Pre-Market IV Report August 13, 2021

Pre-Market IV Report August 13, 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 RKT DM GME NUE MVST BITF SPRT HUT PCG WISH ZEV RH

Stocks expected to have increasing option volume: DIS ABNB DASH RKT WISH LAZR SOFI

Chip IV

Micron Technology (MU) August weekly call option implied volatility is at 35, August is at 34; compared to its 52-week range of 30 to 61 as shares sell off. Call put ratio 1.3 calls to 1 put.

NVIDIA (NVDA) August call option implied volatility is at 51, September is at 39; compared to its 52-week range of 32 to 67 into the expected release of quarter results after the bell on August 18

Analog Devices (ADI) August call option implied volatility is at 32, September is at 29; compared to its 52-week range of 22 to 43 into the expected release of quarter results after the bell on August 18. Call put ratio 1 call to 1.8 puts.

Applied Material (AMAT) August call option implied volatility is at 51, September is at 36; compared to its 52-week range of 30 to 54 into the expected release of quarter results after the bell on August 19.

Market Vectors Semiconductor ETF (SMH) August call option implied volatility is at 21, September is at 23; compared to its 52-week range of 22 to 43. Call put ratio 3 calls to 1 put with focus on August November spreaders.

Straddle prices into expected release of quarter results next week

Cree (CREE) August 91.50 straddle priced for a move of +/- 9.5% into the expected release of quarter results after the bell on August 17

Home Depot (HD) August 335 straddle priced for a move of +/- 3% into the expected release of quarter results before the bell on August 17

Walmart (WMT) August 150 straddle priced for a move of +/- 3% into the expected release of quarter results on August 17

Analog Devices (ADI) August 167.50 straddle priced for a move of +/- 5% into the expected release of quarter results after the bell on August 18

Bath & Body Works (BBWI) August 62.50 straddle priced for a move of +/- 8% into the expected release of quarter results after the bell on August 18

Brinker (EAT) August 55 straddle priced for a move of +/- 9% into the expected release of quarter results before the bell on August 18

Cisco (CSCO) August 56.50 straddle priced for a move of +/- 5% into the expected release of quarter results after the bell on August 18

NVIDIA (NVDA) August 200 straddle priced for a move of +/- 5.5% into the expected release of quarter results after the bell on August 18

TJX (TJX) August 71.50 straddle priced for a move of +/- 5.5% into the expected release of quarter results before the bell on August 18

Target (TGT) August 260 straddle priced for a move of +/- 3.5% into the expected release of quarter results before the bell on August 18
19
Applied Material (AMAT) August 129 straddle priced for a move of +/- 5.5% into the expected release of quarter results after the bell on August 19

Options with decreasing option implied volatility: BTBT PINS SNAP EDU TAL HOOD REAL GRPN DDD FUBO
Increasing unusual option volume: EGHT GOCO IAA IHRT FICO
Increasing unusual call option volume: IHRT IAA GOCO EGHT IP DOCS
Increasing unusual put option volume: ENB SESN ATER SONO JOBY TPR VRM
Popular stocks with increasing volume: MRNA PFE SOFI WISH BAC DIS BABA ZNGA DKNG MU
Active options: AAPL PLTR TSLA AMC MU CLOV MRNA AMD NIO PFE SOFI NVDA AMZN BA WISH BAC DIS BABA ZNGA DKNG
Global S&P Futures recently mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at 68.50, natural gas down 1%, gold at $1758 an ounce