Pre-Market IV Report August 22, 2022

Pre-Market IV Report August 22, 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.

Stocks expected to have increasing option volume: PANW ZM NVDA DKS AMC GME BBBY M JWN URBN MDT SJM F SGFY PENN UNG

Options with increasing option implied volatility: AMC GME BBBY ONEM GETY EVTL ALNY SST BIIB DB ORCL

Option movers into Federal Reserve gathering in Jackson Hole Wyoming

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 18; compared to its 52-week range of 12 to 56.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 25; compared to its 52-week range of 14 to 40.

iShares Russell 2000 ETF (IWM) 30-day option implied volatility is at 24; compared to its 52-week range of 18 to 44.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 58; compared to its 52-week range of 28 to 91.

Bed Bath & Beyond (BBBY) August weekly call option implied volatility is at 340, September 257; compared to its 52-week range of 58 to 324.

GameStop (GME) 30-day option implied volatility is at 126; compared to its 52-week range of 69 to 157.

AMC Entertainment (AMC) 30-day option implied volatility is at 172; compared to its 52-week range of 95 to 199.

United States Natural Gas (UNG) 30-day option implied volatility is at 81; compared to its 52-week range of 35 to 149.

Straddle price into quarter results

Zoom (ZM) August weekly 99 straddle priced for a move of 14% into the expected release of quarter results today after the bell. on August 22.

Palo Alto Networks (PANW) August weekly 515 straddle priced for a move of 8.5% into the expected release of quarter results today after the bell.

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 19.50 straddle priced for a move of 12% into the expected release of quarter results before the bell on August 23.

XPeng (XPEV) August weekly 21 straddle priced for a move of 9% into the expected release of quarter results before the bell on August 23.

Pinduoduo (PDD) August weekly 46 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 19% into the expected release of quarter results after the bell on August 23.

Advanced Auto Parts (AAP) September 210 straddle priced for a move of 6% 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 7% into the expected release of quarter results before the bell on August 23.

Toll Brothers (TOL) August weekly 47 straddle priced for a move of 7% into the expected release of quarter results before the bell on August 23.

Urban Outfitter (URBN) August weekly 22 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 140 straddle priced for a move of 6% into the expected release of quarter results before the bell on August 23.

Pre-open movers

Signify Health, Inc. (SGFY) 30-day option implied volatility is at 63; compared to its 52-week range of 49 to 91 amid buyout reports.

Occidental Petroleum (OXY) 30-day option implied volatility is at 54; compared to its 52-week range of 45 to 89 after FERC allows Berkshire to buy up to 50% of shares.

Ford (F) 30-day option implied volatility is at 38; compared to its 52-week range of 34 to 65.

Options with decreasing option implied volatility: ROOT PACB BILL TGT FL KSS ONON TPR LOW WMT
Increasing unusual option volume: BBD WEBR MNMD CLAR MANU TXG
Increasing unusual call option volume: BBD WEBR MNMD CLAR SOND MBI
Increasing unusual put option volume: FSK BBBY NOVA MNMD TIP FL
Popular stocks increasing volume: OXY GME COIN PLTR T SNAP AAL
Active options: BBBY TSLA AAPL AMZN OXY AMD AMC NVDA META GOOGL GME MSFT F COIN BAC PLTR T CLAR SNAP AAL
Global S&P Futures lower in premarket, Nikkei mixed, DAX down 1.5%, WTI Crude oil recently at $89, natural gas up 1%, gold at $1749 an ounce