Pre-Market IV Report August 7, 2023

Pre-Market IV Report August 7, 2023

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Pre-Market IV Report August 7, 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: PANW TMF LULU DG TBT CSX ATVI CSX TLT JEPI NVCR COHR JNJ AMED ACVA

Stocks expected to have increasing option volume: KKR TSN PLTR LCID PARA RIVN DIS YELL

IV amid ongoing headlines

Warner Bros. Discovery (WBD) 30-day option implied volatility is at 47; compared to its 52-week range of 42 to 75 into ‘Barbie’ Tops $1 Billion At Global Box Office.

Mattel (MAT) 30-day option implied volatility is at 31; compared to its 52-week range of 28 to 86 into ‘Barbie’ Tops $1 Billion At Global Box Office.

Straddle prices into quarter results

Palantir Technologies (PLTR) August weekly 18 straddle is priced for a move of 16% into the expected release of quarter results after the bell on August 7.

Lucid Group (LCID) August weekly 6.5 straddle is priced for a move of 14% 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 25.50 straddle is priced for a move of 13% into the expected release of quarter results after the bell on August 8.

Eli Lilly (LLY) August weekly 450 straddle is priced for a move of 5.5% into the expected release of quarter results before the bell on August 8.

United Parcel Service (UPS) August weekly 180 straddle is priced for a move of 6% into the expected release of quarter results before the bell on August 8.

Zoetis (ZTS) August weekly 180 straddle is priced for a move of 5% into the expected release of quarter results before the bell on August 8.

Li Autio (LI) August weekly 46 straddle is priced for a move of 11% into the expected release of quarter results before the bell on August 8.

Datadog (DDOG) August weekly 108 straddle is priced for a move of 11% into the expected release of quarter results before the bell on August 8.

Coupang (CPNG) August weekly 18 straddle is priced for a move of 10% into the expected release of quarter results after the bell on August 8.

Take Two (TTWO) August weekly 142 straddle is priced for a move of 7% into the expected release of quarter results after the bell on August 8. Call put ratio 1 call to 9.4 puts.

Endeavor (EDR) August 25 straddle is priced for a move of 8% into the expected release of quarter results after the bell on August 8.

Akamai (AKAM) August 92.50 straddle is priced for a move of 8% into the expected release of quarter results after the bell on August 8.

Wynn Resorts (WYNN) August weekly 104 straddle is priced for a move of 6% into the expected release of quarter results on August 8.

Toast (TOST) August weekly 20 straddle is priced for a move of 10% into the expected release of quarter results after the bell on August 8.

Twilio (TWLO) August weekly 61 straddle is priced for a move of 13% into the expected release of quarter results after the bell on August 8.

AMC Entertainment (AMC) August weekly 5 straddle is priced for a move of 24% into the expected release of quarter results after the bell on August 8.

Dutch Bros (BROS) August weekly 19 straddle is priced for a move of 13% into the expected release of quarter results after the bell on August 8.

Lyft (LYFT) August weekly 11 straddle is priced for a move of 12% into the expected release of quarter results after the bell on August 8.

Capri (CPRI) August 35 straddle is priced for a move of 12% into the expected release of quarter results before the bell on August 8.

Under Armour (UA) August weekly 8 straddle is priced for a move of 13% into the expected release of quarter results before the bell on August 8.

Take Two (TTWO) August weekly 142 straddle is priced for a move of 7% into the expected release of quarter results after the bell on August 8.

Disney (DIS) August weekly 86 straddle is priced for a move of 6.5% into the expected release of quarter results after the bell on August 9.

Roblox (RBLX) August weekly 37.50 straddle is priced for a move of 14% into the expected release of quarter results before the bell on August 9.

Options with decreasing option implied volatility: APLS AUPH QS TGTX SOFI W MELI FVRR FSLY ELF NET HOOD ETSY CFLT
Increasing unusual option volume: VRT CARR BIGC RAD BIGC GDDY CARG ASRT KVUE TUP YELL COPX
Increasing unusual call option volume: CANO BGS KTOS FLR FND COPX YELL EWG RAD KVUE TUP
Increasing unusual put option volume: CARR TUP CARR DOCN FTNT YELP YELL SSYS JCI BALL TRIP
Popular stocks with increasing volume: SQ PYPL DKNG COIN SOFI PLTR
Active options: AMZN AAPL TSLA NVDA AMD MSFT NKLA AMC PLTR META NIO GOOGL PYPL SQ DKNG SOFI TUP COIN NFLX KVUE
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $82.50, natural gas mixed, gold at $1970

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