Pre-Market IV Report August 17, 2021

Pre-Market IV Report August 17, 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 NNDM CSCO SQQQ WMT MVST SESN BITF SPRT NUE RMO ZEV VOD SRNG VALE RMO

Stocks expected to have increasing option volume: WMT CSCO LOW EAT NVDA BHP DNUT TPR RBLX CREE TGT M MRK BIIB AMGN ABBV BMY MMC GM KR

Alibaba (BABA) option implied volatility flat as shares trade near 15-month low

Alibaba (BABA) 30-day option implied volatility is at 37; compared to its 52-week range of 24 to 56.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 38; compared to its 52-week range of 33 to 71. Call put ratio 1 call to 2.2 puts.

Airliner option IV ticks higher

American Airlines (AAL) 30-day option implied volatility is at 48; compared to its 52-week range of 40 to 117.

Delta Air Lines (DAL) 30-day option implied volatility is at 39; compared to its 52-week range of 32 to 83

Southwest Airlines (LUV) 30-day option implied volatility is at 35; compared to its 52-week range of 28 to 63

United Airlines (UAL) 30-day option implied volatility is at 45; compared to its 52-week range of 37 to 105

Alaska Airlines (ALK) 30-day option implied volatility is at 41; compared to its 52-week range of 34 to 70

Allegiant Air (ALGT) 30-day option implied volatility is at 41; compared to its 52-week range of 36 to 69.

Hawaiian Holdings (HA) 30-day option implied volatility is at 55; compared to its 52-week range of 45 to 91. Call put ratio 3.9 calls to 1 put.

JetBlue Airways (JBLU) 30-day option implied volatility is at 44; compared to its 52-week range of 38 to 81.

Spirit Airlines (SAVE) 30-day option implied volatility is at 55; compared to its 52-week range of 44 to 111.

SkyWest Airlines (SKYW) 30-day option implied volatility is at 46; compared to its 52-week range of 38 to 87.

U.S. Global Jets ETF (JETS) 30-day option implied volatility is at 34; compared to its 52-week range of 26 to 67. Call put ratio 1 call to 2.1 puts.

Straddle prices into expected release of quarter results this week

Cree (CREE) August 87.50 straddle priced for a move of +/- 9% into the expected release of quarter results today after the bell

Home Depot (HD) August 335 straddle priced for a move of +/- 3.5% into the expected release of quarter results today before the bell

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

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

Lowes (LOW) August 192 straddle priced for a move of +/- 5% into the expected release of quarter results on August 17

Bath & Body Works (BIBW) August 62.50 straddle priced for a move of +/- 10% 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 +/- 4.5% 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 70.50 straddle priced for a move of +/- 5% into the expected release of quarter results before the bell on August 18

Target (TGT) August 262 straddle priced for a move of +/- 3.5% into the expected release of quarter results before the bell on August 18

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

Tapestry (TPR) August 44 straddle priced for a move of +/- 8% into the expected release of quarter results on August 19

Estee Lauder (EL) August 330 straddle priced for a move of +/- 5.5% into the expected release of quarter results before the bell on August 19

Farfetch (FTCH) August 40 straddle priced for a move of +/- 13% into the expected release of quarter results after the bell on August 19

Kohls (KSS) August 54 straddle priced for a move of +/- 9% into the expected release of quarter results before the bell on August 19

Macy’s (M) August 19 straddle priced for a move of +/- 11% into the expected release of quarter results before the bell on August 19

Ross Stores (ROST) August 125 straddle priced for a move of +/- 4% into the expected release of quarter results after the bell on August 19

Options with decreasing option implied volatility: SNAP ZEV BYBT PINS TAL
Increasing unusual option volume: AFL GOCO USFD HYZN ED
Increasing unusual call option volume: AFL USFD GOCO ED HYZN
Increasing unusual put option volume: AFL SESN VOO SONO DT
Popular stocks with increasing volume: SNAP F PBR PFE SBUX PLTR
Active options: AAPL TSLA AMC AMD PBR PFE NIO PLTR MRNA MSFT AMZN NVDA WISH FB SNAP BABA BAC SOFI MU F
Global S&P Futures recently mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at 66.99, natural gas down 0.9%, gold at $1794 an ounce