Pre-Market IV Report August 3, 2021

Pre-Market IV Report August 3, 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: TGT SNDL CSCO CRM FFIE SPRT APT CLDR

Stocks expected to have increasing option volume: SQ PYPL MA V BABA EBAY UBER LYFT DIDI GM VIAC DKNG LLY AMGN SPG TTWO

Chip IV

Advanced Micro Devices, Inc. (AMD) August weekly call option implied volatility is at 48, August is at 43; compared to its 52-week range of 29 to 71 as shares near record high.

Micron Technology (MU) August weekly call option implied volatility is at 32, August is at 32; compared to its 52-week range of 30 to 61 into dividend news.

Market Vectors Semiconductor ETF (SMH) August weekly call option implied volatility is at 23, August is at 22; compared to its 52-week range of 22 to 43 as shares at record high.

Square (SQ) & peer option IV

Square (SQ) August weekly call option implied volatility is at 56, August is at 45; compared to its 52-week range of 40 to 77 after announced acquiring Afterpay in $29B all-stock deal.

MasterCard (MA) August weekly call option implied volatility is at 27, August is at 25; compared to its 52-week range of 20 to 43 after Square (SQ) announced acquiring Afterpay in $29B all-stock deal. Call put ratio 1.8 calls to 1 put.

Visa (V) August weekly call option implied volatility is at 25, August is at 22; compared to its 52-week range of 19 to 38.

Capital One Financial (COF) August weekly call option implied volatility is at 28, August is at 29; compared to its 52-week range of 27 to 56.

PayPal (PYPL) August weekly call option implied volatility is at 29, August is at 27; compared to its 52-week range of 25 to 59.

Affirm Holdings (AFRM) August weekly call option implied volatility is at 70, August is at 71; compared to its 52-week range of 60 to 399 after Square (SQ) announced acquiring Afterpay in $29B all-stock deal.

Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility is at 21; compared to its 52-week range of 17 to 39.

Spdr S&P Regional Banking Etf (KRE) 30-day option implied volatility is at 31; compared to its 52-week range of 25 to 69.

Straddle prices into expected release of quarter results this week

Activision Blizzard (ATVI) August weekly 83 straddle priced for a move of +/- 6.5% into the expected release of quarter results today after the bell.

Akamai (AKAM) August weekly 118 straddle priced for a move of +/- 5.5% into the expected release of quarter results today after the bell.

Alibaba (BABA) August weekly 200 straddle priced for a move of +/- 5% into the expected release of quarter results today before the bell.

Amgen (AMGN) August weekly 240 straddle priced for a move of +/- 4% into the expected release of quarter results today after the bell.

Avis Budget (CAR) August 85 straddle priced for a move of +/- 13% into the expected release of quarter results today after the bell.

Caesars (CZR) August weekly 87 straddle priced for a move of +/- 9.5% into the expected release of quarter results today after the bell.

Devon (DVN) August weekly 25.50 straddle priced for a move of +/- 8% into the expected release of quarter results today after the bell.

Live Nation (LYV) August 80 straddle priced for a move of +/- 9% into the expected release of quarter results today after the bell.

Lyft (LYFT) August weekly 55.50 straddle priced for a move of +/- 8.5% into the expected release of quarter results today after the bell.

General Motors (GM) August weekly 57 straddle priced for a move of +/- 5.5% into the expected release of quarter results before the bell on August 4.

Uber (UBER) August weekly 43.50 straddle priced for a move of +/- 8% into the expected release of quarter results after the bell on August 4.

Roku (ROKU) August weekly 422 straddle priced for a move of +/- 9% into the expected release of quarter results after the bell on August 4.

Softbank (SOFI) August weekly 16 straddle priced for a move of +/- 8% into the expected release of quarter results on August 4.

Etsy (ETSY) August weekly 190 straddle priced for a move of +/- 9% into the expected release of quarter results on August 4.

APA Corp (APA) August weekly 18.50 straddle priced for a move of +/- 8% into the expected release of quarter results after the bell on August 4.

BorgWarner (BWA) August 50 straddle priced for a move of +/- 6% into the expected release of quarter results before the bell on August 4.

Callaway (ELY) August 33 straddle priced for a move of +/- 9% into the expected release of quarter results on August 4.

CVS Health (CVS) August weekly 82 straddle priced for a move of +/- 4.5% into the expected release of quarter results before the bell on August 4.

Electronic Arts (EA) August weekly 144 straddle priced for a move of +/- 5% into the expected release of quarter results after the bell on August 4.

Fastly (FSLY) August weekly 47.50 straddle priced for a move of +/- 12% into the expected release of quarter results after the bell on August 4.

Hostess Brands (TWNK) August 15 straddle priced for a move of +/- 16% into the expected release of quarter results on August 4.

Lemonade (LMND) August weekly 89 straddle priced for a move of +/- 16% into the expected release of quarter results after the bell on August 4.

Lumber Liquidators (LL) August weekly 19.50 straddle priced for a move of +/- 10% into the expected release of quarter results before the bell on August 4.

Plug Power (PLUG) August weekly 26.50 straddle priced for a move of +/- 6.5% into the expected release of quarter results on August 4.

Spirit Aerosystems (SPR) August 43 straddle priced for a move of +/- 10% into the expected release of quarter results on August 4.

Kraft Heinz (KHC) August weekly 38.50 straddle priced for a move of +/- 5% into the expected release of quarter results before the bell on August 4.

Western Digital (WDC) August weekly 64.50 straddle priced for a move of +/- 4.5% into the expected release of quarter results after the bell on August 4.

Options with decreasing option implied volatility: DIDI EDU GOTU TAL NKE
Increasing unusual option volume: DOCN GPN INFI APT BTBT
Increasing unusual call option volume: GPN INFI APT RACE BTBT
Increasing unusual put option volume: TD IGT BTBT GPN EVGO
Popular stocks with increasing volume: SOFI PINS PLTR SPCE CCL
Active options: TSLA AAPL SQ NIO NVDA AMC PFE BABA F SOFI AMZN FB BAC PINS PLTR RKT SPCE CCL MSFT
Global S&P Futures recently mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at 70.77, natural gas mixed, gold at $1818 an ounce