Pre-Market IV Report September 22, 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: MPW UVXY SRPT VXX SNAP NFLX ISRG SPXL SILK ZIP ZETA SLG TRUP RDFN MPW
Stocks expected to have increasing option volume: SCHL X EBAY
Fin-tech option IV movement
Affirm Holdings (AFRM) 30-day option implied volatility is at 71; compared to its 52-week range of 64 to 146.
Upstart Holdings (UPST) 30-day option implied volatility is at 81; compared to its 52-week range of 79 to 202.
PayPal (PYPL) 30-day option implied volatility is at 33; compared to its 52-week range of 27 to 71.
Block (SQ) 30-day option implied volatility is at 46; compared to its 52-week range of 37 to 92.
SoFi Technologies (SOFI) 30-day option implied volatility is at 58; compared to its 52-week range of 47 to 106.
Robinhood (HOOD) 30-day option implied volatility is at 41; compared to its 52-week range of 35 to 95.
Zillow (Z) 30-day option implied volatility is at 39; compared to its 52-week range of 34 to 84.
Redfin (RDFN) 30-day option implied volatility is at 73; compared to its 52-week range of 57 to 143.
Rocket Companies (RKT) 30-day option implied volatility is at 44; compared to its 52-week range of 35 to 85.
Movers
Arm Holdings (ARM) September weekly call option implied volatility is at 65, October is at 60.
Instacart (CART) September weekly call option implied volatility is at 95, October is at 76.
Vanguard Reit Etf (VNQ) 30-day option implied volatility is at 19; compared to its 52-week range of 14 to 34.
Straddle prices into quarter results
Costco (COST) September weekly 555 straddle is priced for a move of 4% into the expected release of quarter results after the bell on September 26.
Cintas (CTAS) October 500 straddle is priced for a move of 6% into the expected release of quarter results before the bell on September 26.
United Natural Foods (UNFI) October 19 straddle is priced for a move of 14% into the expected release of quarter results on September 26.
Options with decreasing option implied volatility: VFS IOVA NVDS NWL AUPH YANG FREY
Increasing unusual option volume: SNDX HUYA TKO INDA EVLV
Increasing unusual call option volume: UWMC DD SPRY QYLD
Increasing unusual put option volume: UEC TAL NOVA ENB SSYS
Popular stocks with increasing volume: PLTR NKLA SQ INTC NIO SOFI AAL BAC AMC PYPL
Active options: TSLA NVDA AAPL AMZN AMD MSFT META PLTR GOOGL NKLA NFLX SQ INTC NIO SOFI AAL BAC GOOG AMC PYPL
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $90, natural gas up 1%, gold at $1946
