Pre-Market IV Report August 9, 2022

Pre-Market IV Report August 9, 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 AMC SOS DOCU BLUE CFVI REV ISEE QURE PGY CLNN ENDP GETY REV

Stocks expected to have increasing option volume: SOFI BBBY AMC GME W COIN DIS CPRI UPST TTWO LMND LAZR GDRX SYY NVDA WMG H RL NCLH GOEV GRPN RIVN NVAX MRNA ACAD AIG SDC BHC H WKHS SAVE CRON GRPN

Straddle price into quarter results

Coinbase (COIN) August weekly 98 straddle priced for a move of 20% into the expected release of quarter results today after the bell.

Norwegian Cruise Line (NCLH) August weekly 13.50 straddle priced for a move of 10.5% into the expected release of quarter results today before the bell.

Capri Holdings (CPRI) August weekly 51 straddle priced for a move of 8% into the expected release of quarter results today before the bell.

Walt Disney (DIS) August weekly 109 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.

Wendy’s (WEN) August 21 straddle priced for a move of 7% into the expected release of quarter results before the bell on August 10.

Jumia (JMIA) August weekly 7 straddle priced for a move of 18% into the expected release of quarter results before the bell on August 10.

Fossil (FOSL) August weekly 7 straddle priced for a move of 20% into the expected release of quarter results after the bell on August 10.

Canada Goose (GOOS) August weekly 21 straddle priced for a move of 16% into the expected release of quarter results before the bell on August 11.

Warby Parker (WRBY) August 12.50 straddle priced for a move of 19% into the expected release of quarter results before the bell on August 11.

Rivian (RIVN) August weekly 38 straddle priced for a move of 11% into the expected release of quarter results after the bell on August 11.

Movement: SOFI BBBY COIN DIS CPRI UPST TTWO LMND GDRX NVDA NCLH GOEV GRPN RIVN NVAX SDC BHC GRPN BBBY GME AMC

Options with decreasing option implied volatility: PINS LYFT FSLY PBR CFLT SST RNG UAA
Increasing unusual option volume: DNUT GBT WOW VRM ALTO
Increasing unusual call option volume: WOW GOOS MNTV VRM ALTO ACI HST
Increasing unusual put option volume: TSN ENVX GDRX PACB VRM RL TTCF
Popular stocks increasing volume: F GME CHPT TLRY UPST INTC DIS
Active options: TSLA AAPL AMC NVDA AMZN BBBY AMD PLTR META F GME CHPT GOOGL NFLX VRM MSFT TLRY UPST INTC DIS
Global S&P Futures mixed in premarket, Nikkei mixed to lower, DAX mixed, WTI Crude oil recently at $90, natural gas down 2%, gold at $1801 an ounce