Pre-Market IV Report September 1, 2020

Pre-Market IV Report September 1, 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: ZM GME NIO TSLA TLRY AMD NFLX WMT NKE UPS CRBP CLDR SHLL BABA

Options expected to have increasing volume: TSLA AAPL FIVE SMH ZM RXT RKT HRB AVGO CPB CIEN

Tesla (TSLA) September weekly call option implied volatility is at 104, September is at 103; compared to its 52-week range of 34 to 154 into hosting a Battery Day event after its annual meeting on September 22. Call put ratio 1.9 calls to 1 put.

Chips stocks IV into Bloomberg reports Apple (AAPL) preparing 75M 5G iPhones for later this year.

Apple (AAPL) September weekly option implied volatility is at 51, September is at 50; compared to its 52-week range of 18 to 90 into Bloomberg reports Apple preparing 75M 5G iPhones for later this year.

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 32; compared to its 52-week range of 19 to 91 into Apple (AAPL) preparing 75M 5G iPhones for later this year: Bloomberg reports.

Qualcomm (QCOM) 30-day option implied volatility is at 38; compared to its 52-week range of 25 to 85.

Skyworks (SWKS) 30-day option implied volatility is at 37; compared to its 52-week range of 26 to 108.

MagnaChip Semiconductor (MX) 30-day option implied volatility is at 52; compared to its 52-week range of 40 to 150.

AMZN and WMT IV flat to low as share price at upper end of range

Amazon (AMZN) September weekly call option implied volatility is at 32, September is at 37; compared to its 52-week range of 16 to 68.

Walmart (WMT) September weekly call option implied volatility is at 34, September is at 33; compared to its 52-week range of 13 to 67. Call put ratio 5 calls to 1 put with focus on September 140 weekly calls.

Straddle prices into quarter results and outlook

At Home Group (HOME) September 19 straddle priced for a move of 24% into the expected release of quarter results today after the bell.

Block H&R (HRB) September 15 straddle priced for a move of 14% into the expected release of quarter results today after the bell.

Ambarella (AMBA) September weekly 52.50 straddle priced for a move of 15% into the expected release of quarter results after the bell on September 2.

Cloudera (CLDR) September weekly 13 straddle priced for a move of 18% into the expected release of quarter results after the bell on September 2.

CrowdStrike (CRWD) September weekly 125 straddle priced for a move of 12% into the expected release of quarter results after the bell on September 2.

Five Below (FIVE) September weekly 110 straddle priced for a move of 10% into the expected release of quarter results after the bell on September 2.

Macys (M) September weekly 7 straddle priced for a move of 14% into the expected release of quarter results before the bell on September 2.

Rocket Cos (RKT) September 28 straddle priced for a move of 22% into the expected release of quarter results on September 2.

Zuora (ZUO) September 14 straddle priced for a move of 16% into the expected release of quarter results after the bell on September 2.

Broadcom (AVGO) September weekly 347.50 straddle priced for a move of 8% into the expected release of quarter results after the bell on September 3.

Campbell Soup (CPB) September weekly 52.50 straddle priced for a move of 6% into the expected release of quarter results before the bell on September 3.

DocuSign (DOCU) September weekly 222.50 straddle priced for a move of 11% into the expected release of quarter results after the bell on September 3.

National Beverage (FIZZ) September 80 straddle priced for a move of 17% into the expected release of quarter results on September 3.

Signet Jewelers (SIG) September weekly 17 straddle priced for a move of 19% into the expected release of quarter results on September 3.

Toro (TTC) September 75 straddle priced for a move of 8% into the expected release of quarter results before the bell on September 3.

Ciena (CIEN) September weekly 57 straddle priced for a move of 10% into the expected release of quarter results before the bell on September 3.

Options with decreasing option implied volatility: CRON FLR ANF GRWG PINS CRM INTC KODK
Increasing unusual option volume: AIMT ACM FIZZ GEL HRL BLDR LI
Increasing unusual call option volume: AIMT ACM GEL HRL LI JAMF GNW GRWG
Increasing unusual put option volume: FTCH RXT EVRI RWT OZK GNW GME LI EAT FIVE YNDX
Popular stocks with increasing volume: ZM WKHS GE SNAP CRM AAL T
Active options: AAPL TSLA AMD NIO INTC MSFT BAC NVDA GE FB AMZN ZM WMT WKHS NFLX BA CRM AAL T SNAP
Global S&P Futures recently mixed to higher in premarket, Nikkei mixed, DAX mixed to higher, WTI Crude oil recently at $43.11, natural gas mixed, gold at $1996 an ounce