Pre-Market IV Report August 1, 2024

Pre-Market IV Report August 1, 2024

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: ALAB ACB NVDL ANF OKTA DELL BURL LULU DG ULTA NTAP BBY HPE SPR IEP USO BKLN TIP UDN

Stocks expected to have increasing option volume: META QCOM ARM LRCX MET AFL AIG ALL EBAY CVNA MGM VAC CHRW ARM HLF NOVA SNBR PAYC ETSY CAKE TDOC COP REGN CI APO BDX MRNA HSY RBLX K LH WEN SHAK RDDT

Straddle price into quarter results

Apple (AAPL) August 2 weekly 222.50 straddle priced for a move of 4% into expected release of quarter results today after the bell.

Amazon (AMZN) August 2 weekly 182.50 straddle priced for a move of 7.5% into expected release of quarter results today after the bell.

Intel (INTC) August 2 weekly 30.50 straddle priced for a move of 8.5% into expected release of quarter results today after the bell.

Exxon Mobil (XOM) August 2 weekly 118 straddle priced for a move of 2.5% into expected release of quarter results after the bell on August 2.

Chevron (CVX) August 2 weekly 160 straddle priced for a move of 2.5% into expected release of quarter results after the bell on August 2.

Movers

DuPont (DD) 30-day option implied volatility is at 18; compared to its 52-week range of 14 to 30 with a focus on 1500 contracts of January 2026 70 puts trading at $3.30 after quarter results.

Ciena (CIEN) 30-day option implied volatility is at 33; compared to its 52-week range of 20 to 94. Call put ratio 4.9 calls to 1 put with focus on 2K contracts of January 65 puts trading at $1.95.

Marriott (MAR) 30-day option implied volatility is at 24; compared to its 52-week range of 18 to 37. Call put ratio 1 call to 2.1 puts with a focus on a spread of August 220 puts and September 210 puts.

Beyond, Inc. (BYON) 30-day option implied volatility is at 82; compared to its 52-week range of 55 to 115 on amid active August 2 weekly 11.5 calls and puts.

Global Payments (GPN) 30-day option implied volatility is at 47; compared to its 52-week range of 20 to 70 with a focus on August 95 and September 85 puts.

Summit Hotel Properties (INN) 30-day option implied volatility is at 36; compared to its 52-week range of 20 to 75 with a focus on December 7.5 calls.

Element Solutions (ESI) 30-day option implied volatility is at 21; compared to its 52-week range of 14 to 35 with a focus on November 30 calls.

Ambev S.a. (ABEV) 30-day option implied volatility is at 35; compared to its 52-week range of 21 to 50 with a focus on 21K contracts of September 2 puts trading at 5c.

Options with decreasing option implied volatility: GRPN BHC HUMA LMND BYON VKTX PINS ALGN QS NYCB SYM CMG CHTR PYPL ANET SOFI BITI HOG GEHC
Increasing unusual option volume: COMM ABEV CERE GXO PEG WES XME LITE LNC FE IGT
Increasing unusual call option volume: PEG WES LITE FE BITO LUMN K IR
Increasing unusual put option volume: LNC XME LSCC TAL CP FGEN CFLT LUMN EW TER
Popular stocks with increasing volume: AVGO PYPL BA CRWD SOFI INTC MU SIRI PLTR TSM PINS SBUX PFE
Active options: NVDA AMD TSLA MSFT AAPL SOFI AMZN META AVGO PYPL BA CRWD INTC MU SIRI PLTR TSM PINS SBUX PFE
Global S&P Futures mixed to lower in premarket, Nikkei down 2.4%, DAX down 1%, WTI Crude oil recently at $78, natural gas up 1%, gold at $2477