Pre-Market IV Report September 1, 2023

Pre-Market IV Report September 1, 2023

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Pre-Market IV Report September 1, 2023

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: AVGO LULU DELL MDB NTNX MSOS EDR WWE FFIE MSOS

Stocks expected to have increasing option volume: MDB IOT NTNX AVGO LULU DELL MDB LULU PD EOSE

NVIDIA (NVDA) 30-day option implied volatility is at 41; compared to its 52-week range of 39 to 68.

Apple (AAPL) 30-day option implied volatility is at 19; compared to its 52-week range of 17 to 45 after announces iPhone 15 and new watches expected to be launched on September 12 date. Call put ratio 2.1 calls to 1 put.

GM, F, STLA, TSLA option IV amid union contract headlines

General Motors (GM) 30-day option implied volatility is at 30; compared to its 52-week range of 27 to 60 into their current union contracts end on September 14.

Ford (F) 30-day option implied volatility is at 28; compared to its 52-week range of 27 to 588 into their current union contracts end on September 14.

Stellantis (STLA) 30-day option implied volatility is at 27; compared to its 52-week range of 23 to 423 into their current union contracts end on September 14.

Tesla (TSLA) 30-day option implied volatility is at 46; compared to its 52-week range of 42 to 96.

Straddle prices into quarter results

Trip.com (TCOM) September 39 straddle is priced for a move of 8% into the expected release of quarter results after the bell on September 4.

Zscaler (ZS) September weekly 155 straddle is priced for a move of 13% into the expected release of quarter results after the bell on September 5.

Asana (ASAN) September weekly 21.50 straddle is priced for a move of 14% into the expected release of quarter results after the bell on September 5.

Gamestop (GME) September weekly 18.50 straddle is priced for a move of 16% into the expected release of quarter results after the bell on September 6.

C3.ai (AI) September weekly 31 straddle is priced for a move of 18% into the expected release of quarter results after the bell on September 6.

American Eagle (AEO) September weekly 17 straddle is priced for a move of 8% into the expected release of quarter results after the bell on September 6.

Movers

Endeavor Group Holdings Inc. (EDR) 30-day option implied volatility is at 40; compared to its 52-week range of 24 to 79.

World Wrestling Entertainment (WWE) 30-day option implied volatility is at 42; compared to its 52-week range of 27 to 249. Call put ratio 1 call to 2.7 puts.

Options with decreasing option implied volatility: CHWY NVCR GPS BIG OKTA ASO PSTG PAGS JWN AFRM DG FIVE CRWD ULTA MRVL
Increasing unusual option volume: KVUE EDR GRAB MSOS FEZ WWE ITUB
Increasing unusual call option volume: EDR MSOS EBS TIO HA GSAT ATUS
Increasing unusual put option volume: GRAB KVUE DDD FEZ MSOS VSCO SDS
Popular stocks with increasing volume: PLTR INTC SHOP TLRY CRM CHWY NIO KVUE CRWD
Active options: TSLA AMZN NVDA AAPL PLTR INTC AMD META AMC SHOP GOOGL MSFT TLRY MARA CRM GOOG CHWY NIO KVUE CRWD
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $84, natural gas mixed, gold at $1968

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