Pre-Market IV Report August 26, 2021

Pre-Market IV Report August 26, 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: SPRT SNDL WKHS SPLK HUT BEKE KWEB NKE

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

Option movers

Salesforce (CRM) 30-day option implied volatility is at 36; compared to its 52-week range of 23 to 52 into quarter results.

GameStop (GME) 30-day option implied volatility is at 140; compared to its 52-week range of 91 to 552. Call put ratio 3.2 calls to 1 put.

AMC Entertainment (AMC) 30-day option implied volatility is at 175; compared to its 52-week range of 85 to 726. Call put ratio 3 calls to 1 put.

BlackBerry (BB) 30-day option implied volatility is at 94; compared to its 52-week range of 48 to 478. Call put ratio 7.6 calls to 1 put.

Bed Bath & Beyond (BBBY) 30-day option implied volatility is at 67; compared to its 52-week range of 57 to 303. Call put ratio 9 calls to 1 put with focus on August weekly 30 calls.

DraftKings (DKNG) 30-day option implied volatility is at 48; compared to its 52-week range of 47 to 111. Call put ratio 4.8 calls to 1 put.

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

Straddle prices into quarter results this week

Abercrombie (ANF) August weekly 40 straddle priced for a move of +/- 12% into the expected release of quarter results today before the bell.

Coty (COTY) August weekly 8 straddle priced for a move of +/- 12% into the expected release of quarter results today before the bell.

Burlington Stores (BURL) August weekly 350 straddle priced for a move of +/- 7% into the expected release of quarter results today before the bell.

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

Dollar General (DG) August weekly 235 straddle priced for a move of +/- 5% into the expected release of quarter results today before the bell.

Dollar Tree (DLTR) August weekly 106 straddle priced for a move of +/- 6% into the expected release of quarter results today before the bell.

Gap (GPS) August weekly 28 straddle priced for a move of +/- 11% into the expected release of quarter results today.

HP Inc (HPQ) August weekly 30 straddle priced for a move of +/- 6.5% into the expected release of quarter results today after the bell.

Hain Celestial (HAIN) September 40 straddle priced for a move of +/- 8% into the expected release of quarter results today before the bell.

J.M.Smucker (SJM) September 125 straddle priced for a move of +/- 5.5% into the expected release of quarter results today after the bell.

Malibu Boats (MBUU) September 80 straddle priced for a move of +/- 10% into the expected release of quarter results today.

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

Peloton (PTON) August 116 straddle priced for a move of +/- 7.5% into the expected release of quarter results today after the bell.

VMWare (VMW) August weekly 157.5 straddle priced for a move of +/-5.5% into the expected release of quarter results today after the bell.

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

Big Lots (BIG) September 57 straddle priced for a move of +/- 12% into the expected release of quarter results on before the bell on August 27.

DJ deal report on WDC

Western Digital (WDC) August weekly call option implied volatility is at 87, September is at 53; compared to its 52-week range of 35 to 70. Call put ratio 6 calls to 1 put following DJ report of deal with Kioxia.

Seagate Technology (STX) 30-day option implied volatility is at 33; compared to its 52-week range of 27 to 64.

Micron Technology (MU) 30-day option implied volatility is at 33; compared to its 52-week range of 30 to 61.

Hilton Grand Vacations (HGV) 30-day option implied volatility is at 34; compared to its 52-week range of 31 to 70. Call put ratio 8.4 calls to 1 put with focus on September 44 calls.

Forte Biosciences (FBRX) September call option implied volatility is at 410, October is at 310; 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 1.1 puts.

Options with decreasing option implied volatility: LOW PANW EDU TAL TRIL
Increasing unusual option volume: TRIL GES COMM ACM URBN DKS
Increasing unusual call option volume: GES ACM URBN KDP
Increasing unusual put option volume: TRIL GES COMM ACM URBN
Popular stocks with increasing volume: PFE DKNG BB F GME MRNA UBER
Active options: AMC AAPL TSLA NVDA PLTR AMD PFE BABA DKNG MU BAC BB F GME TSM MRNA FB MSFT UBER NEE
Global S&P Futures recently mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at 67.46, natural gas mixed, gold at $1781 an ounce