Pre-Market IV Report August 8, 2022

Market Rebellion

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

Pre-Market IV Report August 8, 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: BBBY FRGE BLUE AMC SOS CFVI FAZE AVDL BLUE WEBR AMC LMND SHLS PGY GETY ENDP GLBS REV

Stocks expected to have increasing option volume: COIN DIS PLTR GBT CPRI CG TSN GOLD

Straddle price into quarter results

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

Tyson (TSN) August 87.50 straddle priced for a move of 7% into the expected release of quarter results today before the bell.

Barrick Gold (GOLD) August weekly 15.5 straddle priced for a move of 6.5% into the expected release of quarter results today before the bell.

BioNTech SE (BNTX) August weekly 182 straddle priced for a move of 8% into the expected release of quarter results today before the bell.

Upstart (UPST) August weekly 29.50 straddle priced for a move of 13% into the expected release of quarter results today after the bell.

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

Blue Apron (APRN) August 3 straddle priced for a move of 20% into the expected release of quarter results today before the bell.

Lemonade (LMND) August weekly 24 straddle priced for a move of 16% into the expected release of quarter results before the bell on August 9.

AIG (AIG) August weekly 52 straddle priced for a move of 5.5% into the expected release of quarter results before the bell on August 9.

Coinbase (COIN) August weekly 93 straddle priced for a move of 21% into the expected release of quarter results after the bell on August 9.

Bausch Health (BHC) August weekly 5.5 straddle priced for a move of 20% 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 11% 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 50 straddle priced for a move of 9.5% 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% into the expected release of quarter results before the bell on August 9.

Walt Disney (DIS) August weekly 107 straddle priced for a move of 6% into the expected release of quarter results after the bell on August 10.

Dutch Bros Inc. (BROS) August weekly 45 straddle priced for a move of 19% into the expected release of quarter results after the bell on August 10.

Rivian (RIVN) August weekly 35.5 straddle priced for a move of 13% into the expected release of quarter results after the bell on August 11.

Option IV

General Electric (GE) 30-day option implied volatility is at 33; compared to its 52-week range of 27 to 48 into time to buy the stock, Barron’s says.

Weber Inc. (WEBR) 30-day option implied volatility is at 107; compared to its 52-week range of 51 to 146. Call put ratio 7.3 calls to 1 put with focus on August 7.5 and 10 calls.

NCR Corp. (NCR) 30-day option implied volatility is at 61; compared to its 52-week range of 36 to 124. call put ratio 15 calls to 1 put.

Global Blood Therapeutics (GBT) August call option implied volatility is at 77, September is at 64; compared to its 52-week range of 52 to 143 after Pfizer (PFE) in talks to buy Global Blood Therapeutics, WSJ says. Call put ratio 2.5 calls to 1 put with focus on August 65 and 70 calls.

Options with decreasing option implied volatility: RDBX SST CFLT FSLY PINS RNG LYFT DASH CAR UAA PYPL DISH UBER SOFI
Increasing unusual option volume: GBT EVFM NLSN TIP WB WEBR NCR
Increasing unusual call option volume: GBT WB EVFM ISEE FTAI COMM IRBT
Increasing unusual put option volume: ENVX TIP NVTA EWJ ELY VSCO EWJ IRM
Popular stocks increasing volume: F WBD DKNG PLTR CVNA SQ COIN GME INTC BBBY
Active options: TSLA AMC AAPL AMZN AMD META BBBY F WBD NVDA DKNG BABA GOOGL PLTR CVNA SQ COIN MSFT GME INTC
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed to higher, WTI Crude oil recently at $89, natural gas down 2%, gold at $1794 an ounce

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