Pre-Market IV Report September 8, 2022

Market Rebellion

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

Pre-Market IV Report September 8, 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: VERU AKRA ASAN ZLAB OPY GGAL PTR ONEM PGY TCDA CLNN VERU SPPI
Stocks expected to have increasing option volume: GME PLAY AEO DOCU ZS KR FCEL ASAN DWAC
Options with increasing option implied volatility: GETY FAZE ZS DOCU RH ZIM LYFT CFG VERU VIRI CLNN TCDA RUBY
SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 22; compared to its 52-week range of 12 to 56 into quite week before Federal Reserve meeting.
Lyft (LYFT) 30-day IV index mean is at 77; compared to its 52-week range of 42 to 103.
Uber (UBER) 30-day IV index mean is at 55; compared to its 52-week range of 38 to 78. Call put ratio 3.5 calls to 1 put.
PG&E Corp. (PCG) 30-day option implied volatility is at 35; compared to its 52-week range of 25 to 49. Call put ratio 3.9 calls to 1 put.
Edison Int’l (EIX) 30-day option implied volatility is at 23; compared to its 52-week range of 17 to 72. Call put ratio 8 calls to 1 put.
DraftKings (DKNG) 30-day option implied volatility is at 75; compared to its 52-week range of 44 to 111. Call put ratio 2.7 puts to 1 put into NFL season.
Tapestry (TPR) September weekly call option implied volatility is at 93, September is at 50; compared to its 52-week range of 35 to 63 into company hosted investor day. Call put ratio 6.4 calls to 1 put.
Veru, Inc. (VERU) September weekly call option implied volatility is at 170, September is at 151, October is at 306; compared to its 52-week range of 76 to 331 into FDA Advisory Committee to review sabizabulin EUA request on October 6. Call put ratio 3 calls to 1 put.
Starbucks Corporation (SBUX) 30-day option implied volatility is at 33; compared to its 52-week range of 17 to 41 into hosting its 2022 Investor Day in Seattle on Tuesday, September 13, 2022.
Salesforce (CRM) 30-day option implied volatility is at 38; compared to its 52-week range of 22 to 65 as shares near 30-month low into Dreamforce and investor meeting on September 21.
Biogen (BIIB) September option implied volatility is at 67, October is at 81; compared to its 52-week range 29 to 73 into topline phase 3 data for Alzheimer’s drug lecanemab.
Meta Platforms (META) 30-day option implied volatility is at 45; compared to its 52-week range of 23 to 79 into Meta will hold its annual virtual reality conference, Connect, on Oct. 11.
Straddle price into quarter results
Kroger (KR) September weekly 49.50 straddle priced for a move of 6.5% into the expected release of quarter results before the bell on September 9.
Digital World Acquisition Corp (DWAC) September weekly (9) call option implied volatility is at 330, September is at 180; compared to its 52-week range of 78 to 254. Call put ratio 1 call to 10 puts.
Options with decreasing option implied volatility: ISEE LQDA CLAR ASAN AEO
Stocks expected to have increasing option volume: DOCU ZS RH KR
Increasing unusual option volume: DNUT RVNC KOS GSAT LYFT SNAP
Increasing unusual call option volume: RVNC AMLX KOS GSAT SNAP LYFT
Increasing unusual put option volume: GSAT VRM TTCF ASAN
Popular stocks increasing volume: LYFT RIVN BABA GME BBBY SOFI UBER INTC
Active options: TSLA AAPL AMZN NVDA AMZN SNAP META BAC LYFT GOOGL RIVN BABA MSFT GME MARA BBBY SOFI UBER INTC NFLX
Global S&P Futures mixed in premarket, Nikkei mixed, DAX up 1.5%, WTI Crude oil recently at $85, natural gas up 2%, gold at $1739 an ounce

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