Pre-Market IV Report September 1, 2022

Market Rebellion

This article was last updated on 09/01/2022.

Pre-Market IV Report September 1, 2022

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: MMM CFVI GETY CLNN AVCT IZEA ISE

Stocks expected to have increasing option volume: NVDA MSTR PCG PSTG HLR LULU SIG S CPB COST MDB AI FIVE NTNX OKTA

Option Expected to be Movers

NVIDIA (NVDA) 30-day option implied volatility is at 55; compared to its 52-week range of 31 to 82 disclosing license requirement for exports. Call put ratio 1 call to 1.5 puts as shares trade lower in premarket.

Advanced Micro Devices (AMD) 30-day option implied volatility is at 53; compared to its 52-week range of 34 to 73.

Qualcomm (QCOM) 30-day option implied volatility is at 41; compared to its 52-week range of 22 to 58.

Micron Technology (MU) 30-day option implied volatility is at 52; compared to its 52-week range of 26 to 68.

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 39; compared to its 52-week range of 22 to 49.

Option IV as shares near low end of 2-year range

Salesforce (CRM) 30-day option implied volatility is at 41; compared to its 52-week range of 22 to 62.

Nike (NKE) 30-day option implied volatility is at 42; compared to its 52-week range of 20 to 52.

Nordstrom (JWN) 30-day option implied volatility is at 60; compared to its 52-week range of 45 to 109.

Seagate (STX) 30-day option implied volatility is at 43; compared to its 52-week range of 30 to 54.

Twilio (TWLO) 30-day option implied volatility is at 66; compared to its 52-week range of 36 to 98 as shares near low end of 2-year range.

Newmont (NEM) 30-day option implied volatility is at 39; compared to its 52-week range of as 25 to 49 shares near low end of 2-year range.

AB InBev SA (BUD) 30-day option implied volatility is at 28; compared to its 52-week range of 22 to 47 as shares near low end of 2-year range.

Walgreens Boots Alliance (WBA) 30-day option implied volatility is at 28; compared to its 52-week range of 23 to 40 as shares near low end of 2-year range.

Straddle price into quarter results

lululemon athletica (LULU) September weekly 300 straddle priced for a move of 8% into the expected release of quarter results today.

Ciena (CIEN) September 50 straddle priced for a move of 11% into the expected release of quarter results today before the bell.

Hormel (HRL) September weekly 50 straddle priced for a move of 4.5% into the expected release of quarter results today before the bell.

Campbells (CPB) September weekly 51 straddle priced for a move of 4.5% into the expected release of quarter results today before the bell.

Signet (SIG) September weekly 65 straddle priced for a move of 15% into the expected release of quarter results today before the bell.

Lands End (LE) September 15 straddle priced for a move of 18% into the expected release of quarter results today before the bell.

Ollie’s Bargain (OLLI) September 55 straddle priced for a move of 15% into the expected release of quarter results today before the bell.

Duluth Holdings (DLTH) September 10 straddle priced for a move of 16% into the expected release of quarter results today before the bell.

Options with decreasing option implied volatility: PTON SST ANF COTY GPS DLTR WDAY
Increasing unusual option volume: SWIR TIP LQDA NTNX ISEE MSTR CNC
Increasing unusual call option volume: SWIR NTNX WEBR LQDA BHP
Increasing unusual put option volume: TIP LQDA CLAR ISEE WU MMM MTCH
Popular stocks increasing volume: MMM AMC INTC SQ BAC PYPL CRWD
Active options: TSLA AAPL BBBY META SNAP AMZN NVDA AMD BABA CHPT MSFT NFLX GOOGL MMM AMC INTC SQ BAC PYPL CRWD
Global S&P Futures mixed to lower in premarket, Nikkei down 1%, DAX mixed, WTI Crude oil recently at $88, natural gas down 1%, gold at $1713 an ounce

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