Pre-Market IV Report August 20, 2021

Pre-Market IV Report August 20, 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: SQQQ SNDL CMCSA RIDE TEVA BABA PDD NUE SESN KWEB SAVA GDS MUDS BABA VALE ZNGA BHP

Stocks expected to have increasing option volume: DE CAT ROST FL ROST AMAT DDS TSLA FTCH MRIN

China stocks option implied volatility increases as shares pull back

Alibaba (BABA) 30-day option implied volatility is at 59; compared to its 52-week range of 24 to 56.

NIO (NIO) 30-day option implied volatility is at 68; compared to its 52-week range of 55 to 156.

JD.com (JD) 30-day option implied volatility is at 55; compared to its 52-week range of 31 to 63.

Vipshop (VIPS) 30-day option implied volatility is at 73; compared to its 52-week range of 47 to 131.

NetEase (NTES) 30-day option implied volatility is at 60; compared to its 52-week range of 30 to 61.

Baidu.com (BIDU) 30-day option implied volatility is at 50; compared to its 52-week range of 31 to 85.

iQIYI (IQ) 30-day option implied volatility is at 80; compared to its 52-week range of 46 to 180.

Sohu.com, Inc. (SOHU) 30-day option implied volatility is at 61; compared to its 52-week range of 43 to 85.

Huazhu Group (HTHT) 30-day option implied volatility is at 48; compared to its 52-week range of 25 to 59.

Li Auto (LI) 30-day option implied volatility is at 74; compared to its 52-week range of 60 to 178.

Pinduoduo (PDD) 30-day option implied volatility is at 81; compared to its 52-week range of 43 to 85.

DiDi Global (DIDI) 30-day option implied volatility is at 109; compared to its 52-week range of 79 to 160.

Tesla (TSLA) 30-day option implied volatility is at 47, GM at 35, Ford at 41

Tesla (TSLA) 30-day option implied volatility is at 47; compared to its 52-week range of 39 to 130.

General Motors (GM) 30-day option implied volatility is at 35; compared to its 52-week range of 29 to 66.

Ford Motor (F) 30-day option implied volatility is at 41; compared to its 52-week range of 33 to 76.

Straddle prices into quarter results next week

JD.Com (JD) August weekly 62 straddle priced for a move of +/- 8.5% into the expected release of quarter results on August 23.

Advance Auto Parts (AAP) September 210 straddle priced for a move of +/- 8% into the expected release of quarter results on before the bell on August 24.

Best Buy (BBY) August weekly 110 straddle priced for a move of +/- 6% into the expected release of quarter results on before the bell on August 24.

Intuit (INTU) August weekly 545 straddle priced for a move of +/- 6% into the expected release of quarter results on after the bell on August 24.

Medtronic (MDT) August weekly 129 straddle priced for a move of +/- 6% into the expected release of quarter results on before the bell on August 24.

Nordstrom (JWN) August weekly 34 straddle priced for a move of +/- 13 %into the expected release of quarter results on after the bell on August 24.

Pinduoduo (PDD) August weekly 75 straddle priced for a move of +/- 11% into the expected release of quarter results on August 24.

Toll Brother (TOL) August weekly 58 straddle priced for a move of +/- 7% into the expected release of quarter results on after the bell on August 24.

Urban Outfitter (URBN) August weekly 37 straddle priced for a move of +/- 11% into the expected release of quarter results on after the bell on August 24.

Box (BOX) September 25 straddle priced for a move of +/- 11% into the expected release of quarter results on after the bell on August 25.

Dicks Sporting Goods (DKS) August weekly 105 straddle priced for a move of +/- 8% into the expected release of quarter results on before the bell on August 25.

Salesforce (CRM) August weekly 252 straddle priced for a move of +/- 6% into the expected release of quarter results on after the bell on August 25.

Snowflake (SNOW) August weekly 280 straddle priced for a move of +/- 9% into the expected release of quarter results on after the bell on August 25.

Options with decreasing option implied volatility: MRNA SESN LOW SNAP PINS PCG WISH RKT TGT WMT
Increasing unusual option volume: SSSS ESI INDA TSP GOCO
Increasing unusual call option volume: ESI TSP GOCO BRFS UNIT
Increasing unusual put option volume: AMWL SESN TSP HLT ICE SIX MLCO TEVA
Popular stocks with increasing volume: AAL T CLF ZNGA M PFE HOOD
Active options: AAPL NVDA TSLA PFE BABA M AMD PLTR AMC MSFT F NIO NFLX AMZN AAL T CLF ZNGA FB HOOD
Global S&P Futures recently lower in premarket, Nikkei down 0.9%, DAX mixed to lower, WTI Crude oil recently at 63.77, natural gas up 1.7%, gold at $1788 an ounce