Pre-Market IV Report August 5, 2024

Pre-Market IV Report August 5, 2024

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: NVDL OKTA HIMS NVDA OKTA ANF CRWD DELL MDB LULU KSS CHWY IOT FAS BBWI MU

Stocks expected to have increasing option volume: SPY QQQ RUT IWM NVDA TSLA K PLTR HIMS EWJ

Option IV amid wide price movement

NVIDIA (NVDA) 30-day option implied volatility is at 81; compared to its 52-week range of 32 to 81.

Apple (AAPL) 30-day option implied volatility is at 28; compared to its 52-week range of 16 to 31.

Ishares Msci Japan Etf (EWJ) 30-day option implied volatility is at 27; compared to its 52-week range of 12 to 65. Call put ratio 1 call to 1.9 puts as share prices move lower.

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 20; compared to its 52-week range of 10 to 20.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 27; compared to its 52-week range of 14 to 27.

iShares Russell 2000 (RUT) 30-day option implied volatility is at 29; compared to its 52-week range of 16 to 29.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 42; compared to its 52-week range of 27 to 44.

Coinbase (COIN) 30-day option implied volatility is at 78; compared to 52-week range of 59 to 103. Call put ratio 2.1 calls to 1 put into Bitcoin trades below $52,700.

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 51; compared to 52-week range of 22 to 52. Call put ratio 1 call to 1.5 puts.

Straddle prices into quarter results

Amgen (AMGN) August 9 weekly straddle priced for a move of % into expected release of quarter results after the bell on August 6.

Caterpillar (CAT) August 9 weekly 320 straddle priced for a move of 6.5% into expected release of quarter results before the bell on August 6.

Uber (UBER) August 9 weekly 59 straddle priced for a move of 8% into expected release of quarter results before the bell on August 6.

Airbnb (ABNB) August 9 weekly 128 straddle priced for a move of 9.5% into expected release of quarter results after the bell on August 6.

Reddit (RDDT) August 9 weekly 57.50 straddle priced for a move of 25% into expected release of quarter results after the bell on August 6.

Wynn Resorts (WYNN) August 9 weekly 77 straddle priced for a move of 7.5% into expected release of quarter results after the bell on August 6.

Kellanova (K) 30-day option implied volatility is at 21; compared to its 52-week range of 22 to 214 into Mars explores buying Kellanova, Reuters says. Call put ratio 2.2 calls to 1 put on active volume of 3,733 contracts compared to 90 day average of 963 contracts.

Options with decreasing option implied volatility: GRPN SNAP BHC CFLT LMND BITX RBLX
Increasing unusual option volume: OHI PCOR XRX COMM PTEN CTLT
Increasing unusual call option volume: OHI COMM SVM PPL KD RSI TEN
Increasing unusual put option volume: PTEN SHLS XRX CNK KD EW CFG
Popular stocks with increasing volume: INTC AAL SNAP SOFI MU BAC AVGO F SMCI HOOD GME
Active options: NVDA TSLA AAPL AMZN INTC AMD AAL META MSFT PLTR SNAP SOFI MU BAC AVGO F SMCI HOOD GME MARA VNO TSN FANG SPG CSX NVDA
Global S&P Futures down 2.1% premarket, Nikkei down 12%, DAX down 2.4%, WTI Crude oil recently at $73, natural gas down 2%, gold at $2470