Pre-Market IV Report September 18, 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: PCT VMW LEVI SAVE DXCM INMD NDAQ
Stocks expected to have increasing option volume: GM F STLA HMC TM
Option IV into FOMC policy meeting and potential government shutdown on October 1
SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 12; compared to its 52-week range of 11 to 31 into potential government shutdown on October 1.
PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 17; compared to its 52-week range of 17 to 38.
iShares Russell 2000 ETF (IWM) 30-day option implied volatility is at 16; compared to its 52-week range of 16 to 36.
ARK Innovation ETF (ARKK) 30-day option implied volatility is at 34; compared to its 52-week range of 34 to 72 into potential government shutdown on October 1.
Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 25; compared to its 52-week range of 24 to 49 after ARM share price trading up.
Private equity option IV as share price near upper end of range
Blackstone (BX) 30-day option implied volatility is at 28; compared to its 52-week range of 25 to 60 as share price near upper end of range.
Apollo Global Management (APO) 30-day option implied volatility is at 26; compared to its 52-week range of 25 to 59 as share price near upper end of range.
KKR & Co. (KKR) 30-day option implied volatility is at 27; compared to its 52-week range of 25 to 56 as share price near upper end of range.
The Carlyle Group (CG) 30-day option implied volatility is at 26; compared to its 52-week range of 24 to 98 as share price near upper end of range.
TPG (TPG) 30-day option implied volatility is at 77; compared to its 52-week range of 26 to 77.
Ares Management (ARES) 30-day option implied volatility is at 72; compared to its 52-week range of 19 to 96 as share price near upper end of range.
Movers
Blink Charging (BLNK) 30-day option implied volatility is at 71; compared to its 52-week range of 68 to 107.
Guess? (GES) 30-day option implied volatility is at 82; compared to its 52-week range of 29 to 94.
Getty Images (GETY) 30-day option implied volatility is at 65; compared to its 52-week range of 51 to 183.
Rush Street Interactive (RSI) 30-day option implied volatility is at 74; compared to its 52-week range of 42 to 88.
AdvisorShares Pure US Cannabis ETF (MSOS) 30-day option implied volatility is at 132; compared to its 52-week range of 53 to 163.
AMC Entertainment (AMC) 30-day option implied volatility is at 116; compared to its 52-week range of 73 to 592.
Big Lots (BIG) 30-day option implied volatility is at 71; compared to its 52-week range of 58 to 140.
Cutera (CUTR) 30-day option implied volatility is at 80; compared to its 52-week range of 52 to 101.
Option IV into events
Walt Disney (DIS) 30-day option implied volatility is at 23; compared to its 52-week range of 22 to 49 into theme park investor conference.
Pinterest (PINS) 30-day option implied volatility is at 43; compared to its 52-week range of 35 to 107 into hosting a virtual investor day on September 19.
Myriad Genetics (MYGN) 30-day option implied volatility is at 102; compared to its 52-week range of 40 to 105 into hosting investor day on September 19.
Portillo’s Inc. (PTLO) 30-day option implied volatility is at 30; compared to its 52-week range of 28 to 101 into hosting a virtual investor day on September 19.
Straddle prices into quarter results
Stitch Fix (SFIX) September weekly 3 straddle is priced for a move of 19% into the expected release of quarter results today after the bell.
Options with decreasing option implied volatility: VFC AMC EBIX KVUE ORCL ADBE GSK
Increasing unusual option volume: NAK FEZ PLNT ERIC ACB WE GPRE
Increasing unusual call option volume: ERIC IGT ACB NAT SONO
Increasing unusual put option volume: VIPS ACB BMBL IOVA ALNY UEC
Popular stocks with increasing volume: INTC BAC PLTR DIS ADBE KVUE PYPL
Active options: TSLA NVDA AAPL AMZN AMD META MSFT NFLX AMC NKLA INTC BAC F GOOGL PLTR CVNA DIS ADBE KVUE PYPL
Global S&P Futures mixed in premarket, Nikkei up 1%, DAX mixed, WTI Crude oil recently at $91, natural gas mixed, gold at $1947
