Pre-Market IV Report August 16, 2021

Pre-Market IV Report August 16, 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: TGT WMT SNDL CSCO MVST BEKE SPRT BITF HUT NVDA

Stocks expected to have increasing option volume: SONO CSCO LOW EAT NVDA BHP DNUT TPR RBLX CREE WMT TGT M SESN MRNA

FANG IV near lower end of range

Apple (AAPL) 30-day option implied volatility is at 21; compared to its 52-week range of 19 to 62.
Alphabet (GOOGL) 30-day option implied volatility is at 18; compared to its 52-week range of 18 to 49

Microsoft (MSFT) 30-day option implied volatility is at 16; compared to its 52-week range of 16 to 49

Amazon (AMZN) 30-day option implied volatility is at 20; compared to its 52-week range of 21 to 55

Facebook (FB) 30-day option implied volatility is at 22; compared to its 52-week range of 22 to 55

Netflix (NFLX) 30-day option implied volatility is at 21; compared to its 52-week range of 22 to 63

Vanguard Mega Cap Growth Etf (MGK) 30-day option implied volatility is at 16; compared to its 52-week range of 13 to 41

Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility is at 18; compared to its 52-week range of 17 to 39.

Sesen Bio (SESN) 30-day option implied volatility is at 259; compared to its 52-week range of 36 to 394 after receives CRL from FDA for Vicineum. Call put ratio 2.4 calls to 1 put.

Straddle prices into expected release of quarter results this week

Roblox (RBLX) August 84 straddle priced for a move of +/- 13% into the expected release of quarter results after the bell on August 16

Tapestry (TPR) August 44 straddle priced for a move of +/- 9% into the expected release of quarter results on August 16

Krispy Kreme (DNUT) August 15 straddle priced for a move of +/- 12% into the expected release of quarter results on August 16

BHP (BHP) August 77.50 straddle priced for a move of +/- 3.5% into the expected release of quarter results on August 16

Agilent (A) August 160 straddle priced for a move of +/- 4.5% into the expected release of quarter results on August 16
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Cree (CREE) August 91 straddle priced for a move of +/- 9% into the expected release of quarter results after the bell on August 17

Home Depot (HD) August 330 straddle priced for a move of +/- 3.5% 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 170 straddle priced for a move of +/- 4% into the expected release of quarter results after the bell on August 18

Bath & Body Works (BBWI) August 60 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 +/- 9.5% 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 201 straddle priced for a move of +/- 5.5% into the expected release of quarter results after the bell on August 18

TJX (TJX) August 70.50 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
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Applied Material (AMAT) August 130 straddle priced for a move of +/- 5% into the expected release of quarter results after the bell on August 19

Options with decreasing option implied volatility: BTBT SNAP PINS EDU TAL
Increasing unusual option volume: GOCO NVO ALC SESN ZNGA
Increasing unusual call option volume: GOCO NVO REKR SKIN SESN
Increasing unusual put option volume: SESN JOBY LFMD TTCF PII
Popular stocks with increasing volume: DIS ABNB BABA AAL NVDA
Active options: TSLA AAPL AMD WISH DIS AMC PLTR PFE SOFI NVDA MRNA MSFT NIO ABNB AMZN UPST RKT BABA CLOV AAL
Global S&P Futures recently mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at 67.95, natural gas mixed, gold at $1773 an ounce