Pre-Market IV Report August 4, 2020

Pre-Market IV Report August 4, 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: ADT M PLUG PSTI JMIA GPRO PRPL CHGG GEO

Options expected to have increasing volume: SPCE AIG CLR KLAC BP H CHGG TTWO AIG CRUS

Straddle prices for stocks expected to report quarterly results this week

Activision Blizzard (ATVI) August weekly 85 straddle priced for a move of 8% into the expected release of quarter results today after the bell.

Ralph Lauren (RL) August 70 straddle priced for a move of 12% into the expected release of quarter results today before the bell.

Walt Disney (DIS) August weekly 116 straddle priced for a move of 4.5% into the expected release of quarter results today after the bell.

Sony (SNE) August weekly 81 straddle priced for a move of 7% into the expected release of quarter results today.

Wynn Resorts (WYNN) August weekly 73 straddle priced for a move of 9% into the expected release of quarter results today.

3D Systems (DDD) August weekly 6.5 straddle priced for a move of 15% into the expected release of quarter results after the bell on August 5.

Warner Music (WMG) August 30 straddle priced for a move of 11% into the expected release of quarter results.

Ballard Power Systems (BLDP) August 15 straddle priced for a move of 22% into the expected release of quarter results on August 5.

Camping World (CWH) August 40 straddle priced for a move of 22% into the expected release of quarter results after the bell on August 5.

Capri (CPRI) August weekly 14 straddle priced for a move of 13% into the expected release of quarter results before the bell on August 5.

CVS Health (CVS) August weekly 64 straddle priced for a move of 6% into the expected release of quarter results before the bell on August 5.

Fastly (FSLY) August weekly 110 straddle priced for a move of 18% into the expected release of quarter results after the bell on August 5.

Hostess Brands (TWNK) August 12.50 straddle priced for a move of 7% into the expected release of quarter results after the bell on August 5.

Humana (HUM) August weekly 395 straddle priced for a move of 5% into the expected release of quarter results on August 5.

Live Nation (LYV) August straddle 45 priced for a move of 13% into the expected release of quarter results after the bell on August 5.

Lumber Liquidators (LL) August weekly 23.50 straddle priced for a move of 17% into the expected release of quarter results on August 5.

Marathon Oil (MRO) August weekly 5.5 straddle priced for a move of 8% into the expected release of quarter results after the bell on August 5.

Moderna (MRNA) August weekly 78 straddle priced for a move of 8% into the expected release of quarter results before the bell on August 5.

Roku (ROKU) August weekly 162.50 straddle priced for a move of 13% into the expected release of quarter results after the bell on August 5.

Sonos (SONO) August 15 straddle priced for a move of 20% into the expected release of quarter results after the bell on August 5.

Starwood Property (STWD) August 15 straddle priced for a move of 9% into the expected release of quarter results before the bell on August 5.

SunPower (SPWR) August weekly 10 straddle priced for a move of 15% into the expected release of quarter results on August 5.

Teva (TEVA) August weekly 12 straddle priced for a move of 9% into the expected release of quarter results on August 5.

Wayfair (W) August weekly 285 straddle priced for a move of 14% into the expected release of quarter results before the bell on August 5.

Western Digital (WDC) August weekly 44 straddle priced for a move of 9% into the expected release of quarter results after the bell on August 5.

Zynga (ZNGA) August weekly 10 straddle priced for a move of 10% into the expected release of quarter results on August 5.

Options with decreasing option implied volatility: APRN TUP OPK EGHT TGTX UAA EXPE TNDM
Increasing unusual option volume: MARA ADT KNDI DXC PBI PRPL ALRM
Increasing unusual call option volume: ADT CRUS MARA KNDI EIX PRPL SOHU
Increasing unusual put option volume: DXC WKHS FOXA MOS QSR QD EWJ Z JMIA
Popular stocks with increasing volume: AAL PINS WORK WKHS SNAP
Active options: AAPL MSFT NIO APA BA AMD SNAP TSLA INTC FB DXC KODK AAL PINS NVDA BAC WORK WKHS AMZN QCOM
Global S&P Futures recently mixed premarket, Nikkei up 1.6%, DAX mixed, WTI Crude oil recently at $40.55, natural gas up 1.2%, gold at $1993 an ounce