Pre-Market IV Report August 15, 2024

Pre-Market IV Report August 15, 2024

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: EBS SIGA IRBT EWCZ LOGC UWMC ACI HEI RILY LQDA

Stocks expected to have increasing option volume: WMT CSCO LUV BABA AMAT DE JD LITE ANVS DLO GOEV STNE ASTS POET NKE ULTA

Nike (NKE) 30-day option implied volatility is at 27; compared to its 52-week range of 19 to 43. Call put ratio 3.3 calls to 1 put into Pershing Square takes new stake in Nike.

Ulta Beauty (ULTA) 30-day option implied volatility is at 50; compared to its 52-week range of 20 to 54 into Berkshire Hathaway takes new stake in Ulta Beauty. Call put ratio 1.1 calls to 1 put into expected release of quarter results on August 29.

Snowflake (SNOW) 30-day option implied volatility is at 67; compared to its 52-week range of 33 to 82 into Berkshire Hathaway exits Snowflake in Q2.

Straddle prices into quarter results

Walmart (WMT) August 69 straddle priced for a move of 6% into expected release of quarter results today before the bell.

Alibaba (BABA) August 81 straddle priced for a move of 5% into expected release of quarter results today before the bell. Call put ratio 2.4 calls to 1 put.

Applied Materials (AMAT) August 202 straddle priced for a move of 6% into expected release of quarter results today after the bell. Call put ratio 1.1 calls to 1 put.

Deere (DE) August 350 straddle priced for a move of 6% into expected release of quarter results today before the bell.

JD.com (JD) August 26 straddle priced for a move of 6% into expected release of quarter results today before the bell.

Tapestry (TPR) August 38 straddle priced for a move of 10% into expected release of quarter results today. Call put ratio 2.8 calls to 1 put.

Movers

Performance Food Group (PFGC) 30-day option implied volatility is at 22; compared to its 52-week range of 14 to 70 with a focus on August 75 calls.

Serve Robotics (SERV) 30-day option implied volatility is at 182; compared to its 52-week range of 20 to 253 with a focus on September 14 and 16 calls.

Arch Coal, Inc. (ARCH) 30-day option implied volatility is at 37; compared to its 52-week range of 29 to 80 with a focus on February 140 calls as share price down.

US Global Jets ETF (JETS) 30-day option implied volatility is at 31; compared to its 52-week range of 19 to 36 with a focus on December 14 and 16 puts.

Futu Holdings Limited (FUTU) 30-day option implied volatility is at 53; compared to its 52-week range of 41 to 65 with a focus on September 30 puts.

Options with decreasing option implied volatility: SAVA HUMA IOVA FSLY DUOL MGNI LUMN APSN APP AKAM ARRY MNDY
Increasing unusual option volume: ROIV SIGA K ENB LUMN GRAB GFI CRMD BBD NICE EAT ACI
Increasing unusual call option volume: ENB SIGA K LUMN GRAB GFI BTU VNOM UBS CRMD RMD TPR
Increasing unusual put option volume: SYM EAT LUMN EMB HL MPLX OUST WOLF EW ALTM LQDA JETS FNV CLOV SIL
Popular stocks with increasing volume: SBUX PLTR INTC BABA WMT CSCO SMCI MU XOM CMG
Active options: NVDA TSLA AAPL SBUX GOOGL AMZN PLTR AMD META INTC BABA MSFT GOOG WMT CSCO SMCI MU XOM MARA CMG
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $77.50, natural gas mixed, gold at $2494