Pre-Market IV Report August 8, 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: CHGG VTGN ARRY CLAR TCMD IMVT TCMD GTLB NVDS ASAN ZIP MASI MED KOS HASI CPRI MODG WOOF SWAV COHR TMF TBT TLT NVCR
Stocks expected to have increasing option volume: LLY UPS ZTS TDG DDOG GFS PLTR SWKS LCID PARA FIVN TDC RNG BYND QSR FOXA WMG SEAS UA UAA LYFT WYNN RIVN CHGG FIVN HIMS KD RNG
Movers
NVIDIA (NVDA) 30-day option implied volatility is at 62; compared to its 52-week range of 39 to 68 as share price above $450.
United Rentals (URI) 30-day option implied volatility is at 33; compared to its 52-week range of 30 to 55 as share price above $485.
Straddle prices into quarter results
Rivian (RIVN) August weekly 24 straddle is priced for a move of 15% into the expected release of quarter results today after the bell.
Coupang (CPNG) August weekly 18 straddle is priced for a move of 8% into the expected release of quarter results today after the bell.
Take Two (TTWO) August weekly 141 straddle is priced for a move of 7% into the expected release of quarter results today after the bell.
Endeavor (EDR) August 22.5 straddle is priced for a move of 8% into the expected release of quarter results today after the bell.
Toast (TOST) August weekly 20.50 straddle priced for a move of 11% into the expected release of quarter results today after the bell.
Twilio (TWLO) August weekly 62 straddle is priced for a move of 13.5% into the expected release of quarter results today after the bell.
AMC Entertainment (AMC) August weekly 5 straddle is priced for a move of 25% into the expected release of quarter results today after the bell.
Dutch Bros (BROS) August weekly 28 straddle is priced for a move of 12% into the expected release of quarter results today after the bell.
Lyft (LYFT) August weekly 11 straddle is priced for a move of 19% into the expected release of quarter results today after the bell.
Disney (DIS) August weekly 87 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 13% into the expected release of quarter results before the bell on August 9.
Illumina (ILMN) August weekly 187 straddle is priced for a move of 8% into the expected release of quarter results after the bell on August 9.
Plug Power (PLUG) August weekly 11 straddle is priced for a move of 12% into the expected release of quarter results after the bell on August 9.
Applovin (APP) August 30 straddle is priced for a move of 15% into the expected release of quarter results after the bell on August 9.
U-Haul (UHAL) August 60 straddle is priced for a move of 8% into the expected release of quarter results after the bell on August 9.
Wynn Resorts (WYNN) August weekly 105 straddle is priced for a move of 5.5% into the expected release of quarter results.
Options with decreasing option implied volatility: APLS AUPH TGTX TRUP SYM W FVRR ELF HOOD NET SDGR FSLY CFLT ZI BHC U TEAM QS
Increasing unusual option volume: SAGE YELL TUP KVUE COMP RAD AVTR
Increasing unusual call option volume: YELL COMP KVUE TUP SAGE RAD MAXN KOS KTOS FIVN SCCO GEN PLNT FOXA BHC CPRI FE
Increasing unusual put option volume: VNQ RAD TUP IMGN APLS GERN AMRS WW VTRS RNG NAT UAA BNTX CIFR MCHP WULF WOOF APLD
Popular stocks with increasing volume: PYPL NKLA LCID NIO PFE MARA RIVN SOFI SQ WEN RL
Active options: TSLA AAPL PLTR AMZN NVDA AMC AMD PYPL NKLA META MSFT GOOGL LCID NIO PFE MARA RIVN SOFI SQ GOOG
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $81, natural gas mixed, gold at $1967
