Pre-Market IV Report August 19, 2021

Pre-Market IV Report August 19, 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: SAVA GDS SRNG SGOC INSM CBOE NVDA FL CSCO FTCH M KSS

Stocks expected to have increasing option volume: CSCO NVDA HOOD TPR KSS AMAT ROST EL TPR CREE M ADI TJX

Option implied volatility for Industrial resource stocks are flat as shares pull back from upper end of range

Freeport-McMoran (FCX) 30-day option implied volatility is at 45; compared to its 52-week range of 41 to 64.

Southern Copper (SCCO) 30-day option implied volatility is at 36; compared to its 52-week range of 33 to 59.

Vale S.A. (VALE) 30-day option implied volatility is at 49; compared to its 52-week range of 30 to 87.
Rio Tinto plc (RIO) 30-day option implied volatility is at 31; compared to its 52-week range of 27 to 43.

BHP Billiton Ltd. (BHP) 30-day option implied volatility is at 49; compared to its 52-week range of 25 to 49. Call put ratio 2.2 calls to 1 put.

Option implied volatility for Industrial Metal stocks as shares at upper end of range

U.S. Steel (X) 30-day option implied volatility is at 63; compared to its 52-week range of 55 to 108. Call put ratio 2.4 calls to 1 put as shares near three-year high.

Cleveland-Cliffs (CLF) 30-day option implied volatility is at 60; compared to its 52-week range of 55 to 114. Call put ratio 2.5 calls to 1.

Nucor (NUE) 30-day option implied volatility is at 43; compared to its 52-week range of 30 to 48. Call put ratio 1.7 calls to 1 put.

Steel Dynamics (STLD) 30-day option implied volatility is at 44; compared to its 52-week range of 36 to 50. Call put ratio 3.7 calls to 1 put.

TimkenSteel (TMST) 30-day option implied volatility is at 70; compared to its 52-week range of 8 to 208. Call put ratio 254 calls to 1 put.

Straddle prices into expected release of quarter results this week

Applied Material (AMAT) August 127 straddle priced for a move of +/- 5% into the expected release of quarter results today after the bell

Tapestry (TPR) August 41.50 straddle priced for a move of +/- 8% into the expected release of quarter results today

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

Farfetch (FTCH) August 40 straddle priced for a move of +/- 14% into the expected release of quarter results today after the bell

Kohls (KSS) August 52 straddle priced for a move of +/- 8.5% into the expected release of quarter results today before the bell

Macy’s (M) August 18 straddle priced for a move of +/- 10% into the expected release of quarter results today before the bell

Ross Stores (ROST) August 124 straddle priced for a move of +/- 4% into the expected release of quarter results today after the bell

Buckle (BKE) August 42.50 straddle priced for a move of +/- 7% into the expected release of quarter results before the bell on August 20

Deere (DE) August 370 straddle priced for a move of +/- 4% into the expected release of quarter results before the bell on August 20

Foot Locker (FL) August 54 straddle priced for a move of +/- 8% into the expected release of quarter results before the bell on August 20

Options with decreasing option implied volatility: PAA VXRT LOW DNUT WMT TGT
Increasing unusual option volume: TV ACM GSK ELAN CBOE
Increasing unusual call option volume: ACM GSK TTI CLMT IEP CBOE
Increasing unusual put option volume: TPR DNMR PACB SESN
Popular stocks with increasing volume: MRNA VIAC WBA TLRY HOOD X F LOW CCL
Active options: AAPL PFE TSLA PLTR AMD NVDA AMC NIO BABA MRNA VIAC MSFT WBA AMZN TLRY HOOD X F LOW CCL
Global S&P Futures recently lower in premarket, Nikkei down 1%, DAX mixed, WTI Crude oil recently at 64.12, natural gas down 1.4%, gold at $1781 an ounce