Pre-Market IV Report August 9, 2023

Pre-Market IV Report August 9, 2023

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Pre-Market IV Report August 9, 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: PODD MRNS ESTA DXCM SSYS DOCU CRDO BGS RVNC SATS USM RPD LFST DDD ADB AB ABT GTLB COHR ZS DOCU AEO VMW KR VMW

Stocks expected to have increasing option volume: RBLX WEN GDRX JACK AKAM TOST DAR TWLO DOCS IAC CELH PENN CPNG RIVN DIS PODD GRWG TTWO SMCI UPST LYFT GO MQ ARRY LAZR BMBL DIS PENN

Movers

NVIDIA (NVDA) 30-day option implied volatility is at 63; compared to its 52-week range of 39 to 68 into expected release of quarter results in late August.

Broadcom (AVGO) 30-day option implied volatility is at 38; compared to its 52-week range of 23 to 57.

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 29; compared to its 52-week range of 24 to 49.

Ishares S&P Software Index Fund (IGV) 30-day option implied volatility is at 23; compared to its 52-week range of 19 to 81. Call put ratio 1 call to 2.4 puts.

Novo Nordisk (NVO) 30-day option implied volatility is at 32; compared to its 52-week range of 20 to 81. Call put ratio 2.6 calls to 1 put as shares rally to record high after reports SELECT trial of semaglutide achieved primary objective.

Eli Lilly & Co. (LLY) 30-day option implied volatility is at 26; compared to its 52-week range of 21 to 38 as share prices at record high.

SLB (SLB) 30-day option implied volatility is at 59; compared to its 52-week range of 33 to 158 as share price near four-year high.

Halliburton (HAL) 30-day option implied volatility is at 34; compared to its 52-week range of 33 to 63 as share prices near four-year high.

SPDR S&P Regional Banking ETF (KRE) 30-day option implied volatility is at 31; compared to its 52-week range of 21 to 81.

Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility is at 15; compared to its 52-week range of 13 to 37. Call put ratio 1 call to 3.5 puts.

Ishares Iboxx $ Investment Grade Corporate Bond Etf (LQD) 30-day option implied volatility is at 10; compared to its 52-week range of 7 to 19.

iShares iBoxx $ High Yield Corporate Bond ETF (HYG) 30-day option implied volatility is at 8; compared to its 52-week range of 6 to 20. Call put ratio 1 call to 46 puts.

Straddle prices into quarter results

Disney (DIS) August weekly 88 straddle is priced for a move of 6.5% into the expected release of quarter results today after the bell.

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

Illumina (ILMN) August weekly 185 straddle is priced for a move of 8% into the expected release of quarter results today after the bell.

Plug Power (PLUG) August weekly 11 straddle is priced for a move of 12% into the expected release of quarter results today after the bell.

Applovin (APP) August 30 straddle is priced for a move of 15% into the expected release of quarter results today after the bell.

U-Haul (UHAL) August 60 straddle is priced for a move of 8% into the expected release of quarter results today after the bell.

Wynn Resorts (WYNN) August weekly 103 straddle is priced for a move of 5.5% into the expected release of quarter results.

Alibaba (BABA) August weekly 94 straddle is priced for a move of 6% into the expected release of quarter results before the bell on August 10.

Ralph Lauren (RL) August 130 straddle is priced for a move of 6.5% into the expected release of quarter results before the bell on August 10.

Movers as low end of range

WeWork (WE) 30-day option implied volatility is at 137; compared to its 52-week range of 30 to 229.

Wheels Up Experience (UP) 30-day option implied volatility is at 188; compared to its 52-week range of 20 to 181.

Options with decreasing option implied volatility: CHGG AUPH TRUP TGTX BYND APLS PLTR VRT W ELF AYX LMND FSR TRIP BHC PINS FVRR FSLY
Increasing unusual option volume: GXO IAU TDC TUP KVUE YELL EURN WMG ICLN COMP
Increasing unusual call option volume: YELL KVUE TUP ARRY AYX COMP MNKD NVO SAGE ALTO
Increasing unusual put option volume: PZZA RILY TUP AYX PACB HTZ OGN IFF      
Popular stocks with increasing volume: PLTR BAC RIVN TLRY LCID NIO BABA C IBM PYPL
Active options: TSLA AAPL PLTR NVDA AMZN AMC AMD NKLA BAC MSFT RIVN TLRY META LCID NIO BABA C GOOGL IBM PYPL
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $82.70, natural gas mixed, gold at $1964

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