Pre-Market IV Report September 19, 2022

Pre-Market IV Report September 19, 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: ISEE EVTL BOIL ENVX HTZ TOST BIG CROX MJXL VIRI RUBY CLNN TCDA

Stocks expected to have increasing option volume: SPQ QQQ RUT IWM ARKK AMC

Salesforce (CRM) 30-day IV index mean is at 43; compared to its 52-week range of 22 to 62 into Dreamforce 2022.

Bank option IV into FOMC policy meeting

Goldman Sachs (GS) 30-day option implied volatility is at 32; compared to its 52-week range of 22 to 42 into FOMC policy decision.

JPMorgan (JPM) 30-day option implied volatility is at 34; compared to its 52-week range of 19 to 44 into FOMC policy decision.

Morgan Stanley (MS) 30-day option implied volatility is at 35; compared to its 52-week range of 23 to 47 into FOMC policy decision.

Wells Fargo (WFC) 30-day option implied volatility is at 38; compared to its 52-week range of 26 to 51 into FOMC policy decision.

Bank of America (BAC) 30-day option implied volatility is at 35; compared to its 52-week range of 22 to 48 into FOMC policy decision.

Citigroup (C) 30-day option implied volatility is at 22; compared to its 52-week range of 22 to 48 into FOMC policy decision.

U.S. Bancorp (USB) 30-day option implied volatility is at 31; compared to its 52-week range of 20 to 41 into FOMC policy decision.

Truist (TFC) 30-day option implied volatility is at 80; compared to its 52-week range of 23 to 88 into FOMC policy decision.

PNC Financial (PNC) 30-day option implied volatility is at 31; compared to its 52-week range of 21 to 42 into FOMC policy decision.

Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility is at 27; compared to its 52-week range of 16 to 58 into FOMC policy decision. Call put ratio 1 call to 3.7 puts.

Movers

FedEx (FDX) 30-day option implied volatility is at 46; compared to 52-week range of 22 to 56 amid large sell off.

UPS (UPS) 30-day option implied volatility is at 33; compared to its 52-week range of 21 to 47 amid large sell off in FedEx (FDX).

Adobe (ADBE) 30-day option implied volatility is at 41; compared to its 52-week range of 22 to 58 amid large sell off.

Vanguard Ftse Europe Etf (VGK) 30-day option implied volatility is at 27; compared to its 52-week range of 12 to 42 amid Pound near 37-year low against dollar.

SPDR Gold Trust (GLD) 30-day option implied volatility is at 18; compared to its 52-week range of 12 to 31 amid gold near 2-year low and amid President Biden Taiwan comments.

Straddle price into quarter results.

AutoZone (AZO) September weekly 2165 straddle priced for a move of 6% into the expected release of quarter results today.

Aurora Cannabis (ACB) September weekly 1.5 straddle priced for a move of 27% 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 27% into the expected release of quarter results after the bell on September 20.

Options with decreasing option implied volatility: SST GETY NCR
Increasing unusual option volume: PLTK WOW CTIC NTLA NRG
Increasing unusual call option volume: PLTK WOW CTIC NTLA NRG
Increasing unusual put option volume: AVYA FDX PLD HRL AMRS WB DLO
Popular stocks increasing volume: LCID TWTR AMC INTC SHOP AAL
Active options: TSLA AAPL AMZN NVDA META AMD NFLX MSFT GOOGL FDX NIO F LCID TWTR AMC INTC GOOG SHOP AAL
Global S&P Futures down in premarket, Nikkei down 1%, DAX mixed, WTI Crude oil recently at $84, natural gas down 1%, gold at $1673