Pre-Market IV Report August 7, 2020

Pre-Market IV Report August 7, 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: GPRO SIG AMRN SLV XLB TGTX YELP UBER

Options expected to have increasing volume: YELP Z BKNG UBER LYFT

China digital retailer’s option implied volatility into President Trump increases China technology attack

Alibaba (BABA) 30-day option implied volatility is at 42; compared to its 52-week range of 22 to 63 into President Trump increases China technology attack.

JD.com (JD) 30-day option implied volatility is at 52; compared to its 52-week range of 28 to 81

Pinduoduo (PDD) 30-day option implied volatility is at 77; compared to its 52-week range of 38 to 84

Vipshop Holdings (VIPS) 30-day option implied volatility is at 71; compared to its 52-week range of 39 to 80

Option implied volatility into July employment report

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 18; compared to its 52-week range of 10 to 77. Call put ratio 1 call to 1.3 puts.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 25; compared to its 52-week range of 12 to 79. Call put ratio 1 call to 2.1 puts with focus on December 278 and 291 calls.

AngloGold (AU) August call option implied volatility is at 68, September is at 64; compared to its 52-week range of 41 to 142 into expected release of quarter results today before the bell. Call put ratio 4.9 calls to 1 put as gold trades above $2060.

Straddle prices for stocks expected to report quarterly results next week

Eastman Kodak (KODK) August weekly 16 straddle priced for a move of 29% into the expected release of quarter results on August 10

Marriott (MAR) August weekly 90.50 straddle priced for a move of 9% into the expected release of quarter results before the bell on August 10

Novavax (NVAX) August weekly 167.50 straddle priced for a move of 16% into the expected release of quarter results after the bell on August 10

Occidental Petroleum (OXY) August weekly 15 straddle priced for a move of 9% into the expected release of quarter results after the bell on August 10

Royal Caribbean Cruise (RCL) August weekly 51 straddle priced for a move of 10% into the expected release of quarter results on August 10

Simon Property Group (SPG) August straddle priced for a move of 13% into the expected release of quarter results after the bell on August 10

Sohu (SOHU) August 25 straddle priced for a move of 17% into the expected release of quarter results before the bell on August 10

Tilray (TRLY) August weekly 7.5 straddle priced for a move of 16% into the expected release of quarter results after the bell on August 10

Canada Goose (GOOS) August weekly 23 straddle priced for a move of 11% into the expected release of quarter results on August 11

Casper Sleep (CSPR) August 8.50 straddle priced for a move of 31% into the expected release of quarter results before the bell on August 11

Sysco (SYY) August weekly 56.50 straddle priced for a move of 6% into the expected release of quarter results before the bell on August 11

Brinker (EAT) August weekly 30 straddle priced for a move of 16% into the expected release of quarter results before the bell on August 12

Fossil (FOSL) August 4 straddle priced for a move of 25% into the expected release of quarter results after the bell on August 12

Lyft (LYFT) August weekly 32.50 straddle priced for a move of 9% into the expected release of quarter results after the bell on August 12

Lemonade (LMND) August 70 straddle priced for a move of 21% into the expected release of quarter results before the bell on August 12

Macys (M) August weekly 6 straddle priced for a move of 10% into the expected release of quarter results before the bell on August 12

Smiledirectclub (SDC) August weekly 9 straddle priced for a move of 19% into the expected release of quarter results after the bell on August 12

Vipshop Holdings (VIPS) August weekly 24 straddle priced for a move of 13% into the expected release of quarter results on August 12

Alibaba (BABA) August weekly 265 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on August 13

Baidu (BIDU) August weekly 125 straddle priced for a move of 7% into the expected release of quarter results after the bell on August 13

Dillards (DDS) August weekly 25 straddle priced for a move of 21% into the expected release of quarter results before the bell on August 13

Farfetch (FTCH) August 28 straddle priced for a move of 12% into the expected release of quarter results after the bell on August 13

iQIYI (IQ) August weekly 23 straddle priced for a move of 11% into the expected release of quarter results after the bell on August 13

NVIDIA (NVDA) August weekly 452.50 straddle priced for a move of 5% into the expected release of quarter results on August 13

Canadian Solar (CSIQ) weekly call option implied volatility is at 192, August is at 68; compared to its 52-week range of 38 to 147 into expected release of quarter results today before the bell. Call put ratio 1.7 calls to 1 put with focus on August 23 calls.

Options with decreasing option implied volatility: OPK NVAX WW BYND ROKU
Increasing unusual option volume: KNDI PBI MARA TXT ABUS PVG
Increasing unusual call option volume: KNDI TXT MARA PPG
Increasing unusual put option volume: FE AER NYMT PSTI YELP EQT
Popular stocks with increasing volume: UBER WORK FSLY NIO
Active options: AAPL FB AAL DIS AMD MSFT WFC UBER ROKU TSLA BAC BA MU SQ AMZN GE WORK FSLY PLUG NIO
Global S&P Futures recently mixed to lower in premarket, Nikkei mixed to lower, DAX mixed, WTI Crude oil recently at $41.61, natural gas mixed, gold at $2070 an ounce