Pre-Market IV Report August 23, 2024

Pre-Market IV Report August 23, 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: TEM LUNR SYM VKTX INSM X FDX ACI JANX FFIE GRFS BMEA EVH QXO HA CLMT NYCB BBIO CPRI DRV BKE ACN ES ELV

Stocks expected to have increasing option volume: CAVA WDAY INTU BILL ROST UBER LYFT GM

Option IV into Jerome Powell speech in Jackson Hole

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 14; compared to its 52-week range of 10 to 29 into Jerome Powell speech in Jackson Hole.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 20; compared to its 52-week range of 14 to 37 into Jerome Powell speech in Jackson Hole.

Straddle prices into quarter results and Jerome Powell speech in Jackson Hole

PDD Holdings (PDD) August 30 weekly 147 straddle priced for a move of 8% into the expected release of quarter results before the bell on August 26.

BHP Group (BHP) August 30 weekly straddle priced for a move of % into the expected release of quarter results after the bell on August 26.

Trip.com Group (TCOM) September 55 straddle priced for a move of 8% into the expected release of quarter results after the bell on August 26.

Heico (HEI) September 250 straddle priced for a move of 5% into the expected release of quarter results before the bell on August 27.

PVH Corp (PVH) September 100 straddle priced for a move of 12% into the expected release of quarter results after the bell on August 27.

NVIDIA (NVDA) August 30 weekly 124 straddle priced for a move of 12% into the expected release of quarter results after the bell on August 28.

Salesforce (CRM) August 30 weekly 260 straddle priced for a move of 4.5% into the expected release of quarter results after the bell on August 28.

CrowdStrike (CRWD) August 30 weekly 267.50 straddle priced for a move of 12% into the expected release of quarter results after the bell on August 28.

Movers

Crocs (CROX) 30-day option implied volatility is at 35; compared to its 52-week range of 29 to 64. Call put ratio 1.9 calls to 1 put with focus on August weekly calls.

Wolfspeed (WOLF) 30-day option implied volatility is at 110; compared to its 52-week range of 47 to 176 with a focus on 2800 contracts of December 20 calls and 700 contracts of April 12.50 puts.

Vanguard Ftse Europe Etf (VGK) 30-day option implied volatility is at 13; compared to its 52-week range of 11 to 52 with a focus on 6K contracts of September 69 puts.

TPG (TPG) 30-day option implied volatility is at 33; compared to its 52-week range of 22 to 48 with a focus on 4K contracts of October 47.50 puts trading.

Franklin Resources (BEN) 30-day option implied volatility is at 32; compared to its 52-week range of 16 to 74 with a focus on 5K contracts of September 17.50 puts and 1200 contracts of November 30 calls trading.

Evolent Health (EVH) 30-day option implied volatility is at 48; compared to its 52-week range of 30 to 103 after Reuters says in sale talks. Call put ratio 2.4 calls to 1 put with focus on October 27.50 and 32.50 calls.

Options with decreasing option implied volatility: DNA RILY HA LQDA AAP COHR PANW EL TGT SNOW ZM M VSAT WSM BIDU TJX SPR MDT
Increasing unusual option volume: URBN DXJ GSL FLUT PTON PL BEN LYB NCNO LUNR ZK ROST SVM BILL ZM AAP WB SANA EWT
Increasing unusual call option volume: GSL LYB FLUT PTON SANA WB BEN URBN LUNR BILL ROST SVM ZM CLMT XLI
Increasing unusual put option volume: URBN PTON BEN EWJ BMRN SYM LUNR HA FOXA ROST AAP GLW BBAI ZM LUMN
Popular stocks with increasing volume: SNOW INTC AVGO ZM CVNA SMCI COIN PYPL RIVN MU
Active options: NVDA TSLA AMD AAPL META PTON SNOW AMZN INTC PLTR MSFT AVGO ZM CVNA SMCI MARA COIN PYPL RIVN MU
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $73.50, natural gas mixed, gold at $2534