Pre-Market IV Report September 3, 2021

Pre-Market IV Report September 3, 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: DOCU XELA NKE SNDL MMAT ANY SPRT SDC BTCM FBRX BBIG ANY RAAS ISEE

Stocks expected to have increasing option volume: FBRX T AVGO DOCU PD HPE BYND

Forte Biosciences (FBRX) September call option implied volatility is at 550, October is at 361; compared to its 52-week range of 87 to 400 into the company announced that its Phase II trial of FB-401 failed to the meet primary endpoint in atopic dermatitis. Call put ratio 1 call to 3.4 puts.

AT&T (T) 30-day option implied volatility is at 17; compared to its 52-week range of 15 to 29 after rumors Berkshire Hathaway could be acquiring a large investment position. Call put ratio 6.8 calls to 1 put with focus on September weekly (3) 27.50 and 28 calls.

Virgin Galactic Holdings (SPCE) 30-day option implied volatility is at 80; compared to its 52-week range of 75 to 230. Call put ratio 1.4 calls to 1 put after reports U.S. halts Virgin Galactic from flying SpaceShipTwo amid probe.

GameStop (GME) September weekly (10) call option implied volatility is at 150, September is at 130; compared to its 52-week range of 90 to 553 into the expected release of quarter results after the bell on September 8. Call put ratio 2.5 calls to 1 put.

AMC Entertainment (AMC) September weekly (10) call option implied volatility is at 130, September is at 136; compared to its 52-week range of 85 to 726. Call put ratio 2.3 calls to 1 put.

Beyond Meat (BYND) 30-day option implied volatility is at 41; compared to its 52-week range of 41 to 98.

Straddle prices into quarter results next week

Coupa Software (COUP) September weekly 255 straddle priced for a move of +/- 7.5% into the expected release of quarter results after the bell on September 7

FuelCell (FCEL) September weekly 6.50 straddle priced for a move of +/- 12% into the expected release of quarter results on September 8

GameStop (GME) September weekly 212 straddle priced for a move of +/- 18% into the expected release of quarter results after the bell on September 8

Lululemon Atheletica (LULU) September weekly 387 straddle priced for a move of +/- 15% into the expected release of quarter results after the bell on September 8.

National Beverage (FIZZ) September 45 straddle priced for a move of +/- 15% into the expected release of quarter results on September 8

Oracle (ORCL) September weekly 90 straddle priced for a move of +/- 5% into the expected release of quarter results after the bell on September 9

RH (RH) September weekly 670 straddle priced for a move of +/- 12.5% into the expected release of quarter results after the bell on September 9.

Affirm Holdings (AFRM) September 100 straddle priced for a move of +/- 17% into the expected release of quarter results after the bell on September 9

Zscaler (ZS) September weekly 282 straddle priced for a move of +/- 10% into the expected release of quarter results after the bell on September 9

Kroger (KR) September weekly 47 straddle priced for a move of +/- 5% into the expected release of quarter results before the bell on September 9

Options with decreasing option implied volatility: ZEV PINS VALE PDD EDU PLAN
Increasing unusual option volume: GSM ISEE VIH RAAS BTCM
Increasing unusual call option volume: GSM VIH BTCM RAAS KPLT
Increasing unusual put option volume: FIVE PD TD GSAT FIS SPRT
Popular stocks with increasing volume: V SOFI SPCE PLTR BA T
Active options: AAPL TSLA AMC SPCE NIO PLTR BABA FB AMD NFLX BBIG NVDA AMZN CCJ LCID ANY V SOFI CLOV BA T
Global S&P Futures recently mixed in premarket, Nikkei up 2%, DAX mixed, WTI Crude oil recently at $69.85, natural gas up 0.9%, gold at $1813 an ounce