Pre-Market IV Report September 20, 2022

Market Rebellion

This article was last updated on 09/20/2022.

Pre-Market IV Report September 20, 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 SST SNAP NFLX NLX CSX IBM UNP SNAP TWTR GPRO IBM TWTR

Stocks expected to have increasing option volume: F GM TSLA SFIX SPY QQQ SPX ARKK RUT IWM

Straddle price into quarter results.

Stitch Fix (SFIX) September weekly 5 straddle priced for a move of 21% into the expected release of quarter results today after the bell.

General Mills (GIS) October 75 straddle priced for a move of 6% into the expected release of quarter results before the bell on September 21.

Lennar (LEN) September weekly 78 straddle priced for a move of 7% into the expected release of quarter results after the bell on September 21.

KB Home (KBH) October 29 straddle priced for a move of 16% into the expected release of quarter results after the bell on September 21.

Trip.com (TCOM) October 26 straddle priced for a move of 22% into the expected release of quarter results after the bell on September 21.

FedEx (FDX) September weekly 162 straddle priced for a move of 6% into the expected release of quarter results after the bell on September 22.

Costco (COST) September weekly 505 straddle priced for a move of 4.5% into the expected release of quarter results after the bell on September 22.

Carnival (CCL) September weekly 10.50 straddle priced for a move of 8% into the expected release of quarter results before the bell on September 22.

Accenture (ACN) September weekly 275 straddle priced for a move of 4% into the expected release of quarter results before the bell on September 22.

Darden (DRI) October 135 straddle priced for a move of 8.5% into the expected release of quarter results before the bell on September 22.

Tanker stocks option IV amid share price rally

DHT Holdings (DHT) 30-day option implied volatility is at 49; compared to its 52-week range of 32 to 58. Call put ratio 17 calls to 1 put as shares rally.

Euronav (EURN) 30-day option implied volatility is at 46; compared to its 52-week range of 29 to 110. Call put ratio 3.8 calls to 1 put as shares rally.

Frontline (FRO) 30-day option implied volatility is at 57; compared to its 52-week range of 38 to 74. Call put ratio 3.9 calls to 1 put as shares rally.

Nordic American Tanker (NAT) 30-day option implied volatility is at 68; compared to its 52-week range of 56 to 354. Call put ratio 3 calls to 1 put as shares rally.

Teekay Tankers Ltd (TNK) 30-day option implied volatility is at 59; compared to its 52-week range of 45 to 105. Call put ratio 3.6 calls to 1 put as shares rally.

TEN Ltd (TNP) 30-day option implied volatility is at 65; compared to its 52-week range of 38 to 113. Call put ratio 8.8 calls to 1 put as shares rally.

Scorpio Tankers (STNG) 30-day option implied volatility is at 62; compared to its 52-week range of 55 to 119. Call put ratio 19 calls to 1 put.

Avaya Holdings (AVYA) 30-day option implied volatility is at 231; compared to its 52-week range of 44 to 309. Call put ratio 2 calls to 1 put.

Options with decreasing option implied volatility: VERU ALT EVTL NCR ORCL
Increasing unusual option volume: MRNA SLB AVYA RL ARVL PLTK TCDA PRPL AVCT MLCO INVZ
Increasing unusual call option volume: PLTK ARVL MLCO INVZ WIX XME
Increasing unusual put option volume: ARVL CLNN IBB NKLA GOOS WIX ELAN
Popular stocks increasing volume: NKLA VALE NFLX F INTC AMC NIO GME PBR
Active options: TSLA AAPL AMZN NKLA VALE NVDA MSFT AMD GOOGL META NFLX VERU F INTC AMC GOOG NIO GME PBR ARVL
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $86, natural gas up 1%, gold at $1677

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