Pre-Market IV Report August 12, 2020

Pre-Market IV Report August 12, 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: SLV JMIA TGT LOW SDC RIOT SE GME AMRN WLL AMC HTZ GME RIOT BABA

Options expected to have increasing volume: TSLA MRNA ROKU LYFT CSCO AMAT BIDU NTES TPR DKNG

Tesla (TSLA) August weekly call option implied volatility is at 64, August is at 60; compared to its 52-week range of 34 to 154 into announcing a five-for-one stock split. Call put ratio 1.1 calls to 1 put.

Moderna (MRNA) August weekly call option implied volatility is at 60, August is at 74; compared to its 52-week range of 51 to 172 into announces U.S. government secures 100M doses of mRNA-1273. Call put ratio 2.1 calls to 1 put.

IV and volume increases as Gold and Silver pulls back

Market Vectors Gold Miners ETF (GDX) August weekly call option implied volatility is at 58, August is at 51; compared to its 52-week range of 22 to 158 as gold trades $1937. Call put ratio 1.6 calls to 1 put.

SPDR Gold Trust (GLD) August weekly call option implied volatility is at 36, August is at 30; compared to its 52-week range of 9 to 44. Call put ratio 2.8 calls to 1 put.

Market Vector Junior Gold Miners Etf (GDXJ) August weekly call option implied volatility is at 66, August is at 60; compared to its 52-week range of 25 to 151. Call put ratio 1.7 calls to 1 put.

Ishares Silver Trust (SLV) August weekly option implied volatility is at 95, August is at 85; compared to its 52-week range of 14 to 94 as silver trades down 2%. Call put ratio 2.7 calls to 1 put.

Straddle prices for stocks expected to report quarterly results this week

Lyft (LYFT) August weekly 30.50 straddle priced for a move of 13% into the expected release of quarter results today after the bell

Brinker (EAT) August weekly 30 straddle priced for a move of 13% into the expected release of quarter results today before the bell

Fossil (FOSL) August 5 straddle priced for a move of 20% into the expected release of quarter results today after the bell

Macys (M) August weekly 7 straddle priced for a move of 7% into the expected release of quarter results today before the bell

Smiledirectclub (SDC) August weekly 9 straddle priced for a move of 15% into the expected release of quarter results today after the bell

Alibaba (BABA) August weekly 250 straddle priced for a move of 4% 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% into the expected release of quarter results after the bell on August 13

Farfetch (FTCH) August 25 straddle priced for a move of 18% into the expected release of quarter results after the bell on August 13

iQIYI (IQ) August weekly 22 straddle priced for a move of 10% 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 18% into the expected release of quarter results before the bell on August 13

NVIDIA (NVDA) August weekly 435 straddle priced for a move of 4% into the expected release of quarter results on August 13

NetEase (NTES) August weekly 455 straddle priced for a move of 7.5% into the expected release of quarter results on August 13

Tapestry (TPR) August weekly 15.50 straddle priced for a move of 12% into the expected release of quarter results before the bell on August 13

DraftKings (DKNG) August weekly 32 straddle priced for a move of 12.5% into the expected release of quarter results before the bell on August 14

Options with decreasing option implied volatility: MAR PINS INTC MCRB AYX
Options with increasing option implied volatility: SLV JMIA TGT LOW SDC RIOT SE GME AMRN WLL AMC HTZ GME RIOT BABA
Options expected to have increasing volume: TSLA MRNA ROKU LYFT CSCO AMAT BIDU NTES TPR DKNG
Increasing unusual option volume: QRTEA CORN IFF ABUS AFL MLCO RTX
Increasing unusual call option volume: CORN ABUS AFL MLCO OMER
Increasing unusual put option volume: AFL MLCO XLC JMIA XLC
Popular stocks with increasing volume: XOM INO DIS NCLH TRLY
Active options: BAC BA AAPL NIO AAL JPM GE AMD MSFT FB C TLRY XOM TSLA WFC INO DIS DAL SRNE NCLH
Global S&P Futures recently up 0.3% in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $42.21, natural gas down 1.2%, gold at $1940 an ounce