Pre-Market IV Report August 5, 2021

Pre-Market IV Report August 5, 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 TGT FSLY TTD CSCO ZNGA OCGN CLDR PBR GPRO AMD SPRT CPNG

Stocks expected to have increasing option volume: UBER VIAC DKNG ETSY JACK FSLY LVS MGM PENN BYD IAC DXC WYNN YETI MRNA ZTS CI DDOG W K CAH FOUR HBI COMM SEAS TWNK JACK ELF BKNG ROKU MET ALL EA MCK ETSY QRVO WDC FOXA

Movers

Robinhood (HOOD) 30-day option implied volatility is at 63; compared to its 52-week range of 29 to 71. Call put ratio 2.3 call to 1 put with focus on November 65 calls and November 60 puts after sharp share price rally.

Advanced Micro Devices, Inc. (AMD) 30-day option implied volatility is at 63; compared to its 52-week range of 29 to 71. Call put ratio 2.3 calls to 1 put with focus on October calls and puts as shares trend higher.

Option implied volatility for stocks with investments in electric vehicles into The Biden administration plans to announce new limits on greenhouse gas auto emissions and new electric vehicle sales targets at an event

Tesla (TSLA) 30-day option implied volatility is at 45; compared to its 52-week range of 43 to 130.

Nikola (NKLA) 30-day option implied volatility is at 101; compared to its 52-week range of 83 to 217. Call put ratio 1 call to 1.2 puts.

Workhorse Group (WKHS) 30-day option implied volatility is at 112 compared to its 52-week range of 89 to 235. Call put ratio 6.7 calls to 1 put.

Fisker (FSR) 30-day option implied volatility is at 87; compared to its 52-week range of 72 to 205.

Lordstown Motors (RIDE) 30-day option implied volatility is at 118; compared to its 52-week range of 96 to 241. Call put ratio 3.5 calls to 1 put.

Electrameccanica Vehicles (SOLO) 30-day option implied volatility is at 88; compared to its 52-week range of 76 to 254. Call put ratio 15.4 calls to 1 put.

Canoo (GOEV) 30-day option implied volatility is at 75; compared to its 52-week range of 31 to 217. Call put ratio 10 calls to 1 put.

Blink Charging (BLNK) 30-day option implied volatility is at 81; compared to its 52-week range of 72 to 214.

Bloom Energy (BE) 30-day option implied volatility is at 76; compared to its 52-week range of 54 to 123.

Oshkosh Corp. (OSK) 30-day option implied volatility is at 31; compared to its 52-week range of 28 to 95

Magna International (MGA) 30-day option implied volatility is at 37; compared to its 52-week range of 28 to 55

First Solar (FSLR) 30-day option implied volatility is at 93; compared to its 52-week range of 35 to 72

Bloom Energy (BE) 30-day option implied volatility is at 77; compared to its 52-week range of 54 to 123

Enphase Energy (ENPH) 30-day option implied volatility is at 56; compared to its 52-week range of 53 to 106. Call put ratio 3.5 calls to 1 put.

NextEra (NEE) 30-day option implied volatility is at 20; compared to its 52-week range of 19 to 35

Hyliion Holdings (HYLN) 30-day option implied volatility is at 94; compared to its 52-week range of 75 to 217

General Motors (GM) 30-day option implied volatility is at 34; compared to its 52-week range of 28 to 66 after shares missed earnings expectations.

Ford (F) 30-day option implied volatility is at 41; compared to its 52-week range of 37 to 76.

Stellantis (STLA) 30-day option implied volatility is at 31; compared to its 52-week range of 28 to 81

Chargepoint Holdings Inc. (CHPT) 30-day option implied volatility is at 81; compared to its 52-week range of 64 to 200.

EVgo (EVGO) 30-day option implied volatility is at 92; compared to its 52-week range of 53 to 105. Call put ratio 3.8 calls to 1 put into The Biden administration plans to announce new limits on greenhouse gas auto emissions and new electric vehicle sales targets at an event.

Straddle prices into expected release of quarter results this week

Ballard Power (BLDP) August weekly 15 straddle priced for a move of +/- 13.% into the expected release of quarter results today.

Beyond Meat (BYND) August weekly 123 straddle priced for a move of +/- 8% into the expected release of quarter results today after the bell.

Carvana (CVNA) August weekly 330 straddle priced for a move of +/- 9% into the expected release of quarter results today after the bell.

Datadog (DDOG) August weekly 115 straddle priced for a move of +/- 7% into the expected release of quarter results today before the bell.

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

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

Papa John’s (PZZA) August weekly 115 straddle priced for a move of +/- 5% into the expected release of quarter results today before the bell.

Penn National (PENN) August weekly 66 straddle priced for a move of +/- 7% into the expected release of quarter results today before the bell.

TripAdvisor (TRIP) August weekly 36 straddle priced for a move of +/- 8% into the expected release of quarter results today after the bell.

Virgin Galactic (SPCE) August weekly 31 straddle priced for a move of +/- 8% into the expected release of quarter results today after the bell.

Wayfair (W) August weekly 250 straddle priced for a move of +/- 10% into the expected release of quarter results before the bell on August 5.

Berkshire (BRKB) August weekly 280 straddle priced for a move of +/- 2% into the expected release of quarter results on August 6.

DraftKings (DKNG) August weekly 49straddle priced for a move of +/- 7% into the expected release of quarter results before the bell on August 6.

UiPath Inc. (PATH) 30-day option implied volatility is at 53; compared to its 52-week range of 51 to 121.

Options with decreasing option implied volatility: GOTU LC EDU TAL DIDI PINS NKE TAL INO
Increasing unusual option volume: USFD WMC FE APT FTCV LH XLNX
Increasing unusual call option volume: USFD FE LH FTCV APT SEAS
Increasing unusual put option volume: NCR BTBT K SIX GPRE CL
Popular stocks with increasing volume: MRNA HOOD SOFI UBER
Active options: AMD TSLA AAPL WFC AMC PFE NVDA GM FB F ET MRNA HOOD BABA UBER SOFI SNAP MU BA MSFT