Pre-Market IV Report September 16, 2022

Market Rebellion

This article was last updated on 09/16/2022.

Pre-Market IV Report September 16, 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: EVTL ATUS SBSW CS VUZI SYM FENC NTAL EVEX IZEA CLNN MIST VIRI RUBY

Stocks expected to have increasing option volume: FDX UPS XPO RBLX GE TWTR SMG ADBE GPS

FedEx option IV

FedEx (FDX) September call option implied volatility is at 49, October is at 40; compared to 52-week range of 22 to 56 into withdraws FY23 guidance.

UPS (UPS) 30-day option implied volatility is at 29; compared to its 52-week range of 21 to 47 into FedEx (FDX) withdraws FY23 guidance.

Amazon (AMZN) 30-day option implied volatility is at 45; compared to its 52-week range of 20 to 56 into FedEx (FDX) withdraws FY23 guidance.

Walmart (WMT) 30-day option implied volatility is at 24; compared to its 52-week range of 15 to 34 into FedEx (FDX) withdraws FY23 guidance.

XPO Logistics (XPO) 30-day option implied volatility is at 49; compared to its 52-week range of 33 to 105.

Yellow Corporation (YELL) 30-day option implied volatility is at 84; compared to its 52-week range of 61 to 109. Call put ratio 342 calls to 1 put with focus on October 7.5 calls.

ArcBest (ARCB) 30-day option implied volatility is at 56; compared to its 52-week range of 42 to 119.

J.B. Hunt (JBHT) 30-day option implied volatility is at 37; compared to its 52-week range of 23 to 78.

Knight-Swift (KNX) 30-day option implied volatility is at 43; compared to its 52-week range of 26 to 61. Call put ratio 1 call to 2.6 puts.

Old Dominion (ODFL) 30-day option implied volatility is at 40; compared to its 52-week range of 23 to 97.

Werner (WERN) 30-day option implied volatility is at 31; compared to its 52-week range of 25 to 55.

Schneider National (SNDR) 30-day option implied volatility is at 33; compared to its 52-week range of 22 to 63.

C. H. Robinson Worldwide (CHRW) 30-day option implied volatility is at 37; compared to its 52-week range of 22 to 80. Call ratio 1 call to 12.5 puts.

Expeditors Int’l (EXPD) 30-day option implied volatility is at 34; compared to its 52-week range of 21 to 89 into FedEx (FDX) withdraws FY23 guidance.

Landstar System (LSTR) 30-day option implied volatility is at 34; compared to its 52-week range of 23 to 40 into FedEx (FDX) withdraws FY23 guidance.

Straddle price into quarter results.

AutoZone (AZO) September weekly 2140 straddle priced for a move of 6% into the expected release of quarter results before the bell on September 19.

Aurora Cannabis (ACB) September weekly 1.5 straddle priced for a move of 26% into the expected release of quarter results after the bell on September 20.

Stitch Fix (SFIX) September weekly 5 straddle priced for a move of 28% into the expected release of quarter results after the bell on September 20.

Options with decreasing option implied volatility: GETY FAZE DOCU DWAC ALT
Increasing unusual option volume: HAS MAT TCDA IEF PACB KBH
Increasing unusual call option volume: DK ENTG HAS GPRE FTAI
Increasing unusual put option volume: PACB IEF EWW KBH
Popular stocks increasing volume: ADBE TWTR AMC DKNG BABA AAL SBUX CHPT NIO SOFI
Active options: TSLA AAPL AMZN AMD NVDA META SBUX CHPT NFLX MSFT GOOGL F NIO SOFI ADBE TWTR AMC DKNG BABA AAL
Global S&P Futures down in premarket, Nikkei down 1%, DAX down 1%, WTI Crude oil recently at $84.50, natural gas down 2%, gold at $1662

Subscribe to Daily IV Report

Never miss a Daily IV Report—let us deliver it right to your inbox.

By clicking Subscribe, you agree to receive marketing offers from Market Rebellion, and its affiliates, subsidiaries, or agents in the form of emails, pre-recorded messages, text messages, and autodialed calls at the email address and phone number provided above, even if the phone number is present on a state or national Do Not Call list. You recognize that you are not required to provide this consent as a condition of purchase and that you can withdraw consent at any time. Data rates may apply. By clicking below, you also agree to our  Terms of Use  and acknowledge our  Privacy Policy.

Black Friday Deal—Save 15% OFF Any Trading Service!

Use Code blackfriday2022 at checkout.

Days
Hours
Minutes
Seconds