Pre-Market IV Report August 5, 2020

Pre-Market IV Report August 5, 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: SRNE JMIA TLRY PRPL AMRN CVM TIF ATVI BYND DIS FSLY BLDP CWH CPRI SQ NVAX

Options expected to have increasing volume: SQ ATVI FSLY ROKU DDD MRNA SQ TWLO BYND DIS NKLA CWH BLDP GLD NVAX KODK

SPDR Gold Trust (GLD) 30-day option implied volatility is at 23; compared to its 52-week range of 9 to 44 as gold trades above $2048. Call put ratio 2.7 calls to 1 put.

Straddle prices for stocks expected to report quarterly results this week

Ballard Power Systems (BLDP) August 15 straddle priced for a move of 23% into the expected release of quarter results today.

Camping World (CWH) August 39 straddle priced for a move of 22% into the expected release of quarter results today after the bell.

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

CVS Health (CVS) August weekly 65 straddle priced for a move of 6% into the expected release of quarter results today before the bell.

Fastly (FSLY) August weekly 115 straddle priced for a move of 12% into the expected release of quarter results today after the bell.

Live Nation (LYV) August straddle 47.5 priced for a move of 11% into the expected release of quarter results today after the bell.

Lumber Liquidators (LL) August weekly 23.50 straddle priced for a move of 15% into the expected release of quarter results today.

Marathon Oil (MRO) August weekly 6 straddle priced for a move of 8% into the expected release of quarter results today after the bell.

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

Roku (ROKU) August weekly 165 straddle priced for a move of 13% into the expected release of quarter results today after the bell.

Sonos (SONO) August 17.5 straddle priced for a move of 21% into the expected release of quarter results today after the bell.

SunPower (SPWR) August weekly 11 straddle priced for a move of 15% into the expected release of quarter results today.

Teva (TEVA) August weekly 12 straddle priced for a move of 12% into the expected release of quarter results today before the bell.

Wayfair (W) August weekly 290 straddle priced for a move of 14% into the expected release of quarter results today before the bell.

Western Digital (WDC) August weekly 45 straddle priced for a move of 8% into the expected release of quarter results today after the bell.

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

Booking Holdings (BKNG) August weekly 1675 straddle priced for a move of 5% into the expected release of quarter results after the bell on August 6.

Datadog (DDOG) August weekly 95 straddle priced for a move of 14% into the expected release of quarter results after the bell on August 6.

Dropbox (DBX) August weekly 23 straddle priced for a move of 13% into the expected release of quarter results on August 6.

First Solar (FSLR) August weekly 64 straddle priced for a move of 7% into the expected release of quarter results after the bell on August 6.

Groupon (GRPN) August weekly 16.50 straddle priced for a move of 32% into the expected release of quarter results after the bell on August 6.

Hilton (HLT) August 80 straddle priced for a move of 10% into the expected release of quarter results before the bell on August 6.

Illumina (ILMN) August weekly 395 straddle priced for a move of 7.5% into the expected release of quarter results after the bell on August 6.

Livongo (LVGO) August weekly 145 straddle priced for a move of 13% into the expected release of quarter results after the bell on August 6.

Norwegian Cruise Line (NCLH) August weekly 13.50 straddle priced for a move of 8% into the expected release of quarter results on August 6.

ViacomCBS (VIAC) August weekly 27 straddle priced for a move of 11% into the expected release of quarter results on August 6.

Wix.com (WIX) August weekly 305 straddle priced for a move of 13% into the expected release of quarter results before the bell on August 6.

Yelp (YELP) August weekly 26 straddle priced for a move of 13% into the expected release of quarter results after the bell on August 6.

Yeti (YETI) August weekly 51 straddle priced for a move of 10% into the expected release of quarter results before the bell on August 6.

Zillow (Z) August weekly 68.50 straddle priced for a move of 14% into the expected release of quarter results after the bell on August 6.

SPDR S&P Retail ETF (XRT) 30-day option implied volatility is at 32; compared to its 52-week range of 17 to 98 as shares trend higher. Call put ratio 1 call to 2.8 puts.

Options with decreasing option implied volatility: TUP OPK APRN UA UAA TAP EXPE FEYE PINS SIG
Increasing unusual option volume: HST ADT MARA WMG PRPL TAN KNDI
Increasing unusual call option volume: HST ADT PRPL MARA KNDI ALRM SCHW VNO
Increasing unusual put option volume: JMIA WKHS SCHW SPWR LQD VPO UPWK
Popular stocks with increasing volume: NIO ATVI NKLA SCHW SPCE SNAP SRNE
Active options: AMD AAPL MSFT NIO TLRY ATVI AAL DIS KODK TSLA INTC BA NKLA FB SCHW SPCE SNAP F GM SRNE
Global S&P Futures recently mixed in premarket, Nikkei mixed, DAX up 0.6%, WTI Crude oil recently at $42.34, natural gas up 2%, gold at $2050 an ounce