Pre-Market IV Report August 31, 2021

Pre-Market IV Report August 31, 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 SPRT BBIG INO SAVA KPLT WKEY ROOT CRSR BBIG HUT SDC

Stocks expected to have increasing option volume: ZM PYPL CHWY CPB AVGO DOCU GSAT BBIG KSU

SCHW & IBKR puts active amid reports of PayPal (PYPL) considering offering stock trading

PayPal Holdings (PYPL) 30-day option implied volatility is at 26; compared to its 52-week range of 24 to 59 after reports it’s considering offering stock-trading capabilities to its customers. Call put ratio 3.4 calls to 1 put.

Charles Schwab (SCHW) 30-day option implied volatility is at 30; compared to its 52-week range of 27 to 44 after reports PayPal (PYPL) is considering offering stock-trading capabilities to its customers. Call put ratio 1 call to 8.2 puts.

Interactive Brokers (IBKR) 30-day option implied volatility is at 30; compared to its 52-week range of 26 to 53. Call put ratio 1 call to 14.4 puts.

SoFi Technologies (SOFI) 30-day option implied volatility is at 63; compared to its 52-week range of 40 to 151.

Robinhood Markets, Inc. (HOOD) 30-day option implied volatility is at 87; compared to its 52-week range of 74 to 226.

Virtu (VIRT) 30-day option implied volatility is at 33; compared to its 52-week range of 26 to 74. Call put ratio 1 call to 3.2 puts.

Coinbase (COIN) 30-day option implied volatility is at 48; compared to its 52-week range of 45 to 81 amid reports PayPal (PYPL) is considering offering stock-trading.

Vinco Ventures (BBIG) 30-day option implied volatility is at 278; compared to its 52-week range of 85 to 279. Call put ratio 5.9 calls to 1 put with focus on October 5 and 6 calls.

Straddle prices into quarter results this week

Ambarella (AMBA) September weekly 105 straddle priced for a move of +/- 7% into the expected release of quarter results today after the bell.

CrowdStrike (CRWD) September weekly 287 straddle priced for a move of +/- 7% into the expected release of quarter results today after the bell.

Designer Brands (DBI) September 15 straddle priced for a move of +/- 15% into the expected release of quarter results today before the bell.

PVH (PVH) September weekly 105 straddle priced for a move of +/- 9% into the expected release of quarter results today after the bell.

C3.ai Inc (AI) September weekly 50 straddle priced for a move of +/- 16% into the expected release of quarter results after the bell on September 1.

Campbell Soup (CPB) September weekly 41 straddle priced for a move of +/- 5% into the expected release of quarter results before the bell on September 1.

Chewy (CHWY) September weekly 90 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% into the expected release of quarter results after the bell on September 1.

American Eagle (AEO) September weekly 31.50 straddle priced for a move of +/- 9% into the expected release of quarter results on September 2.

Broadcom (AVGO) September weekly 500 straddle priced for a move of +/- 5% into the expected release of quarter results after the bell on September 2.

Ciena (CIEN) September weekly 57 straddle priced for a move of +/- 8.5% into the expected release of quarter results before the bell on September 2.

DocuSign (DOCU) September weekly 302.50 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 +/- 17% 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 +/- 5.5% 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% 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 +/- 14.5% into the expected release of quarter results after the bell on September 2.

Signet (SIG) September weekly 80 straddle priced for a move of +/- 13.5% into the expected release of quarter results on September 2.

Options with decreasing option implied volatility: EDU CLDR PDD BABA CODY BOX PANW GOTU TAL
Increasing unusual option volume: PAYA GOCO WKEY KPLT GSAT BBIG MGI
Increasing unusual call option volume: PAYA GOCO WKEY KPLT GSAT BBIG
Increasing unusual put option volume: GSAT BBIG KPLT SPRT BBIG
Popular stocks with increasing volume: PYPL BABA NIO PFE MRNA
Active options: AAPL TSLA AMC BBIG AMD PLTR NVDA GSAT AMZN FB PYPL BABA WISH NIO SPRT PFE MSFT SDC ROOT MRNA
Global S&P Futures recently mixed in premarket, Nikkei up 1%, DAX mixed, WTI Crude oil recently at 68.75, natural gas up 2.6%, gold at $1817 an ounce