Pre-Market IV Report August 29, 2024

Pre-Market IV Report August 29, 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: HA SMCI IEP MU NKE ACN COST K BDTX SMCI BBW FIVE PDD CHEF LIVN VET RBRK ALGM GCT AUPH GLDD POWL

Stocks expected to have increasing option volume: NVDA CRM CRWD AVGO SMCI HPQ VEEV NTAP PSTG OKTA AFRM FIVE VSCO DG BBY BURL CPB OLLI BIRK AEO

Chip option IV into NVIDIA (NVDA) results and outlook. NVDA stock price mixed before the bell

NVIDIA (NVDA) 30-day option implied volatility is at 72; compared to its 52-week range of 32 to 89. Call put ratio 1.5 calls to 1 put.

Broadcom (AVGO) 30-day option implied volatility is at 52; compared to its 52-week range of 25 to 67. Call put ratio 1.4 calls to 1 put.

Arm Holdings (ARM) 30-day option implied volatility is at 67; compared to its 52-week range of 35 to 171. Call put ratio 1 call to 1.3 puts.

Super Micro Computer (SMCI) 30-day option implied volatility is at 92; compared to its 52-week range of 54 to 118. Call put ratio 1 call to 1 put amid wide price movement.

Straddle prices into quarter results

Dell Technologies (DELL) August 30 weekly 112 straddle priced for a move of 12% into the expected release of quarter results today after the bell. Call put ratio 1.7 calls to 1 put.

Marvell Technology (MRVL) August 30 weekly 69 straddle priced for a move of 11% into the expected release of quarter results today after the bell.

Lululemon (LULU) August 30 weekly 260 straddle priced for a move of 12% into the expected release of quarter results today after the bell.

Best Buy (BBY) August 30 weekly 88 straddle priced for a move of 8% into the expected release of quarter results today before the bell. Call put ratio 1 call to 1.7 puts.

Ulta Beauty (ULTA) August 30 weekly 365 straddle priced for a move of 7.5% into the expected release of quarter results today after the bell.

Movers

Apollo Global Management (APO) 30-day option implied volatility is at 29; compared to its 52-week range of 23 to 44 with a focus on January 135 and 185 calls.

Ambarella (AMBA) 30-day option implied volatility is at 49; compared to its 52-week range of 33 to 79 with a focus on August 30 weekly 50 and September 62.50 calls as share price up.

StoneCo (STNE) 30-day option implied volatility is at 36; compared to its 52-week range of 33 to 70 with a focus on September 13.50 and 14 puts.

Options with decreasing option implied volatility: WOLF RKLB FL AAP S BILL SNOW KSS CHWY ZM JWN WSM CAVA
Increasing unusual option volume: BOX NBIX IAU EDR APO ALGM BBWI NCNO
Increasing unusual call option volume: BBWI XP COMP NTNX ANF PDD BOX APO AMBA AUPH
Increasing unusual put option volume: AVDL K UAA FL BBWI OLLI PDD KSS NTNX JWN YOU BEN HA AMBA STNE
Popular stocks with increasing volume: PLTR INTC MU BAC BABA KSS COIN
Active options: NVDA TSLA AAPL SMCI PDD AMD AMZN CHWY PLTR META INTC SIRI MU APO MSFT BAC BABA GOOGL KSS COIN
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $74.50, natural gas mixed, gold at $2552