Pre-Market IV Report August 18, 2020

Pre-Market IV Report August 18, 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 expected to have increasing volume: WMT KSS AAP TGT LOW TJX NVDA ROST EL TSLA AAPL

Increasing unusual option volume: RXT CLNY GRWG MARA VXRT AAP KNDI DKS WMT

Apple (AAPL) August call option implied volatility is at 33, September is at 35; compared to its 52-week range of 18 to 90 into 4 for 1 stock split. Call put ratio 2.2 calls to 1 put.

Tesla (TSLA) August call option implied volatility is at 80, September is at 73; compared to its 52-week range of 34 to 154 into 5 for 1 stock split. Call put ratio 2.1 calls to 1 put.

NIO Inc. (NIO) 30-day option implied volatility is at 90; compared to its 52-week range of 77 to 221. Call put ratio 3.7 calls to 1 put.

Workhorse Group (WKHS) 30-day option implied volatility is at 137; compared to its 52-week range of 102 to 287. Call put ratio 2.8 calls to 1 put.

Nikola (NKLA) 30-day option implied volatility is at 127; compared to its 52-week range of 67 to 305. Call put ratio 2.2 calls to 1 put.

Electrameccanica Vehicles (SOLO) 30-day option implied volatility is at 154; compared to its 52-week range of 77 to 400. Call put ratio 15.5 calls to 1 put.

Blink Charging (BLNK) 30-day option implied volatility is at 131; compared to its 52-week range of 59 to 266. Call put ratio 1 call to 1.5 puts.

Straddle prices for stocks expected to report quarterly results this week

Home Depot (HD) August 287.50 straddle priced for a move of 4% into the expected release of quarter results today before the bell

Kohls (KSS) August 23.5 straddle priced for a move of 13% into the expected release of quarter results today before the bell

Walmart (WMT) August 135 straddle priced for a move of 4% into the expected release of quarter results today

Advanced Auto Parts (AAP) August 160 straddle priced for a move of 8% into the expected release of quarter results today

Agilent Technologies (A) August 97.50 straddle priced for a move of 5.5% into the expected release of quarter results today after the bell

Analog Devices (ADI) August 117 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on August 19

L Brands (LB) August 29 straddle priced for a move of 10% into the expected release of quarter results after the bell on August 19

Lowes (LOW) August 159 straddle priced for a move of 6% into the expected release of quarter results before the bell on August 19

NVIDIA (NVDA) August 495 straddle priced for a move of 6.5% into the expected release of quarter results after the bell on August 19

Target (TGT) August 139 straddle priced for a move of 6% into the expected release of quarter results before the bell on August 19

TJX (TJX) August 59 straddle priced for a move of 12% into the expected release of quarter results before the bell on August 19

Vipshop (VIPS) August 24 straddle priced for a move of 13% into the expected release of quarter results before the bell on August 19

Estee Lauder (EL) August 210 straddle priced for a move of 7.5% into the expected release of quarter results before the bell on August 20

Melco Resorts (MLCO) August 20 straddle priced for a move of 8% into the expected release of quarter results before the bell on August 20

Ross Stores (ROST) August 97 straddle priced for a move of 7% into the expected release of quarter results after the bell on August 20

Deere (DE) August 192.50 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on August 21

Pinduoduo (PDD) August 90 straddle priced for a move of 14% into the expected release of quarter results before the bell on August 21

Options with decreasing option implied volatility: TSM PINS INTC KODK PRNB JMIA TLRY
Options with increasing option implied volatility: ORCL LOW TGT LQD RIOT SLV GSX SE CRBP CLVS TRIL RXT
Increasing unusual call option volume: GRWG IEF CLNY MARA AAP VXRT
Increasing unusual put option volume: CPRI AAP OLLI FE FMCI BLNK CF KKR
Popular stocks with increasing volume: AAL NIO ZM JD INTC
Active options: TSLA AAPL WMT BAC NIO MSFT NVDA GOLD BA CSCO AMD GM AAL JD INTC FB WFC ZM JPM MU

Global S&P Futures recently mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $42.91, natural gas mixed, gold at $2016 an ounce