Pre-Market IV Report August 31, 2022

Pre-Market IV Report August 31, 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: CRWD CIEN SPPI VIRI PGY CLNN ISEE MMM CFVI ILMN

Stocks expected to have increasing option volume: NFLX SNAP BA HPQ PVH CRWD CHPT CHWY LULU AMBA

Movers

Snap (SNAP) 30-day option implied volatility is at 76; compared to its 52-week range of 44 to 127 into Netflix (NFLX) names two Snapchat ad execs to develop strategy, Ad Age says.

Netflix (NFLX) 30-day option implied volatility is at 52; compared to its 52-week range of 23 to 86 into Netflix names two Snapchat (SNAP) ad execs to develop strategy, Ad Age says.

Boeing (BA) 30-day option implied volatility is at 45; compared to its 52-week range of 30 to 63 into U.S. Army grounds entire fleet of Boeing’s Chinook helicopters, WSJ says.

Bed Bath & Beyond (BBBY) 30-day option implied volatility is at 236; compared to its 52-week range of 58 to 324 into hosting a conference call to provide a business and strategic update on August 31, 2022.

Straddle price into quarter results

lululemon athletica (LULU) September weekly 307.50 straddle priced for a move of 8% into the expected release of quarter results on September 1.

Ciena (CIEN) September weekly 50 straddle priced for a move of 11% into the expected release of quarter results before the bell on September 1.

Hormel (HRL) September weekly 51 straddle priced for a move of 5% into the expected release of quarter results before the bell on September 1.

Campbells (CPB) September weekly 51 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on September 1.

Signet (SIG) September weekly 65 straddle priced for a move of 14% into the expected release of quarter results before the bell on September 1.

Lands End (LE) September 15 straddle priced for a move of 18% into the expected release of quarter results before the bell on September 1.

Ollie’s Bargain (OLLI) September 55 straddle priced for a move of 15% into the expected release of quarter results before the bell on September 1.

Duluth Holdings (DLTH) September 10 straddle priced for a move of 15% into the expected release of quarter results before the bell on September 1.

Options with decreasing option implied volatility: PTON FAZE ANF AFRM JWN GPS DLTR PDD
Increasing unusual option volume: AVCT LQDA MMM WEBR
Increasing unusual call option volume: LQDA WEBR MMM FREY TMC
Increasing unusual put option volume: CLAR MMM VOD BXMT
Popular stocks increasing volume: T CCL TWTR OXY INTC XOM
Active options: TSLA AAPL AMZN BBBY NVDA AMD MMM META BABA MSFT F GOOGL CHPT T CCL TWTR OXY INTC XOM CLAR
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $92, natural gas mixed, gold at $1732 an ounce