Pre-Market IV Report August 27, 2021

Pre-Market IV Report August 27, 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 NKE WKHS SQQQ SAVA KWEB BEKE FXI SPRT IPOF SOAC

Stocks expected to have increasing option volume: BURL DELL VMW GPS MRVL WDAY BILL PTON OLLI HPQ

The ‘FANG’ stocks option implied volatility near low end of range

Facebook (FB) 30-day option implied volatility is at 23; compared to its 52-week range of 22 to 55.

Apple (AAPL) 30-day option implied volatility is at 22; compared to its 52-week range of 19 to 62.

Netflix (NFLX) 30-day option implied volatility is at 23; compared to its 52-week range of 21 to 62.

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

Amazon (AMZN) 30-day option implied volatility is at 20; compared to its 52-week range of 20 to 55.

Microsoft (MSFT) 30-day option implied volatility is at 19; compared to its 52-week range of 16 to 48.

Straddle prices into quarter results next week

Zoom (ZM) September weekly 340 straddle priced for a move of +/- 9% into the expected release of quarter results after the bell on August 30.

Ambarella (AMBA) September weekly 98 straddle priced for a move of +/- 12% into the expected release of quarter results after the bell on August 31.

CrowdStrike (CRWD) September weekly 280 straddle priced for a move of +/- 10% into the expected release of quarter results after the bell on August 31.

Designer Brands (DBI) September 15 straddle priced for a move of +/- 15% into the expected release of quarter results before the bell on August 31.

PVH (PVH) September weekly 105 straddle priced for a move of +/- 10% into the expected release of quarter results after the bell on August 31.

C3.ai Inc (AI) September weekly 50 straddle priced for a move of +/- 16% into the expected release of quarter results after the bell on September 1.

Cambell Soup (CPB) September weekly 40.50 straddle priced for a move of +/- 5% into the expected release of quarter results before the bell on September 1.

Chewy (CHWY) September weekly 90 straddle priced for a move of +/- 9% into the expected release of quarter results after the bell on September 1.

Five Below (FIVE) September weekly 225 straddle priced for a move of +/- 8% into the expected release of quarter results after the bell on September 1.

Tronox (TROX) call put ratio 49 calls to 1 put with focus on September 21 calls

Options with decreasing option implied volatility: PANW EDU GOTU TAL TRIL MUDS FTCH
Increasing unusual option volume: SLQT ALT BYSI DOMO MCHI SPRT TROX CCL EQT
Increasing unusual call option volume: SLQT ALT EIX SPRT SOAC
Increasing unusual put option volume: PSTG SPRT ALT SKT
Popular stocks with increasing volume: DKNG ROKU SNOW CCL GME CRM
Active options: AAPL AMC TSLA PLTR NVDA AMD CRM BABA BAC PFE RIDE AMZN NIO DKNG ROKU SNOW MSFT CCL GME
Global S&P Futures recently mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at 68.56, natural gas up 1%, gold at $1800 an ounce