Pre-Market IV Report August 25, 2021

Pre-Market IV Report August 25, 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: CLDR AMC GME RAD HZON WISH SNDL SPRT BB CRM HUT BEKE KWEB TAL NKE

Stocks expected to have increasing option volume: JWN TOL INTU MDT CRM SNOW ULTA SPLK BURL DELL DLTR DG VMW GPS MRVL

GameStop (GME) 30-day option implied volatility is at 145; compared to its 52-week range of 91 to 552. Call put ratio 2.1 calls to 1 put amid sharp rally.

AMC Entertainment (AMC) 30-day option implied volatility is at 180; compared to its 52-week range of 85 to 726. Call put ratio 3.1 calls to 1 put.

Robinhood (HOOD) 30-day option implied volatility is at 97; compared to its 52-week range of 87 to 226.

China option IV ticks lower as shares rally sharply

Alibaba (BABA) 30-day option implied volatility is at 46; compared to its 52-week range of 24 to 67.

JD.com (JD) 30-day option implied volatility is at 46; compared to its 52-week range of 31 to 63.

Krsh Csi Ch Intern (KWEB) 30-day option implied volatility is at 49; compared to its 52-week range of 28 to 65.

iShares China Large-Cap (FXI) 30-day option implied volatility is at 27; compared to its 52-week range of 18 to 37. Call put ratio 3.2 calls to 1 put.

iShares MSCI China ETF (MCHI) 30-day option implied volatility is at 29; compared to its 52-week range of 20 to 40.

Db X-trackers Harvest Csi 300 China A – Shares Fund (ASHR) 30-day option implied volatility is at 24; compared to its 52-week range of 20 to 35.

Powershares Golden Dragon China Portfolio (PGJ) 30-day option implied volatility is at 42; compared to its 52-week range of 22 to 55.

Straddle prices into quarter results this week

Box (BOX) September 26 straddle priced for a move of +/- 11% into the expected release of quarter results today after the bell.

Dicks Sporting Goods (DKS) August weekly 115 straddle priced for a move of +/- 9.5% into the expected release of quarter results today before the bell.

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

Snowflake (SNOW) August weekly 280 straddle priced for a move of +/- 8.5% into the expected release of quarter results today after the bell.

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

Ulta Beauty (ULTA) August weekly 372 straddle priced for a move of +/- 8% into the expected release of quarter results today after the bell.

Williams-Sonoma (WSM) September 170 straddle priced for a move of +/- 10% into the expected release of quarter results today after the bell.

Abercrombie (ANF) August weekly 41.50 straddle priced for a move of +/- 12.5% into the expected release of quarter results on before the bell on August 26.

Coty (COTY) August weekly 8 straddle priced for a move of +/- 11% into the expected release of quarter results on before the bell on August 26.

Burlington Stores (BURL) August weekly 345 straddle priced for a move of +/- 7% into the expected release of quarter results on before the bell on August 26.

Dell (DELL) September 100 straddle priced for a move of +/- 7% into the expected release of quarter results on after the bell on August 26.

Dollar General (DG) August weekly 232 straddle priced for a move of +/- 6% into the expected release of quarter results on before the bell on August 26.

Dollar Tree (DLTR) August weekly 105 straddle priced for a move of +/- 6% into the expected release of quarter results on before the bell on August 26.

Gap (GPS) August weekly 29 straddle price for a move of +/- 9% into the expected release of quarter results on August 26.

HP Inc (HPQ) August weekly 29 straddle priced for a move of +/- 6.5% into the expected release of quarter results on after the bell on August 26.

Hain Celestial (HAIN) September 40 straddle priced for a move of +/- 6.5% into the expected release of quarter results on before the bell on August 26.

J.M.Smucker (SJM) September 125 straddle priced for a move of +/- 6% into the expected release of quarter results on after the bell on August 26.

Malibu Boats (MBUU) September 80 straddle priced for a move of +/- 11% into the expected release of quarter results on August 26.

Marvell Technology (MRVL) August 62.50 straddle priced for a move of +/- 7% into the expected release of quarter results on before the bell on August 26.

Peloton (PTON) August 114 straddle priced for a move of +/- 8% into the expected release of quarter results on after the bell on August 26.

VMWare (VMW) August weekly 155 straddle priced for a move of +/-6% into the expected release of quarter results on after the bell on August 26.

Workday (WDAY) August weekly 245 straddle priced for a move of +/- 5% into the expected release of quarter results on after the bell on August 26.

Forte Biosciences (FBRX) September call option implied volatility is at 400, October is at 300; 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 2.1 puts.

Options with decreasing option implied volatility: MUDS FTCH CREE DNUT EDU TAL TRIL LOW BTBT
Increasing unusual option volume: TRIL CARA TSP IGT PANW
Increasing unusual call option volume: EWJ CARA TSP IGT TRIL PANW
Increasing unusual put option volume: SIX PANW SPRT TSP TOL GDS
Popular stocks with increasing volume: GME AMC PFE PLTR ABNB BB DKNG
Active options: AMC AAPL BABA TSLA PFE NVDA AMD WISH GME PLTR F CLOV JD BB SPRT NIO AMZN ABNB MSFT DKNG
Global S&P Futures recently mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at 67.37, natural gas mixed, gold at $1796 an ounce