Pre-Market IV Report August 18, 2021

Pre-Market IV Report August 18, 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: CSCO SQQQ CMCSA SNDL TGT SESN MVST NUE PDD BITF SAVA SPNG IPOF

Stocks expected to have increasing option volume: CSCO LOW EAT NVDA DNUT TPR CREE TGT M ADI LITE EAT DDD EPAY CDK VRM PFMT PLCE TJX ALC DNUT A ANAB TLRY OEC AGIO BHP FCX CLF X VALE NUE

Taiwan Semi (TSM) option IV near low end of range as chip stocks pull back

Taiwan Semi (TSM) 30-day option implied volatility is at 25; compared to its 52-week range 23 to 53. Call put ratio 1 call to 1.3 puts.

Option IV amid authorities in Beijing released a new round of proposed regulations.

Alibaba (BABA) 30-day option implied volatility is at 44; compared to its 52-week range of 24 to 56

NIO (NIO) 30-day option implied volatility is at 65; compared to its 52-week range of 55 to 156

JD.com (JD) 30-day option implied volatility is at 48; compared to its 52-week range of 31 to 63

Vipshop (VIPS) 30-day option implied volatility is at 75; compared to its 52-week range of 47 to 131

NetEase (NTES) 30-day option implied volatility is at 54; compared to its 52-week range of 30 to 61

Baidu.com (BIDU) 30-day option implied volatility is at 43; compared to its 52-week range of 31 to 85

iQIYI (IQ) 30-day option implied volatility is at 76; compared to its 52-week range of 46 to 180

Sohu.com, Inc. (SOHU) 30-day option implied volatility is at 59; compared to its 52-week range of 43 to 85

Huazhu Group (HTHT) 30-day option implied volatility is at 49; compared to its 52-week range of 25 to 59

Li Auto (LI) 30-day option implied volatility is at 71; compared to its 52-week range of 60 to 178

Pinduoduo (PDD) 30-day option implied volatility is at 72; compared to its 52-week range of 43 to 85

DiDi Global (DIDI) 30-day option implied volatility is at 104; compared to its 52-week range of 79 to 160

Straddle prices into expected release of quarter results this week

Analog Devices (ADI) August 167 straddle priced for a move of +/- 4% into the expected release of quarter results today after the bell

Bath & Body Works (BBWI) August 60 straddle priced for a move of +/- 9% into the expected release of quarter results today after the bell

Brinker (EAT) August 50 straddle priced for a move of +/- 8% into the expected release of quarter results today before the bell

Cisco (CSCO) August 56 straddle priced for a move of +/- 4.5% into the expected release of quarter results today after the bell

NVIDIA (NVDA) August 195 straddle priced for a move of +/- 5% into the expected release of quarter results today after the bell

TJX (TJX) August 69 straddle priced for a move of +/- 5% into the expected release of quarter results today before the bell

Target (TGT) August 255 straddle priced for a move of +/- 3.5% into the expected release of quarter results today before the bell

Applied Material (AMAT) August 129 straddle priced for a move of +/- 5% into the expected release of quarter results after the bell on August 19

Tapestry (TPR) August 42 straddle priced for a move of +/- 8% into the expected release of quarter results on August 19

Estee Lauder (EL) August 320 straddle priced for a move of +/- 5% into the expected release of quarter results before the bell on August 19

Farfetch (FTCH) August 40 straddle priced for a move of +/- 12% into the expected release of quarter results after the bell on August 19

Kohls (KSS) August 52.50 straddle priced for a move of +/- 9% into the expected release of quarter results before the bell on August 19

Macy’s (M) August 18 straddle priced for a move of +/- 11% into the expected release of quarter results before the bell on August 19

Ross Stores (ROST) August 120 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: SPCE RIO SNAP PINS ZEV
Increasing unusual option volume: QD BNS EWT TVTX BRKS RMD
Increasing unusual call option volume: DEO REKR SIG CREE SESN CNP K
Increasing unusual put option volume: TD EWT TPR GDS
Popular stocks with increasing volume: F MRNA PLTR NIO WMT SOFI RBLX GM
Active options: AAPL TSLA PFE AMC F AMD MSFT BABA MRNA PLTR NIO NVDA FB AMZN BAC WMT WISH SOFI RBLX GM
Global S&P Futures recently mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at 66.93, natural gas down 0.9%, gold at $1789 an ounce