Pre-Market IV Report September 8, 2020

Pre-Market IV Report September 8, 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: T CRPB HYG WORK ORCL SHLL CHWY TSLA PTON FMCI INO PTON CHWY SDC AEO TLRY QRTEA FLR IOVA LVS

Options expected to have increasing volume: COUP ORCL AEO CHWY ACB KR

Option volume, implied volatility and share price movement increases amid Nasdaq Whale’s Gamma Gamble, Gamma Squeeze, velocity….

PowerShares QQQ Trust (QQQ) September weekly call option implied volatility is at 37, September is at 38; compared to its 52-week range of 12 to 79 as shares pull back from record highs. Call put ratio 1 call to 1.9 puts.

Apple (AAPL) September weekly option implied volatility is at 55, September is at 61; compared to its 52-week range of 18 to 90. Call put ratio 1.7 calls to 1 put with focus on September weekly options.

Facebook (FB) September weekly call option implied volatility is at 45, September is at 48; compared to its 52-week range of 20 to 81. Call put ratio 1.6 calls to 1 put with focus on September weekly options.

Netflix (NFLX) September weekly call option implied volatility is at 45, September is at 49; compared to its 52-week range of 28 to 99. Call put ratio 1.1 calls to 1 put with focus on September weekly options.

Alphabet (GOOGL) September weekly call option implied volatility is at 41, September is at 40; compared to its 52-week range of 14 to 75. Call put ratio 1 call to 1 put.

Amazon (AMZN) September weekly option implied volatility is at 41, September is at 45; compared to its 52-week range of 16 to 69. Call put ratio 1.2 calls to 1 put with focus on September weekly options.

Microsoft (MSFT) September weekly call option implied volatility is at 43, September is at 48; compared to its 52-week range of 15 to 90. Call put ratio 1.9 calls to 1 put.

Tesla (TSLA) 30-day option implied volatility is at 127; compared to its 52-week range of 34 to 154 into not being included in S&P 500 index. Call put ratio 1.2 calls to 1 put into hosting a Battery Day event after its annual meeting on September 22.

IV into added to the S&P 500

Etsy (ETSY) 30-day option implied volatility is at 70; compared to its 52-week range of 35 to 125 into S&P Dow Jones Indices said in a statement it was adding the online craft seller, semiconductor equipment maker Teradyne (TER) and pharmaceutical technology company Catalent (CTLT) to the S&P 500, effective September. 21, and removing H&R Block (HRB), Coty (COTY) and Kohls (KSS).

Teradyne (TER) 30-day option implied volatility is at 50; compared to its 52-week range of 25 to 98 into S&P Dow Jones Indices said in a statement it was adding the semiconductor equipment maker and pharmaceutical technology company Catalent (CTLT) and Etsy (ETSY) the online craft seller to the S&P 500, effective September. 21.

Catalent (CTLT) 30-day option implied volatility is at 59; compared to its 52-week range of 24 to 83 into S&P Dow Jones Indices said in a statement it was adding the pharmaceutical technology company.

SPDR S&P 500 ETF Trust (SPY) September weekly call option implied volatility is at 24, September is at 24; compared to its 52-week range of 10 to 77 as shares pull back from record highs. Call put ratio 1 call to 1.4 puts.

Straddle prices for stocks expected to report quarterly results next week

Coupa Software (COUP) September weekly 285 straddle priced for a move of 15% into the expected release of quarter results today after the bell

Slack (WORK) September weekly 29 straddle priced for a move of 19% into the expected release of quarter results today after the bell after the bell

HD Supply Holdings (HDS) September 40 straddle priced for a move of 8% into the expected release of quarter results on September 9

LakeLand Industries (LAKE) September 20 straddle priced for a move of 22% into the expected release of quarter results on September 9

American Eagle (AEO) September weekly 12.50 straddle priced for a move of 16% into the expected release of quarter results before the bell on September 9

Aurora Cannabis (ACB) September 8.5 straddle priced for a move of 22% into the expected release of quarter results on September 9

Lovesac (LOVE) September 30 straddle priced for a move of 23% into the expected release of quarter results before the bell on September 9

MasterCraft Boat (MCFT) September 20 straddle priced for a move of 22% into the expected release of quarter results before the bell on September 9

Navistar (NAV) September weekly 37.50 straddle priced for a move of 22% into the expected release of quarter results before the bell on September 9

Oracle (ORCL) September weekly 56 straddle priced for a move of 7% into the expected release of quarter results after the bell after the bell on September 9

RH (RH) September weekly 317 straddle priced for a move of 15% into the expected release of quarter results after the bell after the bell on September 9

GameStop (GME) September weekly 8 straddle priced for a move of 23% into the expected release of quarter results after the bell on September 9

Chewy (CHWY) September weekly 61 straddle priced for a move of 19% into the expected release of quarter results after the bell on September 10

nCino (NCNO) September 80 straddle priced for a move of 20% into the expected release of quarter results on September 10

Kroger (KR) September weekly 35.50 straddle priced for a move of 7% into the expected release of quarter results before the bell on September 11

Options with decreasing option implied volatility: ZM CLVS BHC RKT GSX HRB
Increasing unusual option volume: KODK HST AKBA TRGB CARS GOGO DOMO
Increasing unusual call option volume: HST AKBA CARS IWF TECS GBT LYB
Increasing unusual put option volume: GOGO HST ANGI SVXY YELP AEO
Popular stocks with increasing volume: DOCU AAL CCL DAL NCLH
Active stocks: AAPL TSLA BAC AMD NIO DOCU NVDA MSFT AAL CCL INTC BA FB AMZN ZM JPM SNAP DAL PTON NCLH
Global S&P Futures recently lower in premarket, Nikkei up 0.8%, DAX down mixed, WTI Crude oil recently at $38.54, natural gas down, gold at $1935 an ounce