Pre-Market IV Report August 31, 2020

Pre-Market IV Report August 31, 2020

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: RKT SFIX FLR FB NKE COST ABT WMT ADBE LMT ROKU DOCU BABA

Options expected to have increasing volume: TSLA AAPL NIO MSFT WMT ROKU INTC ZM PHG RXT RKT HRB UAL AAL

The last day of month.
Stocks head for best August since 1986.
SPY and QQQ IV ticked up last week.

Apple (AAPL) 30-day option implied volatility is at 50; compared to its 52-week range of 18 to 90 into 4 for 1 stock split. Call put ratio 2.1 calls to 1 put.

Tesla (TSLA) 30-day option implied volatility is at 99; compared to its 52-week range of 34 to 154 into 5 for 1 stock split. Call put ratio 1.6 calls to 1 put. Tesla will host a Battery Day event after its annual meeting on September 22.

Boeing (BA) September weekly call option implied volatility is at 51, September is at 53; compared to its 52-week range of 34 to 154. Call put ratio 3.2 calls to 1 put.

BigCommerce (BIGC) September call option implied volatility is at 149, October is at 151; compared to its 52-week range of 98 to 199.

Peloton (PTON) September weekly call option implied volatility is at 73, September is at 95; compared to its 52-week range of 58 to 158 into the expected release of quarter results on September 9. Call put ratio 4.6 calls to 1 put with focus on September weekly 75 calls.

Shopify (SHOP) September call option implied volatility at 52, September is at 51; compared to its 52-week range of 40 to 124 as shares near 52-week high. Call put ratio 2 calls to 1 put.

DraftKings (DKNG) September weekly call option implied volatility is at 79, September is at 86; compared to its 52-week range of 54 to 142. Call put ratio 3.3 calls to 1 put.

Fluidigm (FLDM) September call option implied volatility is at 166, October is at 161; compared to its 52-week range of 61 to 396. Call put ratio 13 calls to 1 put with focus on September 7.5, 10 and 12.50 calls.

Straddle prices into quarter results and outlook

Rackspace Technology (RXT) September 20 straddle priced for a move of 17% into the expected release of quarter results today

Zoom Video (ZM) September weekly 300 straddle priced for a move of 12.5% into the expected release of quarter results on today

At Home Group (HOME) September 19 straddle priced for a move of 24% into the expected release of quarter results after the bell on September 1

Block H&R (HRB) September 15 straddle priced for a move of 13% into the expected release of quarter results after the bell on September 1

Ambarella (AMBA) September weekly 52 straddle priced for a move of 15% into the expected release of quarter results after the bell on September 2

Cloudera (CLDR) September weekly 13 straddle priced for a move of 16% into the expected release of quarter results after the bell on September 2

CrowdStrike (CRWD) September weekly 119 straddle priced for a move of 9.5% into the expected release of quarter results after the bell on September 2

Macys (M) September weekly 7 straddle priced for a move of 17% into the expected release of quarter results before the bell on September 2

Navistar (NAV) September weekly 32 straddle priced for a move of 22% into the expected release of quarter results before the bell on September 2

Rocket Cos (RKT) September 28 straddle priced for a move of 28% into the expected release of quarter results on September 2

Zuora (ZUO) September 13 straddle priced for a move of 15% into the expected release of quarter results after the bell on September 2

Broadcom (AVGO) September weekly 345 straddle priced for a move of 6% into the expected release of quarter results after the bell on September 3.

Campbell Soup (CPB) September weekly 52 straddle priced for a move of 6% into the expected release of quarter results before the bell on September 3

DocuSign (DOCU) September weekly 215 straddle priced for a move of 13% into the expected release of quarter results after the bell on September 3

National Beverage (FIZZ) September 85 straddle priced for a move of 18% into the expected release of quarter results on September 3

Signet Jewelers (SIG) September weekly 17 straddle priced for a move of 20% into the expected release of quarter results on September 3

Increasing unusual option volume: FXC GRWG IWF CBRL BLDR HLF
Increasing unusual call option volume: CBRL GOL CCH WDAY SWK LI DELL
Increasing unusual put option volume: IWF FLR HLF WDAY LI GES TWO TOL
Popular stocks with increasing volume: PTON ROKU CRM CCL
Active options: TSLA AAPL NIO MSFT WMT ROKU INTC NVDA AMD BA FB CCL BA CRM AMZN DIS BABA AAL PTON XOM
Global S&P Futures recently mixed to higher in premarket, Nikkei up 1%, DAX up 0.7%, WTI Crude oil recently at $43.32, natural gas mixed, gold at $1966 an ounce