Pre-Market IV Report August 14, 2020

Pre-Market IV Report August 14, 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: ORCL TGT LOW GSX RIOT SLV SE LQD JMIA FTCH DKNG ZS GLUU COUP CORT EXPI AMC GPS AMAT BLNK IQ

Options expected to have increasing volume: DKNG FTCH DDS TSLA BIDU AMAT PYPL BLNK IQ

Tesla (TSLA) August weekly call option implied volatility is at 62, August is at 64; compared to its 52-week range of 34 to 154 into upgraded to Equal Weight from Underweight at Morgan Stanley. Call put ratio 2.2 calls to 1 put.

GSX Techedu Inc. (GSX) August call option implied volatility is at 118, September is at 112; compared to its 52-week range 61 to 167 into the expected release of quarter results before the bell on August 24. Call put ratio 3.1 calls to 1 put.
Market Vectors Gold Miners ETF (NYSE: GDX) 30-day option implied volatility is at 46; compared to its 52-week range of 21 to 158.

Straddle prices for stocks expected to report quarterly results next week

Home Depot (HD) August 282.50 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on August 18

Kohls (KSS) August 23 straddle priced for a move of 16% into the expected release of quarter results before the bell on August 18

Walmart (WMT) August 132 straddle priced for a move of 4% into the expected release of quarter results on August 18

Analog Devices (ADI) August 118 straddle priced for a move of 5% into the expected release of quarter results before the bell on August 19

L Brands (LB) August 27 straddle priced for a move of 12% into the expected release of quarter results after the bell on August 19

Lowes (LOW) August 155 straddle priced for a move of 6% into the expected release of quarter results before the bell on August 19

NVIDIA (NVDA) August 455 straddle priced for a move of 8% into the expected release of quarter results after the bell on August 19

Target (TGT) August 135 straddle priced for a move of 6% into the expected release of quarter results before the bell on August 19

TJX (TJX) August 57 straddle priced for a move of 13% into the expected release of quarter results before the bell on August 19

Vipshop (VIPS) August 23 straddle priced for a move of 14% into the expected release of quarter results before the bell on August 19

Estee Lauder (EL) August 210 straddle priced for a move of 7% into the expected release of quarter results before the bell on August 20

Melco Resorts (MLCO) August 20 straddle priced for a move of 9% into the expected release of quarter results before the bell on August 20

Ross Stores (ROST) August 93 straddle priced for a move of 7% into the expected release of quarter results after the bell on August 20

Deere (DE) August 190 straddle priced for a move of 6% into the expected release of quarter results before the bell on August 21

Pinduoduo (PDD) August 89 straddle priced for a move of 14% into the expected release of quarter results before the bell on August 21

iShares Russell 2000 (RUT) call put ratio 1 calls to 1.3 puts with focus on November 1500 & 1580 calls and September 1400 puts

Options with decreasing option implied volatility: PINS INTC AYX KODX MCRB ITCI SIG NIO
Increasing unusual option volume: PSTG CLNY GRWG VGK PUMP SNDL MARA CORN
Increasing unusual call option volume: PSTG CLNY GRWG TIP SNDL CORN CORT
Increasing unusual put option volume: PRPL SWN EIX VRM RVLV AEO TME FTCH
Popular stocks with increasing volume: CSCO DKNG BA SQ LYFT WMT
Active options: AAPL TSLA CSCO BAC AMD FB MSFT MU SPCE BA NIO AMZN AAL INTC NVDA NKLA SQ LYFT T WMT
Global S&P Futures recently mixed to lower in premarket, Nikkei mixed, DAX down 0.98%, WTI Crude oil recently at $41.96, natural gas mixed, gold at $1955 an ounce