Pre-Market IV Report August 3, 2022

Pre-Market IV Report August 3, 2022

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: ABNB AMD HOOD SOFI CWH SBUX UA UAA CZR PYPL PBR CFVI FAZE LIVN LFLY ABR COTY IPOF TAOP REV GETY AEMD CLNN SQ

Stocks expected to have increasing option volume: ABNB SOFI HOOD AMD LYFT MTCH PYPL CWH REV MSTR CVS YUM BWA UA SBUX CZR CHK DKNG SQ

Straddle price into quarter results

eBay (EBAY) August weekly 48.50 straddle priced for a move of 7% into the expected release of quarter results today after the bell.

Fastly (FSLY) August weekly 12 straddle priced for a move of 19% into the expected release of quarter results today after the bell.

Fisker (FSR) August weekly 10 straddle priced for a move of 10% into the expected release of quarter results today after the bell.

Lucid Group (LCID) August weekly 20 straddle priced for a move of 11% into the expected release of quarter results today.

Plug Power (PLUG) August weekly 23 straddle priced for a move of 9% into the expected release of quarter results today.

Moderna (MRNA) August weekly 160 straddle priced for a move of 8% into the expected release of quarter results today after the bell.

Amgen (AMGN) August weekly 242 straddle priced for a move of 4% the expected release of quarter results after the bell on August 4.

Carvana (CVNA) August weekly 34 straddle priced for a move of 19% into the expected release of quarter results after the bell on August 4.

Live Nation Entertainment (LYV) August 95 straddle priced for a move of 9% into the expected release of quarter results after the bell on August 4.

Lyft (LYFT) August weekly 16 straddle priced for a move of 21% into the expected release of quarter results after the bell on August 4.

Opendoor (OPEN) August weekly 5 straddle priced for a move of 20% into the expected release of quarter results after the bell on August 4.

Paramount Global (PARA) August weekly 24.50 straddle priced for a move of 8% into the expected release of quarter results before the bell on August 4.

Papa John’s (PZZA) August 95 straddle priced for a move of 8% into the expected release of quarter results before the bell on August 4.

Redfin (RDFN) August 9 straddle priced for a move of 21% into the expected release of quarter results after the bell on August 4.

Rocket (RKT) August weekly 10 straddle priced for a move of 9% into the expected release of quarter results after the bell on August 4.

Shake Shack (SHAK) August 50 straddle priced for a move of 13% into the expected release of quarter results after the bell on August 4.

Twilio (TWLO) August weekly 90 straddle priced for a move of 15% into the expected release of quarter results after the bell on August 4.

XPO Logistics (XPO) August weekly 60 straddle priced for a move of 9% into the expected release of quarter results after the bell on August 4.

Block (SQ) August weekly 79 straddle priced for a move of 12% into the expected release of quarter results after the bell on August 4.

Eli Lilly & Co. (LLY) August weekly 320 straddle priced for a move of 4% into the expected release of quarter results before the bell on August 4.

ConocoPhillips (COP) August weekly 95 straddle priced for a move of 5% into the expected release of quarter results before the bell on August 4.

Virgin Galactic Holdings (SPCE) August weekly 8 straddle priced for a move of 9% into the expected release of quarter results after the bell on August 4.

Yelp (YELP) August 31straddle priced for a move of 12.5% into the expected release of quarter results after the bell on August 4.

Zillow (Z) August weekly 36.50 straddle priced for a move of 14% into the expected release of quarter results after the bell on August 4.

Warner Bros. Discovery (WBD) August weekly 16 straddle priced for a move of 8% into the expected release of quarter results after the bell on August 4.

Options with decreasing option implied volatility: TDOC PINS ETSY NCR CAR ALGN OSTK META ROKU SHOP SPOT UBER GOOGL GOOG HTZ
Increasing unusual option volume: GETY RVNC LFLY GEO HZNP ABR REV
Increasing unusual call option volume: GETY RVNC REV INVZ NEO HST CANO
Increasing unusual put option volume: ENTG ABR TAP CORZ PFSI UAA
Popular stocks increasing volume: UBER AMC F PYPL NKLA PINS PLTR INTC ROKU REV
Active options: TSLA AAPL AMD AMZN UBER NVDA META CHPT BABA AMC MSFT F PYPL NKLA PINS GOOGL PLTR INTC ROKU REV
Global S&P Futures mixed in premarket, Nikkei mixed, DAX lower, WTI Crude oil recently at $94, natural gas mixed, gold at $1783 an ounce