Pre-Market IV Report August 10, 2021

Pre-Market IV Report August 10, 2021

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: SNDL CSCO GME CRM FUBO MVST CPNG SPRT HUT COIN IQ UNG NUAN RH CLDR

Stocks expected to have increasing option volume: AMC ELY SDC PLNT NLS LOTZ COIN SYY BNTX DIS XOP NVTA EXAS ABNB DASH REAL DDD CHGG SYY ARMK WISH RIOT

Option IV into quarter results

AMC Entertainment (AMC) August weekly call option implied volatility is at 218, August is at 180; compared to its 52-week range of 85 to 726 into shares trading mixed in the premarket after quarter results. Call put ratio 1.7 calls to 1 put.

Airbnb (ABNB) August weekly call option implied volatility is at 75, August is at 53; compared to its 52-week range of 43 to 114 into the expected release of quarter results after the bell on August 12. Call put ratio 2.4 calls to 1 put.

Walt Disney (DIS) August weekly call option implied volatility is at 43, August is at 32; compared to its 52-week range of 20 to 48 into the expected release of quarter results after the bell on August 12.

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 28; compared to its 52-week range of 26 to 51 as gold trends lower. Call put ratio 1 call to 1.1 puts.

Ishares Silver Trust (SLV) 30-day option implied volatility is at 27; compared to its 52-week range of 24 to 75 into silver pulls back. Call put ratio 2.3 calls to 1 put.

EV charging options active as shares rally on infrastructure headlines

Blink Charging (BLNK) 30-day option implied volatility is at 83; compared to its 52-week range of 71 to 214. Call put ratio 5.8 calls to 1 put with focus on August weekly calls as shares rally on infrastructure headlines.

Chargepoint Holdings Inc. (CHPT) 30-day option implied volatility is at 86; compared to its 52-week range of 64 to 200. Call put ratio 3.8 calls to 1 put.

EVgo (EVGO) 30-day option implied volatility is at 88; compared to its 52-week range of 50 to 150. Call put ratio 12.2 calls to 1 put with focus on August 10 and 12.50 calls.

Straddle prices into expected release of quarter results

FuboTV (FUBO) August weekly 28 straddle priced for a move of +/- 13% into the expected release of quarter results today after the bell.

Poshmark (POSH) August 35 straddle priced for a move of +/- 17% into the expected release of quarter results today after the bell.

Unity Software (U) August 105 straddle priced for a move of +/- 10% into the expected release of quarter results today after the bell.

WW International (WW) August weekly 31 straddle priced for a move of +/- 12.5% into the expected release of quarter results today after the bell.

Bumble (BMBL) August 48 straddle priced for a move of +/- 12.50% into the expected release of quarter results after the bell on August 11.

Canada Goose (GOOS) August weekly 43.50 straddle priced for a move of +/- 10% into the expected release of quarter results on August 11.

eBay (EBAY) August weekly 65.50 straddle priced for a move of +/- 6% into the expected release of quarter results after the bell on August 11.

Fossil (FOSL) August weekly 12 straddle priced for a move of +/- 18% into the expected release of quarter results on August 11.

Tapestry (TPR) August weekly 43 straddle priced for a move of +/- 5% into the expected release of quarter results on August 11.

Airbnb (ABNB) August weekly 150 straddle priced for a move of +/- 6.5% into the expected release of quarter results after the bell on August 12.

Canadian Solar (CSIQ) August weekly 41 straddle priced for a move of +/- 8% into the expected release of quarter results before the bell on August 12.

iQIYI (IQ) August weekly 11 straddle priced for a move of +/- 10% into the expected release of quarter results on August 12.

Walt Disney (DIS) August weekly 177.50 straddle priced for a move of +/- 4% into the expected release of quarter results after the bell on August 12.

Options with decreasing option implied volatility: AMZN SNAP PINS EDU TAL
Increasing unusual option volume: VSCO BTCM EQOS AXSM BTBT
Increasing unusual call option volume: BTCM EQOS ELAN UNIT
Increasing unusual put option volume: AXSM GNOG BTBT BLDP
Popular stocks with increasing volume: SPCE DKNG MRNA HOOD WFC PLTR CCL
Active options: AMD AAPL TSLA MRNA AMC PLTR BAC PFE RIOT F SQ DKNG SNAP NVDA NIO MSFT WISH MARA PLUG CLOV
Global S&P Futures recently mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at 67.46, natural gas mixed, gold at $1736 an ounce