Pre-Market IV Report September 4, 2023

Pre-Market IV Report September 4, 2023

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Pre-Market IV Report September 4, 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: MSOS SSYS FFIE SPIR SBGI GTN SPRY NXST GH

Stocks expected to have increasing option volume: ABNB BX NVDA TSLA AAPL

Chip option IV amid Arm fund raising – IPO

AMD (AMD) 30-day option implied volatility is at 39; compared to its 52-week range of 39 to 69 into Arm fund raising-IPO.

Intel (INTC) 30-day option implied volatility is at 32; compared to its 52-week range of 30 to 59 into Arm fund raising-IPO.

NVIDIA (NVDA) 30-day option implied volatility is at 39; compared to its 52-week range of 39 to 68 into Arm fund raising-IPO.

Cadence Design Systems (CDNS) 30-day option implied volatility is at 21; compared to its 52-week range of 21 to 76 into Arm fund raising-IPO.

Synopsys (SNPS) 30-day option implied volatility is at 20; compared to its 52-week range of 20 to 77 into Arm fund raising-IPO.

IV into SPY additions

Blackstone (BX) 30-day option implied volatility is at 27; compared to its 52-week range of 27 to 60 into addition to S&P 500 (SPY).

Airbnb (ABNB) 30-day option implied volatility is at 33; compared to its 52-week range of 33 to 72 into addition to S&P 500 (SPY).

Option IV into stocks near 52-week low

Citigroup (C) 30-day option implied volatility is at 21; compared to its 52-week range of 21 to 51amid share price near 52-week low.

Kellogg (K) 30-day option implied volatility is at 15; compared to its 52-week range of 12 to 67 amid share price near 52-week low.

Kraft Heinz (KHC) 30-day option implied volatility is at 14; compared to its 52-week range of 13 to 37 amid share price near 52-week low.

Walgreens Boots Alliance (WBA) 30-day option implied volatility is at 29; compared to its 52-week range of 21 to 48 amid share price near 52-week near low.

Campbell Soup (CPB) 30-day option implied volatility is at 16; compared to its 52-week range of 13 to 28 amid share price near 52-week low.

General Mills (GIS) 30-day option implied volatility is at 20; compared to its 52-week range of 13 to 64 into share price near 52-week low.

Walgreens Boots Alliance (WBA) 30-day option implied volatility is at 29; compared to its 52-week range of 21 to 48 as share price near 13-year low. Call put ratio after guiding future results to the lower end of range.

Straddle prices into quarter results

Zscaler (ZS) September weekly 157.5 straddle is priced for a move of 13% into the expected release of quarter results after the bell on September 5.

Asana (ASAN) September weekly 21.50 straddle is priced for a move of 14% into the expected release of quarter results after the bell on September 5.

Quick retail option IV as share prices trend lower

Walgreens Boots Alliance (WBA) 30-day option implied volatility is at 29; compared to its 52-week range of 21 to 48 as share price near 13-year low.

CVS Health (CVS) 30-day option implied volatility is at 22; compared to its 52-week range of 19 to 37 as share price near 30-month low.

Rite Aid (RAD) 30-day option implied volatility is at 293; compared to its 52-week range of 80 to 373 as share price near record low.

Target (TGT) 30-day option implied volatility is at 22; compared to its 52-week range of 22 to 52 as share price near multiyear low.

Options with decreasing option implied volatility: NVCR BIG IOT MDB CHWY OKTA HZNP PSTG ASO HCP
Increasing unusual option volume: BKI EDR FOXA GES
Increasing unusual call option volume: EWG EDR GES FOXA ICE NTNX
Increasing unusual put option volume: DELL KVUE FOXA WB VTI IMVT NTNX FTCH
Popular stocks with increasing volume: INTC HZNP BAC PFE AVGO
Active options: TSLA NVDA AAPL AMD AMZN DIS NIO META MSFT INTC BABA AMC PLTR NFLX HZNP GOOGL MARA BAC PFE AVGO
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $85, natural gas down 4%, gold at $1951

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