Pre-Market IV Report September 2, 2022

Market Rebellion

This article was last updated on 09/02/2022.

Pre-Market IV Report September 2, 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: GETY CFVI NLY ARCC STWD AMLX NMG PYPD YPF AVGO LULU CLNN AVYA VIRI TCDA ISEE

Stocks expected to have increasing option volume: LULU AVGO SPY RUT QQQ GPS SBUX F GM STLA TSLA

Option IV into August employment report

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 23; compared to its 52-week range of 12 to 56 into August jobs report.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 31; compared to its 52-week range of 14 to 40.

iShares Russell 2000 ETF (IWM) 30-day option implied volatility is at 29; compared to its 52-week range of 18 to 38. Call put ratio 1 call to 3.2 puts.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 63; compared to its 52-week range of 28 to 91. Call put ratio 1 call to 1.4 puts.

Option IV for stocks trading near low end of range

Intel (INTC) 30-day option implied volatility is at 36; compared to its 52-week range of 21 to 48 as shares at a 7-year low.

Twilio (TWLO) 30-day option implied volatility is at 67; compared to its 52-week range of 38 to 98 as shares near low end of one-year range.

DocuSign Inc. (DOCU) 30-day option implied volatility is at 107; compared to its 52-week range of 32 to 114 as shares near low end of one-year range.

DoorDash (DASH) 30-day option implied volatility is at 77; compared to its 52-week range of 44 to 120 as shares near low end of one-year range.

AMC Entertainment (AMC) 30-day option implied volatility is at 136; compared to its 52-week range of 95 to 199 as shares near low end of one-year range.

NVIDIA (NVDA) 30-day option implied volatility is at 58; compared to its 52-week range of 31 to 82.

Straddle price into quarter results

NIO Inc (NIO) September weekly 19 straddle priced for a move of 12% into the expected release of quarter results before the bell on September 7.

Academy Sports (ASO) September 43 straddle priced for a move of 9% into the expected release of quarter results before the bell on September 7.

Fuel Cell (FCEL) September weekly 4 straddle priced for a move of 14% into the expected release of quarter results before the bell on September 8.

Kroger (KR) September weekly 48.50 straddle priced for a move of 7% into the expected release of quarter results before the bell on September 9.

Starbucks Corporation (SBUX) 30-day option implied volatility is at 33; compared to its 52-week range of 18 to 41 into hosting its 2022 Investor Day in Seattle on Tuesday, September 13, 2022.

Digital World Acquisition Corp (DWAC) September weekly (2) call option implied volatility is at 220, September is at 140; compared to its 52-week range of 78 to 254. Call put ratio 1 call to 1.3 puts into a online special meeting of shareholders on September 6, 2023.

Ford Motor (F) 30-day option implied volatility is at 46; compared to its 52-week range of 34 to 65 into US August 2022 Sales Release.

General Motors (GM) 30-day option implied volatility is at 44; compared to its 52-week range of 29 to 58 into US August 2022 Sales Release.

Options with decreasing option implied volatility: ISEE WEBR SIG NTNX
Increasing unusual option volume: AVCT MMM DXC HEAR CSTM NTNX OKTA
Increasing unusual call option volume: MMM HST NTNX CSTM ISEE OKTA
Increasing unusual put option volume: CNK ARCC MMM OVV LQDA CTIC NTNX
Popular stocks increasing volume: MMM BBBY SNAP INTC SQ SHOP
Active options: TSLA NVDA AAPL AMZN AMD META MMM BBBY GOOGL SNAP MSFT F OKTA NIO BAC AMC INTC BABA SQ SHOP
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $88, natural gas mixed, gold at $1713 an ounce

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