Pre-Market IV Report September 22, 2022

Market Rebellion

This article was last updated on 09/22/2022.

Pre-Market IV Report September 22, 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 NLY SNPA NFLX TWTR IBM TCDA LEN KBH NGM DWAC ATUS

Stocks expected to have increasing option volume: CRM QCOM LEN FDX

Option IV stays bid after FOMC policy meeting

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 26; compared to its 52-week range of 12 to 56.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 33; compared to its 52-week range of 16 to 40.

iShares Russell 2000 ETF (IWM) 30-day option implied volatility is at 32; compared to its 52-week range of 18 to 38.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 63; compared to its 52-week range of 28 to 91.

WTI below $85

Halliburton (HAL) 30-day option implied volatility is at 51; compared to its 52-week range of 38 to 63.

Schlumberger Ltd. (SLB) 30-day option implied volatility is at 50; compared to its 52-week range of 36 to 61.

Aero space-defense–tech stock option implied volatility amid Putin’s new threats of escalation in Ukraine.

Boeing (BA) 30-day option implied volatility is at 47; compared to its 52-week range of 30 to 63.

Lockheed Martin (LMT) 30-day option implied volatility is at 28; compared to its 52-week range of 17 to 39.

Northrop Grumman (NOC) 30-day option implied volatility is at 30; compared to its 52-week range of 17 to 41 amid Putin’s new threats of escalation in Ukraine.

L3Harris Technologies (LHX) 30-day option implied volatility is at 28; compared to its 52-week range of 18 to 55 amid Putin’s new threats of escalation in Ukraine.

Raytheon Technologies (RTX) 30-day option implied volatility is at 30; compared to its 52-week range of 19 to 36.

General Dynamics (GD) 30-day option implied volatility is at 26; compared to its 52-week range of 19 to 36 amid Putin’s new threats of escalation in Ukraine.

Huntington Ingalls Industries (HII) 30-day option implied volatility is at 27; compared to its 52-week range of 20 to 81.

Honeywell (HON) 30-day option implied volatility is at 28; compared to its 52-week range of 18 to 34.

Spirit AeroSystems (SPR) 30-day option implied volatility is at 63; compared to its 52-week range of 45 to 108.

Huntington Ingalls Industries (HII) 30-day option implied volatility is at 27; compared to its 52-week range of 20 to 81.

General Electric (GE) 30-day option implied volatility is at 40; compared to its 52-week range of 27 to 48.

Straddle price into quarter results.

Costco (COST) September weekly 495 straddle priced for a move of 4.5% into the expected release of quarter results today after the bell.

Carnival (CCL) September weekly 9.50 straddle priced for a move of 8% into the expected release of quarter results today before the bell.

Accenture (ACN) September weekly 265 straddle priced for a move of 4.5% into the expected release of quarter results today before the bell.

Darden (DRI) October 130 straddle priced for a move of 9% into the expected release of quarter results today before the bell.

Nike’s (NKE) September weekly call option implied volatility is at 50, October is at 48; compared to its 52-week range of 20 to 53 into the expected release of quarter results before the bell on September 28

Options with decreasing option implied volatility: VERU BLUE NCR BKLN GIS
Increasing unusual option volume: TCDA LU FREY
Increasing unusual call option volume: FREY ATUS PLTK
Increasing unusual put option volume: ONON RLMN Z FRPT
Popular stocks increasing volume: C BYND NKLA AAL INTC CHPT NFLX AMC
Active options: TSLA AAPL NVDA AMZN META F AMD BABA NIO GOOGL MSFT C BYND NKLA AAL BAC INTC CHPT NFLX AMC
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $84, natural gas mixed, gold at $1679

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