Pre-Market IV Report August 19, 2020

Pre-Market IV Report August 19, 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 with increasing option implied volatility: TEVA ORCL LOW TGT CRBP KODK RIOT SLV GSX PSTG

Options expected to have increasing volume: SRNE A TGT LOW NVDA ROST TJX

Large Cap Tech

NVIDIA (NVDA) August call option implied volatility is at 93, September is at 52; compared to its 52-week range of 28 to 110 into the expected release of quarter results today after the bell. Call put ratio 2.3 calls to 1 put.

Market Vectors Semiconductor ETF (SMH) August call option implied volatility is at 27, September is at 28; compared to its 52-week range of 19 to 91 as shares at upper end of range. Call put ratio 1 call to 1.6 puts.

Technology Select Sector Spdr Fund (XLK) August call option implied volatility is at 21, September is at 24, April is at 34; compared to its 52-week range of 13 to 93.

Health Care Select Sect Fd (XLV) August call option implied volatility is at 13, September is at 15; compared to its 52-week range of 11 to 71 into elections. Call put ratio 1 call to 2.7 puts.

Straddle prices for stocks expected to report quarterly results this week

NVIDIA (NVDA) August 490 straddle priced for a move of 6.5% into the expected release of quarter results today after the bell

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% into the expected release of quarter results before the bell on August 20

Melco Resorts (MLCO) August 20 straddle priced for a move of 6% into the expected release of quarter results before the bell on August 20

Ross Stores (ROST) August 95 straddle priced for a move of 6% 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 92 straddle priced for a move of 14.5% into the expected release of quarter results before the bell on August 21

Sorrento Therapeutics (SRNE) August call option implied volatility is at 158, September is at 200; compared to its 52-week range of 76 to 324 into CFO terminated. Call put ratio 4.7 calls to 1 put with focus on August and September calls.

Teva (TEVA) August call option implied volatility is at 67, September is at 44; compared to its 52-week range of 43 to 133.

Options with decreasing option implied volatility: UPS WMT INTC KSS
Increasing unusual option volume: VST CHD PTEN KODK TEVA KNDI ORCL
Increasing unusual call option volume: KNDI VST CHD PTON JD WKHS VST GRWG
Increasing unusual put option volume: CREE AAP MYL TEVA KODK WFC AR
Popular stocks with increasing volume: NIO UBER WKHS GM ORCL
Active options: TSLA AAPL WMT MSFT AMZN BAC KODK NIO FB UBER ORCL BA INTC AMD NVDA WKHS MU WFC JD GM
Global S&P Futures recently mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $42.56, natural gas mixed, gold at $2001 an ounce