Pre-Market IV Report August 2, 2024

Pre-Market IV Report August 2, 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: ALAB NVDL ZI OKTA NVDA ANF MDB DELL NTAP LULU BURL DG ULTA BBY CRM HA MP SGML

Stocks expected to have increasing option volume: AAPL AMZN VRTX INTC BKNG COIN MCHP PRU TEAM DASH MPWR SQ NET SNAP DKNG CLX TWLO ROKU XOM CVX FLR XPOF PCOR OPEN TWLO X

Movers

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 17; compared to its 52-week range of 10 to 19.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 24; compared to its 52-week range of 14 to 24.

Intel (INTC) 30-day option implied volatility is at 54; compared to its 52-week range of 28 to 54 into dividend suspension.

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 32; compared to its 52-week range of 25 to 40. Call put ratio 2.1 calls to 1 put as gold near upper end of range.

Ishares Msci Japan Etf (EWJ) 30-day option implied volatility is at 19; compared to its 52-week range of 12 to 65 amid active option volume of 6K contracts with focus on August 68 puts as Japan stocks move lower.

Straddle price into quarter results

CSX (CSX) August 9 weekly 35 straddle priced for a move of 4.5% into expected release of quarter results after the bell on August 5.

Palantir (PLTR) August 9 weekly 26 straddle priced for a move of 14% into expected release of quarter results after the bell on August 5.

Simon Property (SPG) August 155 straddle priced for a move of 5% into expected release of quarter results after the bell on August 5.

Diamondback Energy (FANG) August 9 weekly straddle priced for a move of % into expected release of quarter results after the bell on August 5.

Tyson Foods (TSN) August 60 straddle priced for a move of 6.5% into expected release of quarter results before the bell on August 5.

Movement

Lumen Technologies (LUMN) 30-day option implied volatility is at 188; compared to its 52-week range of 37 to 188 amid active option volume of 346K contracts amid active September 6 calls.

Lam Research (LRCX) 30-day option implied volatility is at 45; compared to its 52-week range of 26 to 48. Call put ratio 1 call to 1 put on 36K contracts with focus on August weekly and August options.

Bentley Systems Inc. (BSY) 30-day option implied volatility is at 38; compared to its 52-week range of 21 to 74 with a focus on August 45 puts.

Helmerich & Payne (HP) 30-day option implied volatility is at 33; compared to its 52-week range of 26 to 85 with a focus on September 35 puts.

Tandem Diabetes (TNDM) 30-day option implied volatility is at 105; compared to its 52-week range of 51 to 105 with a focus on August 40 calls.

Global X Uranium Etf (URA) 30-day option implied volatility is at 38; compared to its 52-week range of 30 to 48 with a focus on August 25 and September 22 puts.

Options with decreasing option implied volatility: HUMA BHC GRPN CFLT LMND CVNA RBLX BITX PINS W BYON ETSY SHAK
Increasing unusual option volume: LUMN ENTG EW HR SIMO TAL HP TNDM HA COMM
Increasing unusual call option volume: DB LUMN CHRW TAL COMM AQN CP IGT FYBR
Increasing unusual put option volume: EW LUMN TAL PTEN HA JOBY TDW
Popular stocks with increasing volume: INTC ARM WBD CVNA AVGO DKNG SOFI BAC QCOM
Active options: NVDA TSLA AMD META AAPL AMZN MSFT INTC LUMN SNAP ARM MARA WBD CVNA AVGO DKNG SOFI BAC CRWD QCOM
Global S&P Futures mixed to lower in premarket, Nikkei down 5.8%, DAX down 1%, WTI Crude oil recently at $77, natural gas up 1%, gold at $2509

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