Pre-Market IV Report August 6, 2021

Pre-Market IV Report August 6, 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: TGT CSCO ZNGA SNDL GME MVST GRPO GRPN CPNG SPRT FFIE TAL

Stocks expected to have increasing option volume: PLUG BLDP SPCE DKNG ZNGA YELP EXPD TRIP BKNG BYND CVNA GRPN GPRO FEYE DBX UPS NCLH SHAK FSR FROG XOP HOOD

Option IV into July employment report

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 13; compared to its 52-week range of 11 to 36 into July employment report.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 17; compared to its 52-week range of 16 to 41 into July employment report.

iShares Russell 2000 ETF (IWM) 30-day option implied volatility is at 23; compared to its 52-week range of 18 to 42 into July employment report.

Straddle prices into expected release of quarter results today

DraftKings (DKNG) August weekly 50 straddle priced for a move of +/- 7% into the expected release of quarter results today before the bell.

Norwegian Cruise Line (NCLH) August weekly 24 straddle priced for a move of +/- 6% into the expected release of quarter results today before the bell.

Straddle prices into expected release of quarter results next week

3D Systems (DDD) August weekly 28 straddle priced for a move of +/- 13% into the expected release of quarter results after the bell on August 9.

AMC Entertainment (AMC) August weekly 34 straddle priced for a move of +/- 21% into the expected release of quarter results after the bell on August 9.

BioNTech (BNTX) August weekly 405 straddle priced for a move of +/- 4% into the expected release of quarter results on August 9.

DISH Network (DISH) August weekly 42 straddle priced for a move of +/- 7% into the expected release of quarter results before the bell on August 9.

Real Real (REAL) August 15 straddle priced for a move of +/- 18% into the expected release of quarter results after the bell on August 9.

Tyson Foods (TSN) August weekly 70 straddle priced for a move of +/- 5% into the expected release of quarter results before the bell on August 9.

Workhorse (WKHS) August weekly 10 straddle priced for a move of +/- 21% into the expected release of quarter results on August 9.

Forte Biosciences (FBRX) August call option implied volatility is at 231, September is at 277; compared to its 52-week range of 87 to 265 into the expected release of FB-401 Phase 2 data in Atopic Dermatitis.

Bit Digital (BTBT) August call option implied volatility is at 219, September is at 179; compared to its 52-week range of 114 to 278. Call put ratio 2.8 calls to 1 put.

Options with decreasing option implied volatility: SNAP PINS EDU NKE
Increasing unusual option volume: COMM SCR OPRX BTBT DOCN
Increasing unusual call option volume: COMM IGV XLNX SCR EQOS
Increasing unusual put option volume: FROG BTBT FE NCR
Popular stocks with increasing volume: PFE HOOD AAL ROKU NIO FSLY
Active options: AMD AAPL AMC TSLA UBER SQ NVDA F MRNA FB PFE HOOD AAL ROKU NIO PBR GM AMZN FSLY BAC
Global S&P Futures recently mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at 69.53, natural gas mixed, gold at $1801 an ounce