Pre-Market IV Report August 26, 2024

Pre-Market IV Report August 26, 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 X RDFN ACI FDX IEP K SLNO HA UUP PRMW JPR

Stocks expected to have increasing option volume: AAPL INTC PDD TCOM

Movement into events

NVIDIA (NVDA) 30-day option implied volatility is at 67; compared to its 52-week range of 32 to 89 into expected release of quarter results after the bell on August 28. Call put ratio 1.9 calls to 1 put with focus on January 70 and 80 puts.
      
Apple (AAPL) 30-day option implied volatility is at 22; compared to its 52-week range of 16 to 37 into September 10 event.

Intel (INTC) 30-day option implied volatility is at 42; compared to its 52-week range of 28 to 61into hires advisors to help with activist defense, CNBC reports.

Straddle prices into quarter results

BHP Group (BHP) September 55 straddle priced for a move of 6% into the expected release of quarter results after the bell on August 26.

Trip.com Group (TCOM) September 42 straddle priced for a move of 10% 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 105 straddle priced for a move of 11% into the expected release of quarter results after the bell on August 27.

NVIDIA (NVDA) August 30 weekly 129 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 265 straddle priced for a move of 8% into the expected release of quarter results after the bell on August 28.

CrowdStrike (CRWD) August 30 weekly 270 straddle priced for a move of 10% into the expected release of quarter results after the bell on August 28.

SIGA Technologies (SIGA) 30-day option implied volatility is at; compared to its 52-week range of 107; compared to its 52-week range of 30 to 226. Call put ratio 1.6 calls to 1 put on 2700 contracts.

Options with decreasing option implied volatility: LQDA DNA RKLB BILL AAP JUMA HA SNOW
Increasing unusual option volume: ROIV GLNG PTEN DINO NBR NGD PRGO
Increasing unusual call option volume: GLNG DINO ROIV PTEN LYB LC PRGO NGD
Increasing unusual put option volume: PTEN OLLI NBR PTON CAVA LUNR K AGI DFS
Popular stocks with increasing volume: INTC BAC PTON BAC PTON COIN MU SNOW BABA RIVN
Active options: NVDA TSLA AAPL AMD AMZN META MATA INTC MSFT MSTR PLTR ASTS CAVA BAC PTON BAC PTON COIN MU SNOW BABA RIVN
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $75.50, natural gas down 3.5%, gold at $2560