Pre-Market IV Report August 10, 2020

Pre-Market IV Report August 10, 2020

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: AMRN WLL AMC HTZ GME JMIA RIOT SLV BABA JMIA

Options expected to have increasing volume: KODK MAR LYFT RCL TRLY ABX OXY SPG CSCO AMAT BIDU NTES TPR DKNG

Straddle prices for stocks expected to report quarterly results this week

Marriott (MAR) August weekly 94 straddle priced for a move of 9% into the expected release of quarter results today before the bell

Novavax (NVAX) August weekly 170 straddle priced for a move of 18% into the expected release of quarter results today after the bell

Occidental Petroleum (OXY) August weekly 15 straddle priced for a move of 4% into the expected release of quarter results today after the bell

Royal Caribbean Cruise (RCL) August weekly 52 straddle priced for a move of 11% into the expected release of quarter results today

Simon Property Group (SPG) August 62 straddle priced for a move of 13% into the expected release of quarter results today after the bell

Sohu (SOHU) August 25 straddle priced for a move of 17% into the expected release of quarter results today before the bell

Tilray (TLRY) August weekly 7.5 straddle priced for a move of 17% into the expected release of quarter results today after the bell

Eastman Kodak (KODK) August weekly 15 straddle priced for a move of 25% into the expected release of quarter results today

Canada Goose (GOOS) August weekly 24 straddle priced for a move of 18% into the expected release of quarter results on August 11

Casper Sleep (CSPR) August 8.50 straddle priced for a move of 33% into the expected release of quarter results before the bell on August 11

Sysco (SYY) August weekly 58 straddle priced for a move of 7% into the expected release of quarter results before the bell on August 11

Brinker (EAT) August weekly 30 straddle priced for a move of 16% into the expected release of quarter results before the bell on August 12

Fossil (FOSL) August 4 straddle priced for a move of 25% into the expected release of quarter results after the bell on August 12

Lyft (LYFT) August weekly 30 straddle priced for a move of 13% into the expected release of quarter results after the bell on August 12

Lemonade (LMND) August 65 straddle priced for a move of 21% into the expected release of quarter results before the bell on August 12

Macys (M) August weekly 6.5 straddle priced for a move of 10% into the expected release of quarter results before the bell on August 12

Smiledirectclub (SDC) August weekly 9 straddle priced for a move of 20% into the expected release of quarter results after the bell on August 12

Vipshop Holdings (VIPS) August weekly 23 straddle priced for a move of 13% into the expected release of quarter results on August 12

Alibaba (BABA) August weekly 252.50 straddle priced for a move of 5.5% into the expected release of quarter results before the bell on August 13

Baidu (BIDU) August weekly 125 straddle priced for a move of 6.5% into the expected release of quarter results after the bell on August 13

Dillards (DDS) August weekly 27.5 straddle priced for a move of 20% into the expected release of quarter results before the bell on August 13

Farfetch (FTCH) August 27 straddle priced for a move of 17% into the expected release of quarter results after the bell on August 13

iQIYI (IQ) August weekly 22.50 straddle priced for a move of 11% into the expected release of quarter results after the bell on August 13

NVIDIA (NVDA) August weekly 447.50 straddle priced for a move of 5% into the expected release of quarter results on August 13

NetEase (NTES) August weekly 467.50 straddle priced for a move of 9% into the expected release of quarter results on August 13

Tapestry (TPR) August weekly 14.50 straddle priced for a move of 14% into the expected release of quarter results before the bell on August 13

DraftKings (DKNG) August weekly 34 straddle priced for a move of 14% into the expected release of quarter results before the bell on August 14

Kodak (KODK) 30-day option implied volatility is at 221; compared to its 52-week range of 71 to 330 into reports DFC says will not proceed with Eastman Kodak loan unless allegations cleared.

Options with decreasing option implied volatility: UPS PINS INTC ADT KODK
Increasing unusual option volume: HLF PBI IFF KNDI TAN ABUS AXL MARA
Increasing unusual call option volume: JMIA KNDI AXL AAP ABUS ZG MARA FNKO ARLO SAIL
Increasing unusual put option volume: YELP HLF RRC IBN NYMT YELP TUR FE AGQ TME
Popular stocks with increasing volume: FB INTC UBER DIS AAL ROKU
Active options: FB AAPL BAC TSLA AMD MSFT INTC BABA AMZN UBER DIS T AAL SNAP ROKU JPM NIO BA NFLX WFC
Global S&P Futures recently mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $41.80, natural gas up 1%, gold at $203 an ounce