Pre-Market IV Report September 2, 2021

Pre-Market IV Report September 2, 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: SIG CIEN CHWY IRNT XELA SNDL BBBY BBIG SPRT SDC BBIG WKHS

Stocks expected to have increasing option volume: BABA AI CHWY FIVE HPE DLTH SIG AVGO CIEN F GM

Content stocks bid as option implied volatility flat to low

Netflix (NFLX) 30-day option implied volatility is at 24; compared to its 52-week range of 21 to 63. Call put ratio 3.8 calls to 1 put.

ViacomCBS (VIAC) 30-day option implied volatility is at 35; compared to its 52-week range of 34 to 105.

Snap (SNAP) 30-day option implied volatility is at 46; compared to its 52-week range of 43 to 119.

Walt Disney (DIS) 30-day option implied volatility is at 22; compared to its 52-week range of 20 to 48.

Twitter (TWTR) R30-day option implied volatility is at 33; compared to its 52-week range of 32 to 91. Call put ratio 3.4 calls to 1 put.

Activision (ATVI) 30-day option implied volatility is at 27; compared to its 52-week range of 22 to 51.

Discovery (DISCA) 30-day option implied volatility is at 41; compared to its 52-week range of 38 to 116.

Alphabet (GOOGL) 30-day option implied volatility is at 18; compared to its 52-week range of 17 to 49
volatility

Facebook (FB) 30-day option implied is at 21; compared to its 52-week range of 21 to 55.

Comcast (CMCSA) 30-day option implied volatility is at 19; compared to its 52-week range of 18 to 55. Call put ratio 3.2 calls to 1 put.

Straddle prices into quarter results this week

American Eagle (AEO) September weekly 30 straddle priced for a move of +/- 9% into the expected release of quarter results today.

Broadcom (AVGO) September weekly 495 straddle priced for a move of +/- 4% into the expected release of quarter results today after the bell.

Ciena (CIEN) September weekly 57 straddle priced for a move of +/- 7.5% into the expected release of quarter results today before the bell.

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

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

Hewlett Packard (HPE) September weekly 15.50 straddle priced for a move of +/- 6% into the expected release of quarter results today after the bell.

Hormel (HRL) September weekly 46 straddle priced for a move of +/- 4% into the expected release of quarter results today before the bell.

PagerDuty (PD) September weekly 45 straddle priced for a move of +/- 13% into the expected release of quarter results today after the bell.

Signet (SIG) September weekly 80 straddle priced for a move of +/- 12% into the expected release of quarter results on September 2.

Options with decreasing option implied volatility: SINO COTY DLTR BBBY XELA IRNT SNDL
Increasing unusual option volume: ATER SLQT ISEE BBIG HIG
Increasing unusual call option volume: ATER SLQT ATUS WKEY WKHS
Increasing unusual put option volume: BBIG SPRT AMBA FIVE
Popular stocks with increasing volume: ABBV NVDA ROKU PFE ZM
Active options: AAPL TSLA AMC BBIG WFC LCID BABA AMZN NIO AMD WISH SKLZ NFLX FB BAC ABBV NVDA ROKU PFE ZM
Global S&P Futures recently mixed in premarket, Nikkei mixed, DAX up 0.7%, WTI Crude oil recently at $68.82, natural gas up 0.9%, gold at $1819 an ounce