Pre-Market IV Report August 21, 2020

Pre-Market IV Report August 21, 2020

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: PDD CRBP WLL ORCL SPXS WORK BLNK BDSI

Options expected to have increasing volume: PDD DE AAPL TSLA

Apple (AAPL) August call option implied volatility is at 23, September is at 35; compared to its 52-week range of 18 to 90 into 4 for 1 stock split. Call put ratio 2.5 calls to 1 put.

Tesla (TSLA) August call option implied volatility is at 65, September is at 71; compared to its 52-week range of 34 to 154 into 5 for 1 stock split. Call put ratio 1.9 calls to 1 put.

Uber (UBER) August call option implied volatility is at 65, September is at 49; compared to its 26-week range of 36 to 200 after California appeals court delays business model change. Call put ratio 1.3 call to 1 put.

Lyft (LYFT) August call option implied volatility is at 74, September is at 60; compared to its 26-week range of 37 to 195 after Lyft and Uber (UBER) win reprieve to keep operating in California. Call put ratio 1.4 call to 1.1 puts.

Straddle prices for stocks expected to report quarterly results next week

Autodesk (ADSK) August weekly 250 straddle priced for a move of 8% into the expected release of quarter results after the bell on August 25

Autohome (ATHM) September 90 straddle priced for a move of 14% into the expected release of quarter results before the bell on August 25

Best Buy (BBY) August weekly straddle priced for a move of % into the expected release of quarter results on before the open on August 25

Hain Celestial (HAIN) August weekly 121 straddle priced for a move of 9% into the expected release of quarter results on before the open on August 25

Hewlett Packard Enterprise (HPE) August weekly straddle priced for a move of % into the expected release of quarter results after the bell on August 25

Hormel (HRL) August weekly 9 straddle priced for a move of 8% into the expected release of quarter results on before the open on August 25

Inuit (INTU) August weekly 320 straddle priced for a move of 6.5% into the expected release of quarter results after the bell on August 25

J.M. Smucker (SJM) September 110 straddle priced for a move of 7% into the expected release of quarter results on August 25

Medtronic (MDT) August weekly 100 straddle priced for a move of 4.5% into the expected release of quarter results on August 25

Nordstrom (JWN) August weekly 15 straddle priced for a move of 14% into the expected release of quarter results after the bell on August 25

Pure Storage (PSTG) September 17.5 straddle priced for a move of 17% into the expected release of quarter results after the bell on August 25

Salesforce (CRM) August weekly 210 straddle priced for a move of 6% into the expected release of quarter results after the bell on August 25

Toll Brothers (TOL) August weekly 43 straddle priced for a move of 7% into the expected release of quarter results on August 25

Urban Outfitters (URBN) August weekly 19 straddle priced for a move of 12 % into the expected release of quarter results after the bell on August 25.

NetApp (NTAP) August weekly 41.50 straddle priced for a move of 9% into the expected release of quarter results after the bell on August 26.

William-Sonoma (WSM) September 95 straddle priced for a move of 12% into the expected release of quarter results after the bell on August 26.

Abercrombie (ANF) August weekly 10 straddle priced for a move of 17% into the expected release of quarter results after the bell on August 27.

Burlington Stores (BURL) August weekly 190 straddle priced for a move of 8% into the expected release of quarter results before the bell on August 27.

Coty (COTY) August weekly 4 straddle priced for a move of 16% into the expected release of quarter results on August 27.

Dell Technologies (DELL) September 60 straddle priced for a move of 10% into the expected release of quarter results after the bell on August 27.

Dollar General (DG) August weekly 200 straddle priced for a move of 7% into the expected release of quarter results before the bell on August 27.

Dollar Tree (DLTR) August weekly 99 straddle priced for a move of 8% into the expected release of quarter results before the bell on August 27.

Gap (GPS) August weekly straddle priced for a move of 14% into the expected release of quarter results on August 27.

HP Inc (HPQ) August weekly 18 straddle priced for a move of 8% into the expected release of quarter results after the bell on August 27.

Ulta Beauty (ULTA) August weekly 205 straddle priced for a move of 12% into the expected release of quarter results after the bell on August 27.

VMware (VMW) August weekly 195 straddle priced for a move of 7% into the expected release of quarter results after the bell on August 27.

Workday (WDAY) August weekly straddle priced for a move of % into the expected release of quarter results after the bell on August 27.

Big Lots (BIG) September 50 straddle priced for a move of 15% into the expected release of quarter results before the bell on August 28.

Options with decreasing option implied volatility: INTC KNDI KODK MNTA PRNB HPE FTCH APT WMT
Increasing unusual option volume: GRWG CLNY PSQ MTDR EVRG MTDR UPS RSX BG BHC XERS MRK
Increasing unusual call option volume: GRWG CLNY PSQ DOMO IMAX UPS A CHD
Increasing unusual put option volume: SABR BLNK WPX RSX EIX BJ GT
Popular stocks with increasing volume: BHC MRK ZM AMZN NIO UBER LYFT UPS TGT
Active options: TSLA AAPL FB UBER NVDA BAC BABA INTC MSFT LYFT UPS AMD BA ZM NIO AMZN GE MU FSLY TGT
Global S&P Futures recently mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $42.68, natural gas mixed, gold at $1944 an ounce