Pre-Market IV Report September 14, 2022

Market Rebellion

This article was last updated on 09/14/2022.

Pre-Market IV Report September 14, 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: ALT SKYT LGFB GRFS ALLG SST VERU CLNN IZEA VIRI RUBY

Stocks expected to have increasing option volume: SPY QQQ RUT ARKK SBUX

Option IV increases

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 25; compared to its 52-week range of 12 to 56.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 31; compared to its 52-week range of 16 to 40.

Stocks near 52-week lows

Advanced Micro Devices, Inc. (AMD) 30-day option implied volatility is at 54; compared to its 52-week range of 35 to 73.

Qualcomm (QCOM) 30-day option implied volatility is at 42; compared to its 52-week range of 23 to 58.

Micron Technology (MU) 30-day option implied volatility is at 53; compared to its 52-week range of 26 to 68.

NVIDIA (NVDA) 30-day option implied volatility is at 57; compared to its 52-week range of 31 to 82.

Intel (INTC) 30-day option implied volatility is at 39; compared to its 52-week range of 21 to 48.

Meta Platforms (META) 30-day option implied volatility is at 48; compared to its 52-week range of 23 to 79.

Qorvo (QRVO) 30-day option implied volatility is at 44; compared to its 52-week range of 28 to 98.

Western Digital (WDC) 30-day option implied volatility is at 45; compared to its 52-week range of 34 to 61.

Charter Communications (CHTR) 30-day option implied volatility is at 36; compared to its 52-week range of 21 to 44.

Straddle price into quarter results

Adobe (ADBE) September 367.50 straddle priced for a move of 7% into the expected release of quarter results after the bell on September 15.

Coinbase (COIN) 30-day option implied volatility is at 101; compared to its 52-week range of 45 to 174 amid Bitcoin movement.

United States Oil Fund (USO) 30-day option implied volatility is at 47; compared to its 52-week range of 29 to 81 amid WTI at $87.

Options with decreasing option implied volatility: DWAC ORCL KR ATVI
Increasing unusual option volume: RVNC BCS PTEN ELAN BAM
Increasing unusual call option volume: RVNC BCS ELAN ARCC DB
Increasing unusual put option volume: IVV CS UAA FRPT VTI
Popular stocks increasing volume: INTC SNAP ORCL TWTR AMC SOFI BABA NFLX
Active options: AAPL AMZN META NVDA AMD NIO GOOGL F INTC MSFT BAC SNAP ORCL TWTR AMC SOFI GOOG BABA NFLX
Global S&P Futures mixed to higher in premarket, Nikkei down 2.7%, DAX mixed, WTI Crude oil recently at $87, natural gas mixed, gold at $1714 an ounce

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