Pre-Market IV Report August 22, 2024

Pre-Market IV Report August 22, 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: RKLB LUNR TEM SYM FDX BDTX DNA NEON DJT BEN PRCT QXO ACI LABD PSEC URBN HA CRC CEIX

Stocks expected to have increasing option volume: SNOW SNPS WSM BILI AAP PTON A ZM URBN WOLF WDAY ZUO PARA SCHW

Movers

NVIDIA (NVDA) 30-day option implied volatility is at 65; compared to its 52-week range of 32 to 89 into expected release of quarter results after the bell on August 28.

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 39; compared to its 52-week range of 22 to 60.

Charles Schwab (SCHW) 30-day option implied volatility is at 25; compared to its 52-week range of 21 to 49 into TD Bank announced that it has sold 40,500,000 shares of common stock of The Charles Schwab Corporation.

Paramount Global (PARA) 30-day option implied volatility is at 30; compared to its 52-week range of 23 to 87 into Paramount special committee confirms receipt of revised Bronfman proposal. Call put ratio 4.2 calls to 1 put with focus on October 13 calls.

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

Intuit (INTU) August 23 weekly 670 straddle priced for a move of 6% into the expected release of quarter results today after the bell. Call put ratio 1 call to 2.2 puts.

Workday (WDAY) August 23 weekly 232 straddle priced for a move of 8.5% into the expected release of quarter results today after the bell. Call put ratio 1.9 calls to 1 put.

Bill Holdings (BILL) August 23 weekly 51 straddle priced for a move of 16% into the expected release of quarter results today after the bell. Call put ratio 1 call to 2.2 puts.

Ross Stores (ROST) August 23 weekly 152 straddle priced for a move of 6.5% into the expected release of quarter results today after the bell.

CAVA Group (CAVA) August 23 weekly 103 straddle priced for a move of 12% into the expected release of quarter results today after the bell.

Movement

Icahn Enterprises L.P. (IEP) 30-day option implied volatility is at 37; compared to its 52-week range of 28 to 81 amid 9800 contracts of August 30 weekly 16.50 calls trading.

California Resources (CRC) 30-day option implied volatility is at 33; compared to its 52-week range of 23 to 49 with a focus on December 55 calls.

Nutrien (NTR) 30-day option implied volatility is at 25; compared to its 52-week range of 22 to 42 with a focus on September 27 weekly 44 puts, January 50 puts and January 50 calls.

Bit Digital (BTBT) 30-day option implied volatility is at 109; compared to its 52-week range of 89 to 169 with a focus on September 27 weekly 3 puts.

Options with decreasing option implied volatility: HA DNA DLO GLNG COHR EL PANW TGT ZIM CSCO OKLO M ARDX VSAT STNE TPR DE

Increasing unusual option volume: TIP LUNR BEN URBN ROIV GDS VIPS BJ BBAI SANA GSAT PAGS
Increasing unusual call option volume: SANA LUNR URBN ROIV BEN BBAI VIPS BJ CPRI IVR GSAT
Increasing unusual put option volume: LUNR BEN URBN VIPS BJ TPR RMD BBAI ARRY WOLF SANA NTR
Popular stocks with increasing volume: TGT JD SIRI PLTR BABA SMCI WMT INTC SNOW
Active options: NVDA TSLA AMZN AAPL META AMD TGT JD SIRI PLTR MSFT MARA GOOGL ASTS BABA SMCI WMT INTC SNOW RILY
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $72, natural gas mixed, gold at $2538