Pre-Market IV Report August 9, 2021

Pre-Market IV Report August 9, 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: SNDL CSCO CRM GME FCEL MVST SPRT CPNG BILI COIN

Stocks expected to have increasing option volume: AMC APD DISH TSN ABX COIN SYY BNTX NVTA EXAS DIS ABNB DASH SAFM BRK.B PCG BABA

Option IV into July employment report

AMC Entertainment (AMC) August weekly call option implied volatility is at 158, August is at 155; compared to its 52-week range of 85 to 726 into the expected release of quarter results today after the bell. Call put ratio 1.2 calls to 1 put.

Exact Sciences (EXAS) 30-day option implied volatility is at 48; compared to its 52-week range of 42 to 68 into approaches Invitae (NVTA) about possible tie-up, Bloomberg reports.

Invitae (NVTA) 30-day option implied volatility is at 53; compared to its 52-week range of 53 to 121 into Exact Sciences (EXAS) approaches Invitae about possible tie-up, Bloomberg reports.

Sanderson Farms (SAFM) 30-day option implied volatility is at 30; compared to its 52 week range of 23 to 58 into nears sale to Cargill, WSJ reports.

Straddle prices into expected release of quarter results this week

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

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

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

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

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

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

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

Chesapeake (CHK) August 55 straddle priced for a move of +/- 11% into the expected release of quarter results after the bell on August 10.

Eastman Kodak (KODK) August weekly 7.5 straddle priced for a move of +/- 11% into the expected release of quarter results on August 10.

FuboTV (FUBO) August weekly 26 straddle priced for a move of +/- 14% into the expected release of quarter results after the bell on August 10.

Poshmark (POSH) August 35 straddle priced for a move of +/- 17% into the expected release of quarter results after the bell on August 10.

Sysco (SYY) August weekly 74 straddle priced for a move of +/- 4.5% into the expected release of quarter results before the bell on August 10.

Unity Software (U) August 105 straddle priced for a move of +/- 10% into the expected release of quarter results after the bell on August 10.

WW International (WW) August weekly 31 straddle priced for a move of +/- 12% into the expected release of quarter results after the bell on August 10.

Forte Biosciences (FBRX) August call option implied volatility is at 215, September is at 237; 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 230, September is at 191; compared to its 52-week range of 114 to 278. Call put ratio 2.3 calls to 1 put.

Options with decreasing option implied volatility: PINS NKE TAL EDU SPCE
Increasing unusual option volume: IHRT KDMN BNS CM RAMP TSP
Increasing unusual call option volume: IHRT KDMN EQOS TSP AEP BTBT
Increasing unusual put option volume: BTBT QRTEA TIP CFLT
Popular stocks with increasing volume: SPCE DKNG MRNA HOOD WFC PLTR CCL
Active options: TSLA AMD AAPL BAC AMC NVDA SPCE DKNG AMZN MRNA NIO SQ FB HOOD MARA WFC F BABA PLTR CCL
Global S&P Futures recently mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at 65.61, natural gas mixed, gold at $1748 an ounce