Pre-Market IV Report September 1, 2021

Pre-Market IV Report September 1, 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: IRNT XELA SNDL BBBY BBIG SPRT SDC BBIG

Stocks expected to have increasing option volume: INTU CRWD CHWY CPB AVGO DOCU GSAT BBIG KSU PLAN PVH

China stocks option implied volatility decreases from Mid-August

Alibaba (BABA) 30-day option implied volatility is at 41; compared to its 52-week range of 24 to 67

NIO (NIO) 30-day option implied volatility is at 53; compared to its 52-week range of 53 to 156. Call put ratio 2.9 calls to 1 put.

JD.com (JD) 30-day option implied volatility is at 41; compared to its 52-week range of 31 to 63

Vipshop (VIPS) 30-day option implied volatility is at 60; compared to its 52-week range of 47 to 131

NetEase (NTES) 30-day option implied volatility is at 45; compared to its 52-week range of 30 to 61

Baidu.com (BIDU) 30-day option implied volatility is at 40; compared to its 52-week range of 31 to 85

iQIYI (IQ) 30-day option implied volatility is at 65; compared to its 52-week range of 46 to 180

Sohu.com, Inc. (SOHU) 30-day option implied volatility is at 57; compared to its 52-week range of 43 to 85

Huazhu Group (HTHT) 30-day option implied volatility is at 39; compared to its 52-week range of 25 to 59

Li Auto (LI) 30-day option implied volatility is at 56; compared to its 52-week range of 57 to 174

Pinduoduo (PDD) 30-day option implied volatility is at 57; compared to its 52-week range of 43 to 85. Call put ratio 3.7 calls to 1 put.

DiDi Global (DIDI) 30-day option implied volatility is at 87; compared to its 52-week range of 79 to 160.

Straddle prices into quarter results

C3.ai Inc (AI) September weekly 50 straddle priced for a move of +/- 16% into the expected release of quarter results today after the bell.

Campbell Soup (CPB) September weekly 42 straddle priced for a move of +/- 5% into the expected release of quarter results today before the bell.

Chewy (CHWY) September weekly 88 straddle priced for a move of +/- 8% into the expected release of quarter results today after the bell.

Five Below (FIVE) September weekly 212.50 straddle priced for a move of +/- 7% into the expected release of quarter results today after the bell.

American Eagle (AEO) September weekly 30.50 straddle priced for a move of +/- 9% into the expected release of quarter results on September 2.

Broadcom (AVGO) September weekly 497 straddle priced for a move of +/- 4% into the expected release of quarter results after the bell on September 2.

Ciena (CIEN) September weekly 57 straddle priced for a move of +/- 8% into the expected release of quarter results before the bell on September 2.

DocuSign (DOCU) September weekly 297.50 straddle priced for a move of +/- 9% into the expected release of quarter results after the bell on September 2.

Duluth Holdings (DLTH) September 15 straddle priced for a move of +/- 17% into the expected release of quarter results before the bell on September 2.

Hewlett Packard (HPE) September weekly 15.50 straddle priced for a move of +/- 5% into the expected release of quarter results after the bell on September 2.

Hormel (HRL) September weekly 45 straddle priced for a move of +/- 4% into the expected release of quarter results before the bell on September 2.

Lands End (LE) September 35 straddle priced for a move of +/- 14% into the expected release of quarter results on September 2.

PagerDuty (PD) September weekly 40 straddle priced for a move of +/- 14% into the expected release of quarter results after the bell on September 2.

Signet (SIG) September weekly 80 straddle priced for a move of +/- 13% into the expected release of quarter results on September 2.

Increasing unusual option volume: PAYA ZEV VG RDHL SLQT WBA NXPI
Increasing unusual call option volume: ZEV PAYA RDHL FIVN SLQT
Increasing unusual put option volume: GSAT BBIG PLAN FTCV KPLT GIS
Popular stocks with increasing volume: ZM PLTR PFE PYPL SPCE DIS SNAP
Active options: AAPL TSLA AMC BBIG WFC ZM AMD NVDA PLTR AMZN BABA PFE NIO PYPL FB SPCE DIS SNAP SPRT SKLZ
Global S&P Futures recently mixed to higher in premarket, Nikkei up 1.2%, DAX up 0.7%, WTI Crude oil recently at 68.86, natural gas up 1.2%, gold at $1812 an ounce