Pre-Market IV Report August 23, 2021

Pre-Market IV Report August 23, 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: BABA FXI SNDL CRM CMCSA BEKE PDD HUT SPRT QSS QQQ GDS

Stocks expected to have increasing option volume: BABA PFE GM JD PANW AAP BBY TOL INTU MDT CRM SNOW ULTA SPLK BURL DELL DLTR DG VMW GPS MRVL FBRX

Alibaba (BABA) option implied volatility at high end of range

Alibaba (BABA) 30-day option implied volatility is at 67; compared to its 52-week range of 24 to 66.

General Motors (GM) 30-day option implied volatility is at 33; compared to its 52-week range of 29 to 66 into a recall of additional Bolt EVs and an additional $1B in expenses.

Forte Biosciences (FBRX) September call option implied volatility is at 371, October is at 278; compared to its 52-week range of 87 to 365 into the expected release of FB-401 Phase 2 data in Atopic Dermatitis. Call put ratio 1 call to 1.9 puts.

IV into Fed Chairman Jerome Powell delivers a keynote address to the annual policy conference at Jackson Hole, Wyoming, on Friday at 10 a.m. EDT.

PowerShares QQQ Trust (QQQ) August weekly call option implied volatility is at 14, September is at 16; compared to its 52-week range of 16 to 41 into Fed Chairman Jerome Powell delivers a keynote address.

SPDR S&P 500 ETF Trust (SPY) August weekly call option implied volatility is at 12, September is at 13; compared to its 52-week range of 11 to 36.

Proshares Trust Ultrashort Lehman 20+ Year Treasury (TBT) August weekly call option implied volatility is at 29, September is at 29; compared to its 52-week range of 24 to 47.

Option implied volatility for stocks near 52-week highs

Charter Communications (CHTR) 30-day option implied volatility is at 21; compared to its 52-week range of 20 to 40 amid shares trading near 52-week highs.

NVIDIA (NVDA) 30-day option implied volatility is at 37; compared to its 52-week range of 32 to 67 amid shares trading near 52-week highs.

Sea Ltd. (SE) 30-day option implied volatility is at 47; compared to its 52-week range of 35 to 80 amid shares trading near 52-week highs.

Adobe Systems (ADBE) 30-day option implied volatility is at 25; compared to its 52-week range of 21 to 65 amid shares trading near 52-week highs.

Regeneron (REGN) 30-day option implied volatility is at 34; compared to its 52-week range of 24 to 48 amid shares trading near 52-week highs.

Costco (COST) 30-day option implied volatility is at 18; compared to its 52-week range of 15 to 40 amid shares trading near 52-week highs.

Microsoft (MSFT) 30-day option implied volatility is at 20; compared to its 52-week range of 16 to 49 amid shares trading near 52-week highs.

Apple (AAPL) 30-day option implied volatility is at 24; compared to its 52-week range of 19 to 62 amid shares trading near 52-week highs.

Thermo Fisher Scientific (TMO) 30-day option implied volatility is at 21; compared to its 52-week range of 21 to 40 amid shares trading near 52-week highs.

Target (TGT) 30-day option implied volatility is at 22; compared to its 52-week range of 17 to 44 amid shares trading near 52-week highs.

Walmart (WMT) 30-day option implied volatility is at 16; compared to its 52-week range of 14 to 42 amid shares trading near 52-week highs.

Straddle prices into quarter results this week

JD.Com (JD) August weekly 64 straddle priced for a move of +/- 8.5% into the expected release of quarter results today.

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 112 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 130 straddle priced for a move of +/- 4% into the expected release of quarter results on before the bell on August 24.

Nordstrom (JWN) August weekly 35 straddle priced for a move of +/- 11.5% into the expected release of quarter results on after the bell on August 24.

Pinduoduo (PDD) August weekly 77.5 straddle priced for a move of +/- 13% into the expected release of quarter results on August 24.

Toll Brother (TOL) August weekly 59 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 38 straddle priced for a move of +/- 13.5% 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 110 straddle priced for a move of +/- 9% into the expected release of quarter results on before the bell on August 25.

Salesforce (CRM) August weekly 255 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 267 straddle priced for a move of +/- 9% into the expected release of quarter results on after the bell on August 25.

Gap (GPS) August weekly 28 straddle priced for a move of +/- 9% into the expected release of quarter results on August 26.

Options with decreasing option implied volatility: MUDS CLDR PBR MRNA SESN SNAP LOW PINS
Options with increasing option implied volatility: BABA FXI SNDL CRM CMCSA BEKE PDD HUT SPRT QSS QQQ GDS
Stocks expected to have increasing option volume: BABA PFE GM JD PANW AAP BBY TOL INTU MDT CRM SNOW ULTA SPLK BURL DELL DLTR DG VMW GPS MRVL
Increasing unusual option volume: APLS HYZN MCH CNR PH FL IMGN
Increasing unusual call option volume: HYZN CNR HLT FL IMGN
Increasing unusual put option volume: FE TRIT XLC SESN FROG
Popular stocks with increasing volume: PFE AAL MARA PLTR
Active options: AAPL NVDA TSLA MSFT BABA AMC AMD PFE PLTR AMZN F NIO M MRNA BAC AAL MARA FB WISH BA
Global S&P Futures recently lower in premarket, Nikkei down 1.7%, DAX mixed, WTI Crude oil recently at 63.40, natural gas mixed, gold at $1787 an ounce