Pre-Market IV Report August 11, 2021

Pre-Market IV Report August 11, 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 OCGN FUBO NUE ZEV ASTR MVST CPNG

Stocks expected to have increasing option volume: COIN SYY DIS XOP ABNB DASH WW WEN POSH FUBO PASS U RIOT

Movers

Pfizer (PFE) August weekly call option implied volatility is at 36, August is at 31; compared to its 52-week range of 17 to 61. Call put ratio 6.7 calls to 1 put with focus on August weekly calls.

Moderna (MRNA) 30-day option implied volatility is at 83; compared to its 52-week range of 51 to 131. Call put ratio 1.6 calls to 1 put.

Fisker (FSR) 30-day option implied volatility is at 84; compared to its 52-week range of 69 to 205 as shares trend higher. Call put ratio 3.7 calls to 1 put.

Tesla (TSLA) 30-day option implied volatility is at 39; compared to its 52-week range of 40 to 130.

GameStop (GME) 30-day option implied volatility is at 112; compared to its 52-week range of 90 to 552.

AMC Entertainment (AMC) August weekly call option implied volatility is at 155, August is at 153; compared to its 52-week range of 85 to 726. Call put ratio 1.5 calls to 1 put.

Cano Health (CANO) 30-day option implied volatility is at 103; compared to its 52-week range of 50 to 144. Call put ratio 10 calls to 1 put with focus on September 10 calls

Lithium Americas Corp (LAC) 30-day option implied volatility is at 81; compared to its 52-week range of 61 to 205. Call put ratio 11.6 calls to 1 put with focus on 17.50 calls

Option implied volatility for Industrial Metal

Freeport-McMoran (FCX) 30-day option implied volatility is at 44; compared to its 52-week range of 43 to 64.

Southern Copper (SCCO) 30-day option implied volatility is at 34; compared to its 52-week range of 33 to 59. Call put ratio 20 calls to 1 put.

Vale S.A. (VALE) 30-day option implied volatility is at 33; compared to its 52-week range of 30 to 87.

Rio Tinto plc (RIO) 30-day option implied volatility is at 32; compared to its 52-week range of 27 to 43.

BHP Billiton Ltd. (BHP) 30-day option implied volatility is at 37; compared to its 52-week range of 25 to 43. Call put ratio 6 calls to 1 put

U.S. Steel (X) 30-day option implied volatility is at 56; compared to its 52-week range of 55 to 108 amid infrastructure headlines.

Cleveland-Cliffs (CLF) 30-day option implied volatility is at 61; compared to its 52-week range of 55 to 114. Call put ratio 4.1 calls to 1 put amid infrastructure headlines.

Nucor (NUE) 30-day option implied volatility is at 48; compared to its 52-week range of 30 to 48. Call put ratio 5 calls to 1 put amid infrastructure headlines.

Steel Dynamics (STLD) 30-day option implied volatility is at 41; compared to its 52-week range of 36 to 50. Call put ratio 4.6 calls to 1 put amid infrastructure headlines.

TimkenSteel (TMST) 30-day option implied volatility is at 69; compared to its 52-week range of 8 to 208. Call put ratio 6 calls to 1 put amid infrastructure headlines.

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 29; compared to its 52-week range of 26 to 51.

Ishares Silver Trust (SLV) 30-day option implied volatility is at 26; compared to its 52-week range of 24 to 74. Call put ratio 6.8 calls to 1 put.

Straddle prices into expected release of quarter results this week

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

Canada Goose (GOOS) August weekly 44.50 straddle priced for a move of +/- 11% into the expected release of quarter results today.

eBay (EBAY) August weekly 67.50 straddle priced for a move of +/- 6.5% into the expected release of quarter results today after the bell.

Fossil (FOSL) August weekly 13 straddle priced for a move of +/- 18% into the expected release of quarter results today.

Tapestry (TPR) August weekly 44 straddle priced for a move of +/- 6% into the expected release of quarter results today.

Airbnb (ABNB) August weekly 148 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 42 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.

Palantir (PLTR) August weekly 23 straddle priced for a move of +/- 9% 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: ZNGA SNAP PINS EDU TAL
Increasing unusual option volume: ZEV CLMT VSCO IRWD UTZ ARCT CANO FSR BIDU
Increasing unusual call option volume: ZEV CLMT IRWD ARCT CANO FREY
Increasing unusual put option volume: APP MDY MVST NLS GOOS BTBT
Popular stocks with increasing volume: FSR MRNA AAL X CLF MU
Active options: PFE AAPL AMD AMC TSLA MRNA BAC NVDA MU SNAP CLF PLTR PLUG FSR NIO X AAL MSFT LCID AMZN
Global S&P Futures recently mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at 68.48, natural gas mixed, gold at $1733 an ounce