Pre-Market IV Report September 7, 2022

Market Rebellion

This article was last updated on 09/07/2022.

Pre-Market IV Report September 7, 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: DWAC MNMD DWAC RITM GROV TUP DICE TUP PATH GTLB COUP GWRE BODY PGY CLNN VIRI RUBY

Stocks expected to have increasing option volume: AAPL NIO ASO PATH GTLB COUP GWRE SPWR RUN ENPH FSLR FCEL NOVA

Apple (AAPL) September weekly call option implied volatility is at 40, September is at 36; compared to its 52-week range of 20 to 44 into product event today.

Bed Bath & Beyond (BBBY) 30-day option implied volatility is at 190; compared to its 52-week range of 58 to 324.

Solar energy stocks up as California and Europe electricity – energy prices increase

PG&E Corp. (PCG) 30-day option implied volatility is at 37; compared to its 52-week range of 25 to 49.

Edison Int’l (EIX) 30-day option implied volatility is at 26; compared to its 52-week range of 17 to 72.

Enphase Energy, Inc. (ENPH) 30-day option implied volatility is at 63; compared to its 52-week range of 49 to 96.

Sunnova Energy International Inc. (NOVA) 30-day option implied volatility is at 75; compared to its 52-week range of 59 to 137. Call put ratio 31 calls to 1 put.

First Solar (FSLR) 30-day option implied volatility is at 55; compared to its 52-week range of 33 to 65.

Sunrun (RUN) 30-day option implied volatility is at 84; compared to its 52-week range of 57 to 139.

SunPower (SPWR) 30-day option implied volatility is at 69; compared to its 52-week range of 58 to 94.

Straddle price into quarter results

GameStop (GME) September weekly 25 straddle priced for a move of 17% into the expected release of quarter results today after the bell.

Docusign (DOCU) September weekly 54 straddle priced for a move of 15% into the expected release of quarter results after the bell on September 8.

Zscaler (ZS) September weekly 145 straddle priced for a move of 13.5% into the expected release of quarter results after the bell on September 8.

Fuel Cell (FCEL) September weekly 4 straddle priced for a move of 14% into the expected release of quarter results before the bell on September 8.

Kroger (KR) September weekly 48.50 straddle priced for a move of 7.5% into the expected release of quarter results before the bell on September 9.

Moderna (MRNA) September weekly call option implied volatility is at 79, September is at 71; compared to its 52-week range of 55 to 98 into company hosted research and development day on September 8.

Tapestry (TPR) September weekly call option implied volatility is at 66, September is at 55; compared to its 52-week range of 35 to 63 into company hosted investor day on September 9.

Digital World Acquisition Corp (DWAC) September weekly (9) call option implied volatility is at 410, September is at 243; compared to its 52-week range of 78 to 254. Call put ratio 1 call to 8.3 puts.

Options with decreasing option implied volatility: ISEE LQDA CLAR BBBY WEBR TAL NTNX KODK
Increasing unusual option volume: ISEE AMLX SGFY UMC IJR AVCT
Increasing unusual call option volume: ISEE SGFY UMC TMC AMLX MANU GSAT
Increasing unusual put option volume: ISEE UMC SBLK CHRW APO ASTS
Popular stocks increasing volume: RIVN INTC BABA GME NIO F RIVN BAC
Active options: TSLA AAPL AMZN NVDA BBBY AMD GOOGL META CHPT MSFT ISEE INTC BABA GME NIO DWAC F RIVN CCJ BAC
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $86, natural gas mixed, gold at $1713 an ounce

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