Pre-Market IV Report August 4, 2021

Pre-Market IV Report August 4, 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: CRM CSCO TGT SPRT BILI CPNG

Stocks expected to have increasing option volume: UBER LYFT GM VIAC DKNG LLY AMGN WYNN CZR LVS MGM PENN BYD

Option IV flat to low after large tech consumer company results and guidance

Spotify (SPOT) 30-day option implied volatility is at 41; compared to its 52-week range of 36 to 73 after recent results and guidance.

Pinterest (PINS) 30-day option implied volatility is at 46; compared to its 52-week range of 41 to 110 after recent results and guidance.

Amazon (AMZN) 30-day option implied volatility is at 23; compared to its 52-week range of 21 to 55 after recent results and guidance.

PayPal (PYPL) 30-day option implied volatility is at 27; compared to its 52-week range of 25 to 59 after recent results and guidance.

Straddle prices into expected release of quarter results this week

General Motors (GM) August weekly 58 straddle priced for a move of +/- 5% into the expected release of quarter results today before the bell.

Uber (UBER) August weekly 43 straddle priced for a move of +/- 8% into the expected release of quarter results today after the bell.

Roku (ROKU) August weekly 417 straddle priced for a move of +/- 8.5% into the expected release of quarter results after the bell on August 4.

Electronic Arts (EA) August weekly 140 straddle priced for a move of +/- 5.5% into the expected release of quarter results today after the bell.

Fastly (FSLY) August weekly 47.50 straddle priced for a move of +/- 14.5% into the expected release of quarter results today after the bell.

Lemonade (LMND) August weekly 87 straddle priced for a move of +/- 12% into the expected release of quarter results today after the bell.

Plug Power (PLUG) August weekly 26.50 straddle priced for a move of +/- 6.5% into the expected release of quarter results today.

Ballard Power (BLDP) August weekly 16 straddle priced for a move of +/- 13.5% into the expected release of quarter results on August 5.

Beyond Meat (BYND) August weekly 122 straddle priced for a move of +/- 8.5% into the expected release of quarter results after the bell on August 5.

Carvana (CVNA) August weekly 332 straddle priced for a move of +/- 9% into the expected release of quarter results after the bell on August 5.

Datadog (DDOG) August weekly 115 straddle priced for a move of +/- 8% into the expected release of quarter results before the bell on August 5.

FireEye (FEYE) August weekly 20.50 straddle priced for a move of +/- 8% into the expected release of quarter results after the bell on August 5.

Kellogg (K) August weekly 62.50 straddle priced for a move of +/- 4% into the expected release of quarter results before the bell on August 5.

Papa John’s (PZZA) August weekly 116 straddle priced for a move of +/- 5.5% into the expected release of quarter results before the bell on August 5.

Penn National (PENN) August weekly 67 straddle priced for a move of +/- 7% into the expected release of quarter results on August 5.

TripAdvisor (TRIP) August weekly 37 straddle priced for a move of +/- 9% into the expected release of quarter results after the bell on August 5.

Virgin Galactic (SPCE) August weekly 31 straddle priced for a move of +/- 9% into the expected release of quarter results after the bell on August 5.

Wayfair (W) August weekly 250 straddle priced for a move of +/- 12% into the expected release of quarter results before the bell on August 5.

Options with decreasing option implied volatility: PINS GOTU NKE EDU
Increasing unusual option volume: TBIO DOCN ALKS ARCT FIS ZI
Increasing unusual call option volume: TBIO ALKS USFD ZI FIS
Increasing unusual put option volume: IGT KDP FTCV UIS
Popular stocks with increasing volume: UBER AAL MU PINS MRNA F
Active options: AMD AAPL TSLA PFE NVDA AMC BABA AMZN UBER SQ NIO FB AAL VIAC MU PINS SNOW F MRNA MSFT
Global S&P Futures recently mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at 70.66, natural gas up 0.9%, gold at $1817 an ounce