Pre-Market IV Report August 6, 2024

Pre-Market IV Report August 6, 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: SAVA TECL NVDL WOLF IEP GTLB LABD

Stocks expected to have increasing option volume: UBER CAT ABNB KBUE CPNG BAX RIVN H YUM TOST ZI RDDT WYNN VFC XPER CHGG LCID CAR LUV CELH GOOGL GOOG SPWR

Option implied volatility amid recent Bank of Japan and Yen moves

Apple (AAPL) 30-day option implied volatility is at 37; compared to its 52-week range of 16 to 37.

NVIDIA (NVDA) 30-day option implied volatility is at 89; compared to its 52-week range of 32 to 89.

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 29; compared to its 52-week range of 10 to 29.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 37; compared to its 52-week range of 14 to 37.

iShares Russell 2000 (RUT) 30-day option implied volatility is at 37; compared to its 52-week range of 16 to 37. Call put ratio 1 call to 3.4 puts amid active option volume of 137K contracts.

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

Japanese stocks option IV

Ishares Msci Japan Etf (EWJ) 30-day option implied volatility is at 35; compared to its 52-week range of 12 to 71. Call put ratio 1 call to 3 puts amid recent Bank of Japan and Yen moves.

Mizuho Financial Group, Inc. (MFG) 30-day option implied volatility is at 46; compared to its 52-week range of 20 to 49 amid active August 2.5 puts.

Nomura Holdings (NMR) 30-day option implied volatility is at 37; compared to its 52-week range of 20 to 36 as share price down.

Mitsubishi UFJ Financial Group Inc (MUFG) 30-day option implied volatility is at 44; compared to its 52-week range of 18 to 44 with a focus on September 10 calls.

Toyota Motor (TM) 30-day option implied volatility is at 35; compared to its 52-week range of 17 to 65. Call put ratio 1 call to 1.2 puts as share price down.

Sony (SONY) 30-day option implied volatility is at 43; compared to its 52-week range of 17 to 41. Call put ratio 2.5 calls to 1 put with focus on August 30 weekly 90 calls.

Honda Motor (HMC) 30-day option implied volatility is at 35; compared to its 52-week range of 13 to 72. Call put ratio 1 call to 2.9 puts with focus on August 25 puts.

Zions Bancorp (ZION) 30-day option implied volatility is at 47; compared to its 52-week range of 28 to 58. Call put ratio 4.1 calls to 1 put with focus on December 40 puts.

Sotera Health Co. (SHC) 30-day option implied volatility is at 53; compared to its 52-week range of 31 to 59. Call put ratio 2 calls to 1 put as share price up.

Taylor Morrison Home (TMHC) 30-day option implied volatility is at 38; compared to its 52-week range of 22 to 41 amid 2250 contracts of September 60 puts trading at $2.

ADTRAN (ADTN) 30-day option implied volatility is at 81; compared to its 52-week range of 27 to 89 with a focus on a buyer of February 10 calls at 25c.

Fortrea (FTRE) 30-day option implied volatility is at 90; compared to its 52-week range of 33 to 70 with a focus on August 22.50 puts.

Options straddles into quarter results

Novo (NVO) August 9 weekly 126 straddle priced for a move of 7% into expected release of quarter results before the bell on August 7.

Walt Disney (DIS) August 9 weekly 88 straddle priced for a move of 8% into expected release of quarter results before the bell on August 7.

Shopify (SHOP) August 9 weekly 53 straddle priced for a move of 13% into expected release of quarter results before the bell on August 7.

CVS Health (CVS) August 9 weekly 58 straddle priced for a move of 8.5% into expected release of quarter results before the bell on August 7.

Warner Brothers Discovery (WBD) August 9 weekly 8 straddle priced for a move of 13% into expected release of quarter results after the bell on August 7.

Robinhood (HOOD) August 9 weekly 16.50 straddle priced for a move of 14% into expected release of quarter results after the bell on August 7.

Ralph Lauren (RL) August 160 straddle priced for a move of 12% into expected release of quarter results before the bell on August 7. Call put ratio 9.1 calls to 1 put amid active 165 and 175 calls.

Options with decreasing option implied volatility: SNAP GRPN CFLT BHC CVNA TDOC EXAS LMND NET ROKU TEAM PINS RBLX DASH ETSY ABR TWLO GEHC CLX
Increasing unusual option volume: PTEN PAYC KOS GOTU BLY APTV
Increasing unusual call option volume: VLY PAYC CNK KOS APTV CFG TME PERI
Increasing unusual put option volume: PAYC PTEN NDAQ TGTX LW APA JOBY APTV BMBL
Popular stocks with increasing volume: INTC SOFI PLTR BAC DAL APA HOOD AMC AVGO GME
Active options: NVDA AAPL TSLA AMZN AMD INTC SOFI PLTR NU PTEN BAC DAL META APA MSFT HOOD AMC MARA AVGO GME
Global S&P Futures mixed to higher premarket, Nikkei up 10%, DAX mixed, WTI Crude oil recently at $73, natural gas mixed, gold at $2453