Pre-Market IV Report August 19, 2022

Pre-Market IV Report August 19, 2022

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: EVTL APRN BBBY BIIB ORCL FAZE PSIL ENDP GETY CLNN PGY

Stocks expected to have increasing option volume: BBBY COIN FL DE VIPS AMAT ROST

Option movers

Bed Bath & Beyond (BBBY) August call option implied volatility is at 476, September 298; compared to its 52-week range of 58 to 324 amid Ryan Cohen sells shares.

Straddle price into quarter results

Zoom (ZM) August weekly 103 straddle priced for a move of 14% into the expected release of quarter results on August 22.

Palo Alto Networks (PANW) August weekly 517 straddle priced for a move of 8% into the expected release of quarter results on August 22.

Dicks Sporting Goods (DKS) August weekly 112 straddle priced for a move of 11% into the expected release of quarter results before the bell on August 23.

Macy’s (M) August weekly 20 straddle priced for a move of 12% into the expected release of quarter results before the bell on August 23.

XPeng (XPEV) August weekly 22 straddle priced for a move of 10% into the expected release of quarter results before the bell on August 23.

Pinduoduo (PDD) August weekly 47 straddle priced for a move of 8% into the expected release of quarter results before the bell on August 23.

Nordstrom (JWN) August weekly 24 straddle priced for a move of 18% into the expected release of quarter results after the bell on August 23.

Advanced Auto Parts (AAP) September straddle priced for a move of 8% into the expected release of quarter results before the bell on August 23.

JD.com (JD) August weekly 55 straddle priced for a move of 9% into the expected release of quarter results before the bell on August 23.

Toll Brothers (TOL) August weekly 49 straddle priced for a move of 6% into the expected release of quarter results before the bell on August 23.

Urban Outfitter (URBN) August weekly 23 straddle priced for a move of 17% into the expected release of quarter results after the bell on August 23.

Medtronic (MDT) August weekly 95 straddle priced for a move of 5% into the expected release of quarter results before the bell on August 23.

J.M. Smucker (SJM) September straddle priced for a move of 6% into the expected release of quarter results before the bell on August 23.

Option IV as Bitcoin trades below $24,000

Bit Digital (BTBT) 30-day option implied volatility is at 157; compared to its 52-week range of 95 to 189 as Bitcoin trades below $24,000.

Coinbase (COIN) 30-day option implied volatility is at 107; compared to its 52-week range of 45 to 174.

Marathon Digital (MARA) 30-day option implied volatility is at 123; compared to its 52-week range of 89 to 183.

MicroStrategy (MSTR) 30-day option implied volatility is at 95; compared to its 52-week range of 65 to 221.

Riot Blockchain (RIOT) 30-day option implied volatility is at 125; compared to its 52-week range of 88 to 176.

Options with decreasing option implied volatility: PACB MTTR TGT RIVN KSS ILMN
Increasing unusual option volume: MNMD WEBR MANU LEV TRQ
Increasing unusual call option volume: WEBR MNMD HST BJ WOLF
Increasing unusual put option volume: NTNX WOLF MNMD WEBR BBBY
Popular stocks increasing volume: BBBY CSCO SNAP SQ WBD XOM WMT
Active options: BBBY AAPL TSLA AMZN AMC AMD NVDA META GOOGL CSCO SNAP F BABA MNMD BBIG MSFT SQ WBD XOM WMT
Global S&P Futures lower in premarket, Nikkei mixed, DAX down 1%, WTI Crude oil recently at $89, natural gas down 1%, gold at $1766 an ounce