Pre-Market IV Report August 6, 2020

Pre-Market IV Report August 6, 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: YELP YETI ROKU VIAC PZZA WDC WLL PRPL GLD LQD RIOT JMIA PDD JMIA AMRN ZM PANW AAL

Options expected to have increasing volume: ROKU SONO YELP YETI COST ZNGA SPCE WIX HLT BMY FSLY PENN PZZA NCLH VIAC

Large tech stock option implied volatility as NASDAQ near record high

Facebook (FB) August weekly call option implied volatility is at 34, August is at 33; compared to its 52-week range of 20 to 81 a week after quarter results. Call put ratio 3 calls to 1 put with focus on November 270 and 275 calls.

Amazon (AMZN) August weekly call option implied volatility is at 30, August is at 33; compared to its 52-week range of 16 to 68 after Jeff Bezos sells $3B of stock. Call put ratio 1.9 calls to 1 put.

Apple (AAPL) August weekly call option implied volatility is at 31, August is at 30; compared to its 52-week range of 18 to 90 as shares near record high. Call put ratio 2.1 calls to 1 put.

Alphabet (GOOGL) August weekly call option implied volatility is at 20, August is at 22; compared to its 52-week range of 14 to 75 a week after quarter results. Call put ratio 1.6 calls to 1 put.

SPDR Gold Trust (GLD) August weekly call option implied volatility is at 28, August is at 24; compared to its 52-week range of 9 to 44 as gold trades above $2061. Call put ratio 2.9 calls to 1 put.

Straddle prices for stocks expected to report quarterly results this week

Booking Holdings (BKNG) August weekly 1725 straddle priced for a move of 5% into the expected release of quarter results today after the bell.

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

Dropbox (DBX) August weekly 23 straddle priced for a move of 12% into the expected release of quarter results today.

First Solar (FSLR) August weekly 65 straddle priced for a move of 7% into the expected release of quarter results today after the bell.

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

Hilton (HLT) August 80 straddle priced for a move of 8% into the expected release of quarter results today before the bell.

Illumina (ILMN) August weekly 400 straddle priced for a move of 8% into the expected release of quarter results today after the bell.

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

ViacomCBS (VIAC) August weekly 26 straddle priced for a move of 8% into the expected release of quarter results today.

Wix.com (WIX) August weekly 310 straddle priced for a move of 13% into the expected release of quarter results today before the bell.

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

Yeti (YETI) August weekly 51 straddle priced for a move of 12% into the expected release of quarter results today before the bell.

Zillow (Z) August weekly 71 straddle priced for a move of 14% into the expected release of quarter results today after the bell.

AngloGold (AU) August 70 straddle priced for a move of 12% into the expected release of quarter results before the bell on August 7.

Canadian Solar (CSIQ) August weekly 24 straddle priced for a move of 12% into the expected release of quarter results before the bell on August 7.

Options with decreasing option implied volatility: FXI PINS UPS INTC KODK
Increasing unusual option volume: FTAI MARA PBI RIO UN ADT
Increasing unusual call option volume: RIO FTAI MARA UN ADT MCRB ABUS LRN
Increasing unusual put option volume: GPN GES JMIA UPWK
Popular stocks with increasing volume: ATVI BYND FCX NKLA NIO F ET
Active options: AAPL DIS MSFT AMD AAL BA SQ BAC F INTC FB ET ATVI AMZN FCX TSLA JPM NKLA NIO BYND
Global S&P Futures recently mixed in premarket, Nikkei mixed, DAX up 0.8%, WTI Crude oil recently at $41.84, natural gas mixed, gold at $2061 an ounce