Pre-Market IV Report August 30, 2021

Pre-Market IV Report August 30, 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: SNDL WKHS BB NKE TRIL SPRT JOBY BBIG INO ROOT ATER

Stocks expected to have increasing option volume: ZM CRWD PVH NTES CPB CHWY AVGO DOCU ETR REGN HAL SLB

Option implied volatility into hurricane Ida made landfall near New Orleans as a Category 4 storm.

Entergy (ETR) 30-day option implied volatility is at 20; compared to its 52-week range of 16 to 37 into hurricane Ida made landfall near New Orleans as a Category 4 storm. Call put ratio 1 call to 19 puts with focus on September 110 puts.

Lowe’s Cos. (LOW) 30-day option implied volatility is at 20; compared to its 52-week range of 19 to 46 into Hurricane Ida made landfall near New Orleans as a Category 4 storm.

Home Depot (HD) 30-day option implied volatility is at 18; compared to its 52-week range of 17 to 38 into Ida made landfall near New Orleans as a Category 4 storm.

Teucrium Soybean Fund (SOYB) 30-day option implied volatility is at 22; compared to its 52-week range of 18 to 36.

Teucrium Corn Fund (CORN) 30-day option implied volatility is at 21; compared to its 52-week range of 16 to 49 into Hurricane Ida made landfall near New Orleans as a Category 4 storm. Call put ratio 5 calls to 1 put.

Energy Select Sector SPDR ETF (XLE) 30-day option implied volatility is at 29; compared to its 52-week range of 27 to 58 into Hurricane Ida made landfall near New Orleans as a Category 4 storm.

Exxon Mobil (XOM) 30-day option implied volatility is at 26; compared to its 52-week range of 25 to 53.

Chevron (CVX) 30-day option implied volatility is at 24; compared to its 52-week range of 23 to 51.

ConocoPhillips (COP) 30-day option implied volatility is at 33; compared to its 52-week range of 31 to 77.

EOG Resources (EOG) 30-day option implied volatility is at 38; compared to its 52-week range of 37 to 78. Call put ratio 3.1 calls to 1 put.

Kinder Morgan (KMI) 30-day option implied volatility is at 23; compared to its 52-week range of 22 to 45. Call put ratio 3.1 calls to 1 put.

Occidental Petroleum (OXY) 30-day option implied volatility is at 49; compared to its 52-week range of 49 to 93.

Phillips 66 (PSX) 30-day option implied volatility is at 32; compared to its 52-week range of 30 to 64. Call put ratio 3.1 calls to 1 put.

Schlumberger (SLB) 30-day option implied volatility is at 38; compared to its 52-week range of 36 to 66. Call put ratio 3 calls to 1 put into Hurricane Ida made landfall near New Orleans as a Category 4 storm.

Haliburton (HAL) 30-day option implied volatility is at 40; compared to its 52-week range of 37 to 76. Call put ratio 4.2 calls to 1 put into Hurricane Ida made landfall near New Orleans as a Category 4 storm.

Marathon (MRO) 30-day option implied volatility is at 47; compared to its 52-week range of 45 to 243.

Straddle prices into quarter results this week

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

Ambarella (AMBA) September weekly 102 straddle priced for a move of +/- 9% into the expected release of quarter results after the bell on August 31.

CrowdStrike (CRWD) September weekly 282 straddle priced for a move of +/- 8% 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 110 straddle priced for a move of +/- 9% 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 +/- 14% into the expected release of quarter results after the bell on September 1.

Cambell Soup (CPB) September weekly 41.50 straddle priced for a move of +/- 5% into the expected release of quarter results before the bell on September 1.

Chewy (CHWY) September weekly 88 straddle priced for a move of +/- 8% into the expected release of quarter results after the bell on September 1.

Five Below (FIVE) September weekly 215 straddle priced for a move of +/- 7.5% into the expected release of quarter results after the bell on September 1.

American Eagle (AEO) September weekly 32.50 straddle priced for a move of +/- 9% into the expected release of quarter results on September 2.

Broadcom (AVGO) September weekly 495 straddle priced for a move of +/- 6% into the expected release of quarter results after the bell on September 2.

Ciena (CIEN) September weekly 57 straddle priced for a move of +/- 9% into the expected release of quarter results before the bell on September 2.

DocuSign (DOCU) September weekly 300 straddle priced for a move of +/- 8.5% into the expected release of quarter results after the bell on September 2.

Duluth Holdings (DLTH) September 15 straddle priced for a move of +/- 19% into the expected release of quarter results before the bell on September 2.

Hewlett Packard (HPE) September weekly 15.50 straddle priced for a move of +/- 6% into the expected release of quarter results after the bell on September 2.’

Hormel (HRL) September weekly 45 straddle priced for a move of +/- 4.5% into the expected release of quarter results before the bell on September 2.

Lands End (LE) September 35 straddle priced for a move of +/- 16% into the expected release of quarter results on September 2.

PagerDuty (PD) September weekly 40 straddle priced for a move of +/- 14% into the expected release of quarter results after the bell on September 2.

Signet (SIG) September weekly 80 straddle priced for a move of +/- 13% into the expected release of quarter results on September 2.

Options with decreasing option implied volatility: PANW EDU TAL TRIL SDC BEKE HUT SAVA CMCSA BBIG ANF CLDR PDD BABA
Increasing unusual option volume: PAYA CMI EWJ HP ATER OLLI SLQT WDAY HP ZNGA HPQ BIG ACM NOC
Increasing unusual call option volume: EWJ CEMI ATER HP SLQT BBIG
Increasing unusual put option volume: SPRT OLLI BILL WDAY CNQ GDS A ETR
Popular stocks with increasing volume: PTON F PFE MRNA NIO
Active options: TSLA AAPL AMD BBIG NVDA AMC PLTR SPRT AMZN BABA PTON F MSFT FB PFE BAC MRNA NIO SAVA MARA
Global S&P Futures recently mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at 68.57, natural gas up 2.6%, gold at $1818 an ounce