Pre-Market IV Report August 19, 2024

Pre-Market IV Report August 19, 2024

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: RGEN MRVI EBS INSM HUMA RDW SIGA CHD PSNL NFE VIPS MP GT SLNO UTHR IMMR HRTG RKLB LQDA INSM RILY

Stocks expected to have increasing option volume: EL PANW LOW SPQ QQQ RUT

Option IV into inflation debate this week in Jackson Hole

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 13; compared to its 52-week range of 10 to 29 into inflation debate this week in Jackson Hole.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 18; compared to its 52-week range of 14 to 37.

Movement

SIGA Technologies (SIGA) 30-day option implied volatility is at 139; compared to its 52-week range of 30 to 227. Call put ratio 3.7 calls to 1 put with focus on September 15 and 20 calls.

Straddle prices into quarter results and inflation debate this week in Jackson Hole

Estee Lauder (EL) August 23 weekly 95 straddle priced for a move of 11.5% into the expected release of quarter results today before the bell. Call put ratio 1 call to 1.2 puts.

Palo Alto Networks (PANW) August 23 weekly 335 straddle priced for a move of 10% into the expected release of quarter results today after the bell.

Lowes (LOW) August 23 weekly 240 straddle priced for a move of 5% into the expected release of quarter results before the bell on August 20.

Medtronic (MDT) August 23 weekly 85 straddle priced for a move of 3% into the expected release of quarter results before the bell on August 20.

Alcon (ALC) September 95 straddle priced for a move of 7% into the expected release of quarter results after the bell on August 20. Call put ratio 5.2 calls to 1 put into quarter results

Toll Brothers (TOL) August 23 weekly 129 straddle priced for a move of 7.5% into the expected release of quarter results before the bell on August 20.

Vipshop (VIPS) September 14 straddle priced for a move of 13% into the expected release of quarter results after the bell on August 20. Call put ratio 9.9 calls to 1 put with focus on November 18 calls.

Coty (COTY) September 10 straddle priced for a move of 12% into the expected release of quarter results after the bell on August 20. Call put ratio 20 calls to 1 put with focus on September 9 and 10 calls.

Xpeng (XPEV) August 23 weekly 11 straddle priced for a move of 12% into the expected release of quarter results before the bell on August 20. Call put ratio 2 calls to 1 put with a focus on August 30 weekly 8 calls.

TJX Companies (TJX) August 23 weekly 111 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on August 21.

Analog Devices (ADI) August 23 weekly 225 straddle priced for a move of 5.5% into the expected release of quarter results before the bell on August 21. Call put ratio 1 call to 2.5 puts.

Target (TGT) August 23 weekly 144 straddle priced for a move of 8% into the expected release of quarter results before the bell on August 21.

Macy’s (M) August 23 weekly 18 straddle priced for a move of 12% into the expected release of quarter results before the bell on August 21.

Movers

Amcor plc (AMCR) 30-day option implied volatility is at 15; compared to its 52-week range of 17 to 74 with a focus on September 11 calls as share price down 5%.

Rocket Lab USA, Inc. (RKLB) 30-day option implied volatility is at 148; compared to its 52-week range of 43 to 95. Call put ratio 7.6 calls to 1 put with focus on January 7, 8 and 10 calls as share price up 16.7%.

Options with decreasing option implied volatility: DLO HUMA ACB MNDY SE BYND COHR SE LUMN OKLO ONON GLNG NU STNE
Increasing unusual option volume: SIGA HRB AUPH MTUM GOGO RKLB SGMO
Increasing unusual call option volume: SIGA RKLB GOGO XND AUPH SGMO GFI
Increasing unusual put option volume: LQDA OWL SNY RKLB PSEC SBLK NDAQ SILJ
Popular stocks with increasing volume: BABA SMCI INTC PFE JD COIN MSTR MU
Active options: NVDA TSLA AAPL PLTR AMZN AMD ASTS META BABA GOOGL RKLB SMCI INTC MSFT PFE JD GOOG COIN MSTR MU
Global S&P Futures mixed in premarket, Nikkei down 1.5%, DAX mixed, WTI Crude oil recently at $76, natural gas mixed, gold at $2543