Pre-Market IV Report September 15, 2022

Market Rebellion

This article was last updated on 09/15/2022.

Pre-Market IV Report September 15, 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: SST EVTL NLY DPZ SH RLMD CGA OMGA FENC POSH BGXX CLNN PYPD TCDA VIRI

Stocks expected to have increasing option volume: CSX NSC UNP CNI CP ARCB JBHT KNX ODFL FDX WERN SNDR UPS XPO ADBE GOOGL GOOG MSFT AAPL AMZN MSFT META DHR PYPL WSM

Energy Movers

Cheniere Energy (LNG) 30-day option implied volatility is at 45; compared to its 52-week range of 29 to 87. Call put ratio 2.9 calls to 1 put with focus on September 175 and 180 calls.

Tellurian (TELL) 30-day option implied volatility is at 91; compared to its 52-week range of 75 to 170. Call put ratio 6.5 calls to 1 put.

Sempra Energy (SRE) 30-day option implied volatility is at 23; compared to its 52-week range of 18 to 70. Call put ratio 4 calls to 1 put.

ConocoPhillips (COP) 30-day option implied volatility is at 43; compared to its 52-week range of 29 to 56.

EOG Resources (EOG) 30-day option implied volatility is at 45; compared to its 52-week range of 35 to 60.

Uranium stocks option volume & IV

Cameco Corp. (CCJ) 30-day option implied volatility is at 60; compared to its 52-week range of 49 to 76. Call put ratio 5.4 calls to 1 put.

Uranium Energy (UEC) 30-day option implied volatility is at 88; compared to its 52-week range of 74 to 141. Call put ratio 5.7 calls to 1 put.

Denison Mines Corp. (DNN) 30-day option implied volatility is at 89; compared to its 52-week range of 42 to 171. Call put ratio 28 calls to 1 put.

Energy Fuels Inc. (UUUU) 30-day option implied volatility is at 82; compared to its 52-week range of 70 to 160.

Centrus Energy (LEU) 30-day option implied volatility is at 84; compared to its 52-week range of 56 to 148. Call put ratio 9.2 calls to 1 put.

Straddle price into quarter results.

Adobe (ADBE) September 372.50 straddle priced for a move of 7% into the expected release of quarter results today after the bell.

Options with decreasing option implied volatility: DWAC GETY DOCU ALT ASAN NCR ZS PLAY ORCL KR ATVI
Increasing unusual option volume: EOSE CANO ALT RLMD SWBI HAS CIM
Increasing unusual call option volume: EOSE CANO SWBI NDAQ ALT TH
Increasing unusual put option volume: CIM CHRW SWK SVIX VNQ
Popular stocks increasing volume: AAL NIO NKLA F SBUX NFLX PLTR INTC AMC DKNG SQ
Active options: TSLA AAPL META NVDA AMZN AMD GOOGL AAL CHPT NIO NKLA F SBUX MSFT NFLX PLTR INTC AMC DKNG SQ
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $89, natural gas down 1%, gold at $1698

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