle priced for a move of 10% into the expected release of quarter results today before the bell.

Palantir (PLTR) August weekly 11.50 straddle priced for a move of 13% into the expected release of quarter results before the bell on August 8.

Tyson (TSN) August 85 straddle priced for a move of 7% into the expected release of quarter results before the bell on August 8.

Barrick Gold (GOLD) August weekly 16 straddle priced for a move of 6.5% into the expected release of quarter results before the bell on August 8.

Blue Apron (APRN) August 3 straddle priced for a move of 21% into the expected release of quarter results before the bell on August 8.

Lemonade (LMND) August weekly 23.50 straddle priced for a move of 13% into the expected release of quarter results before the bell on August 8.

Upstart (UPST) August weekly 28.50 straddle priced for a move of 13% into the expected release of quarter results after the bell on August 8.

Goodrx (GDRX) August 7.5 straddle priced for a move of 23% into the expected release of quarter results after the bell on August 8.

Bausch Health (BHC) August weekly 5 straddle priced for a move of 21% into the expected release of quarter results before the bell on August 9.

Norwegian Cruise Line (NCLH) August weekly 13 straddle priced for a move of 14% into the expected release of quarter results before the bell on August 9.

Ralph Lauren (RL) August 100 straddle priced for a move of 9% into the expected release of quarter results before the bell on August 9.

Capri Holdings (CPRI) August weekly 49 straddle priced for a move of 9% into the expected release of quarter results before the bell on August 9.

Spirit Airlines (SAVE) August weekly 24.50 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on August 9.

Dutch Bros Inc. (BROS) 30-day option implied volatility is at 96; compared to its 52-week range of 67 to 133 into the expected release of quarter results on August 10.

Athenex (ATNX) 30-day option implied volatility is at 20 compared to its 52-week range of 20 to 212 into reports from the Economic Times that Intas and Dr. Reddys Labs (RDY) are in talks to acquire the company for $200-$250M.

Options with decreasing option implied volatility: BHC SST CFLT PINS UA UAA RNG PYPL UBER INTC SBUX EA AMZN EBAY CLX
Increasing unusual option volume: GBT XP CCXI KRTX ITUB AES
Increasing unusual call option volume: GBT XP AES ITUB FAZE NSC EVFM
Increasing unusual put option volume: ITUB PACB FND TIP DOCS MQ
Popular stocks increasing volume: AMC COIN HOOD UBER WBD F LCID INTC SOFI
Active options: AMZN AMD AAPL TSLA AMC NVDA BABA COIN META HOOD UBER WBD F LCID GOOGL MARA NFLX INTC MSFT SOFI
Global S&P Futures mixed in premarket, Nikkei mixed to higher, DAX mixed, WTI Crude oil recently at $89, natural gas mixed, gold at $1806 an ounce

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