Pre-Market IV Report August 12, 2021

Pre-Market IV Report August 12, 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 CPNG OCGN ASTR MVST CPNG BITF NUE

Stocks expected to have increasing option volume: DIS ABNB DASH PLTR RIDE IQ GOOS EBAY FOSL GDRX BIDU OPEN CPNG SONO MU BLNK BMBL

Option IV decreases: MRNA HOOD AMC

Moderna (MRNA) August weekly call option implied volatility is at 92, August is at 81; compared to its 52-week range of 51 to 131.

Robinhood (HOOD) August weekly (13) call option implied volatility is at 111, August is at 113.

AMC Entertainment (AMC) August weekly call option implied volatility is at 131, August is at 132; compared to its 52-week range of 85 to 726.

Option IV for airlines amid Covid booking expectations

Spirit Airlines (SAVE) 30-day option implied volatility is at 57; compared to its 52-week range of 44 to 111.

SkyWest Airlines (SKYW) 30-day option implied volatility is at 44; compared to its 52-week range of 38 to 87.

American Airlines (AAL) 30-day option implied volatility is at 44; compared to its 52-week range of 43 to 117.

Delta Air Lines (DAL) 30-day option implied volatility is at 38; compared to its 52-week range of 32 to 83

Southwest Airlines (LUV) 30-day option implied volatility is at 33; compared to its 52-week range of 28 to 63

United Airlines (UAL) 30-day option implied volatility is at 43; compared to its 52-week range of 37 to 105

Alaska Airlines (ALK) 30-day option implied volatility is at 39; compared to its 52-week range of 34 to 70

Allegiant Air (ALGT) 30-day option implied volatility is at 40; compared to its 52-week range of 36 to 69.

Hawaiian Holdings (HA) 30-day option implied volatility is at 54; compared to its 52-week range of 45 to 91.

JetBlue Airways (JBLU) 30-day option implied volatility is at 45; compared to its 52-week range of 38 to 81.

U.S. Global Jets ETF (JETS) 30-day option implied volatility is at 25; compared to its 52-week range of 25 to 67

Straddle prices into expected release of quarter results this week

Airbnb (ABNB) August weekly 148 straddle priced for a move of +/- 6.5% into the expected release of quarter results today after the bell.

Canadian Solar (CSIQ) August weekly 41.50 straddle priced for a move of +/- 7.5% into the expected release of quarter results today before the bell.

iQIYI (IQ) August weekly 10.50 straddle priced for a move of +/- 12% into the expected release of quarter results today.

Palantir (PLTR) August weekly 22 straddle priced for a move of +/- 9.5% into the expected release of quarter results today.

Walt Disney (DIS) August weekly 177.50 straddle priced for a move of +/- 4.5% into the expected release of quarter results today after the bell.

Door Dash (DASH) August weekly 190 straddle priced for a move of +/- 9% into the expected release of quarter results today

Baidu (BIDU) August weekly 165 straddle priced for a move of +/- 5% into the expected release of quarter results today before the bell.

GoodRx Holdings (GDRX) August 30 straddle priced for a move of +/- 13% into the expected release of quarter results today before the bell.

Options with decreasing option implied volatility: BTBT PINS SNAP EDU TAL
Increasing unusual option volume: RIO IHRT PUBM JOBY BHF
Increasing unusual call option volume: RIO IHRT GLNG JOBY PCG
Increasing unusual put option volume: JOBY APPH WIX ACI WW GOOS MVST
Popular stocks with increasing volume: BP BAC PLTR SPCE COIN PCG MRNA
Active options: MRNA AAPL AMD XOM TSLA AMC WMT PFE BP BAC PLTR FUBO NVDA SPCE AMZN COIN NIO MU PCG BA
Global S&P Futures recently mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at 69.42, natural gas mixed, gold at $1759 an ounce