Pre-Market IV Report September 28, 2023

Pre-Market IV Report September 28, 2023

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Pre-Market IV Report September 28, 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: VFS SRPT SNAP TDOC APLS ALGN HTZ TMV QS SPOT HCC

Stocks expected to have increasing option volume: MU NKE KMX PTON WDAY PTON LULU CCL MTN USO MTN

Gold stocks option implied volatility as gold trades below $1900

Barrick Gold (GOLD) 30-day option implied volatility is at 31; compared to its 52-week range of 24 to 50.

Kinross Gold (KGC) 30-day option implied volatility is at 34; compared to its 52-week range of 29 to 65.

Newmont (NEM) 30-day option implied volatility is at 33; compared to its 52-week range of 24 to 50 as share price down 4.7%.

Agnico Eagle Mines (AEM) 30-day option implied volatility is at 33; compared to its 52-week range of 26 to 88.

Royal Gold (RGLD) 30-day option implied volatility is at 28; compared to its 52-week range of 23 to 76. Call put ratio 1 call to 5.2 puts.

Harmony Gold Mining Company Limited (HMY) 30-day option implied volatility is at 43; compared to its 52-week range of 32 to 83. Call put ratio 3.7 calls to 1 put.

Iam Gold (IAG) 30-day option implied volatility is at 71; compared to its 52-week range of 43 to 126. Call put ratio 10.3 calls to 1 put.

Direxion Daily Gold Miners Bull 3x Shares (NUGT) 30-day option implied volatility is at 61; compared to its 52-week range of 49 to 98. Call put ratio 4.2 calls to 1 put.

SPDR Gold Trust (GLD) 30-day option implied volatility is at 31; compared to its 52-week range of 24 to 50.

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 31; compared to its 52-week range of 25 to 50.

Straddle prices into quarter results

Nike (NKE) September weekly 89 straddle is priced for a move of 7% into the expected release of quarter results today after the bell.

Accenture (ACN) September weekly 310 straddle is priced for a move of 4% into the expected release of quarter results today before the bell.

Jabil (JBL) October 105 straddle is priced for a move of 6.5% into the expected release of quarter results today before the bell.

CarMax (KMX) September weekly 80 straddle is priced for a move of 10% into the expected release of quarter results today before the bell.

BlackBerry (BB) September weekly 5 straddle is priced for a move of 15% into the expected release of quarter results today after the bell.

Vail Resorts (MTN) October 240 straddle is priced for a move of 7% into the expected release of quarter results today after the bell.

Carnival Corp (CCL) September weekly 14 straddle is priced for a move of 9.5% into the expected release of quarter results before the bell on September 29.

United States Oil Fund (USO) 30-day option implied volatility is at 30; compared to its 52-week range of 25 to 52 as WTI crude trades above $94.

Market Vectors Oil Services Etf (OIH) 30-day option implied volatility is at 33; compared to its 52-week range of 26 to 61 as WTI crude trades above $94.

Option IV for into Nike (NKE) results

Foot Locker (FL) 30-day option implied volatility is at 44; compared to its 52-week range of 34 to 71 into Nike (NKE) results.

On Holding AG (ONON) 30-day option implied volatility is at 54; compared to its 52-week range of 41 to 111.

lululemon athletica (LULU) 30-day option implied volatility is at 30; compared to its 52-week range of 22 to 54.

Skechers USA (SKX) 30-day option implied volatility is at 37; compared to its 52-week range of 26 to 72 into Nike (NKE) results.

Under Armour Inc (UAA) 30-day option implied volatility is at 37; compared to its 52-week range of 31 to 83 into Nike (NKE) results. Call put ratio 3.1 calls to 1 put.

Nike (NKE) 30-day option implied volatility is at 35; compared to its 52-week range of 21 to 52.

Options with decreasing option implied volatility: ATVI SPLK IMVT SGEN FDX
Increasing unusual option volume: HLX VIST IGT ACI HUN SNDX ICPT XP SGEN PRGO ROIV HST
Increasing unusual call option volume: ACI PRGO ICPT BXMT IGT XRX WRK HE BXP
Increasing unusual put option volume: SGEN XP TAL NEP TSEM
Popular stocks with increasing volume: COST DIS BAC KVUE DKNG MU XOM
Active options: TSLA AAPL NVDA AMZN AMD PLTR CHPT MSFT META SE GOOGL COST DIS BAC KVUE DKNG AMC SGEN MU XOM
Global S&P Futures mixed in premarket, Nikkei down 1%, DAX mixed, WTI Crude oil recently at $94, natural gas mixed, gold at $1892

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