Pre-Market IV Report August 24, 2021

Pre-Market IV Report August 24, 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: PANW JWN SESN HUT NKE CRM CLDR SNDL NKE WKHS SPRT

Stocks expected to have increasing option volume: TOL PANW VRTU CARA RIOT CWH BABA PFE PANW AAP BBY TOL INTU MDT CRM SNOW ULTA SPLK BURL DELL DLTR DG VMW GPS MRVL

Alibaba (BABA) 30-day option implied volatility is at 62; compared to its 52-week range of 24 to 67 amid wide price movement.

Cara Therapeutics (CARA) 30-day option implied volatility is at 193; compared to its 52-week range of 56 to 205 into announces FDA approval of KORSUVA injection.

Camping World (CWH) 30-day option implied volatility is at 51; compared to its 52-week range of 50 to 130 into raising dividend 100%.

Forte Biosciences (FBRX) September call option implied volatility is at 401, October is at 301; 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.

QQQ share price near record high into Fed Chair address

PowerShares QQQ Trust (QQQ) August weekly call option implied volatility is at 11, September is at 15; compared to its 52-week range of 16 to 41 into Fed Chairman Jerome Powell delivers a keynote address.

Option implied volatility for stocks near 52-week highs

Alphabet (GOOG) 30-day option implied volatility is at 19; compared to its 52-week range of 18 to 49 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.

Chipotle (CMG) 30-day option implied volatility is at 22; compared to its 52-week range of 22 to 50 amid shares trading near 52-week highs.

Adobe Systems (ADBE) 30-day option implied volatility is at 26; compared to its 52-week range of 21 to 65 amid shares trading near 52-week highs.

BlackRock (BLK) 30-day option implied volatility is at 21; compared to its 52-week range of 19 to 39 amid shares trading near 52-week highs.

Support.com (SPRT) 30-day option implied volatility is at 196; compared to its 52-week range of 88 to 240 as shares near 52-week high. Call put ratio 5.4 calls to 1 put with focus on September 4 and 5 calls.

Straddle prices into quarter results this week

Best Buy (BBY) August weekly 112 straddle priced for a move of +/- 5.5% into the expected release of quarter results today before the bell.

Intuit (INTU) August weekly 550 straddle priced for a move of +/- 6% into the expected release of quarter results today after the bell.

Nordstrom (JWN) August weekly 37 straddle priced for a move of +/- 12% into the expected release of quarter results today after the bell.

Pinduoduo (PDD) August weekly 81 straddle priced for a move of +/- 12% into the expected release of quarter results today.

Toll Brother (TOL) August weekly 59 straddle priced for a move of +/- 5.5% into the expected release of quarter results today after the bell.

Urban Outfitter (URBN) August weekly 39 straddle priced for a move of +/- 8.5% into the expected release of quarter results today after the bell.

Intuit (INTU) August weekly 550 straddle priced for a move of +/- 5% into the expected release of quarter results today after the bell.

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 111 straddle priced for a move of +/- 8.5% into the expected release of quarter results before the bell on August 25.

Salesforce (CRM) August weekly 260 straddle priced for a move of +/- 6% into the expected release of quarter results after the bell on August 25.

Snowflake (SNOW) August weekly 277 straddle priced for a move of +/- 8.5% into the expected release of quarter results after the bell on August 25.

Splunk (SPLK) August weekly 145 straddle priced for a move of +/- 8% into the expected release of quarter results after the bell on August 25.

Ulta Beauty (ULTA) August weekly 370 straddle priced for a move of +/- 8% into the expected release of quarter results after the bell on August 25.

Williams-Sonoma (WSM) September 160 straddle priced for a move of +/- 9% into the expected release of quarter results after the bell on August 25.

Gap (GPS) August weekly 28.50 straddle priced for a move of +/- 10% into the expected release of quarter results on August 26.

Options with decreasing option implied volatility: SNAP PSTH PINS LOW BTBT
Increasing unusual option volume: TRIL BEKE KDMN PAGS FBRX AAP
Increasing unusual call option volume: TRIL PAGS KDMN AXSM GES COMM CARA FBRX
Increasing unusual put option volume: BEKE BLDP AAP FBRX PANW ITW CL SOAC
Popular stocks with increasing volume: MRNA PFE GM UBER PLTR
Active options: PFE NVDA AAPL TSLA BABA AMD AMC PLTR F MSFT AMZN NIO MRNA GM FB BA UBER INTC MARA BEKE
Global S&P Futures recently mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at 66.34, natural gas mixed, gold at $1803 an ounce