Pre-Market IV Report September 8, 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: AUPH MSOS KVUE DOCU AAPL CAG STZ K VFS VSH KVUE WRK SAVA GOGL STX PODD AMPY SWKS
Stocks expected to have increasing option volume: DOCU KR RH ORCL FIZZ GME
Union talks impact on option IV
General Motors (GM) 30-day option implied volatility is at 32; compared to its 52-week range of 27 to 60 into their current union contracts end on September 14.
Ford (F) 30-day option implied volatility is at 28; compared to its 52-week range of 27 to 588 into their current union contracts end on September 14.
Stellantis (STLA) 30-day option implied volatility is at 30; compared to its 52-week range of 23 to 423 into their current union contracts end on September 14.
Tesla (TSLA) 30-day option implied volatility is at 49; compared to its 52-week range of 42 to 96.
Semiconductor stocks option implied volatility into Apple (AAPL) hosts a special event on September 12.
Apple (AAPL) 30-day option implied volatility is at 24; compared to its 52-week range of 17 to 45 into September 12 event. Call put ratio 1.2 calls to 1 put on 2.4M options.
Broadcom (AVGO) 30-day option implied volatility is at 28; compared to its 52-week range of 23 to 57.
Lam Research (LRCX) 30-day option implied volatility is at 33; compared to its 52-week range of 30 to 64.
Marvell Technology (MRVL) 30-day option implied volatility is at 37; compared to its 52-week range of 35 to 70.
Nvidia (NVDA) 30-day option implied volatility is at 40; compared to its 52-week range of 39 to 68.
Microchip (MCHP) 30-day option implied volatility is at 29; compared to its 52-week range of 26 to 78. Call put ratio 4.2 calls to 1 put.
AMD (AMD) 30-day option implied volatility is at 42; compared to its 52-week range of 39 to 69.
Applied Materials (AMAT) 30-day option implied volatility is at 33; compared to its 52-week range of 29 to 59.
KLA-Tencor (KLAC) 30-day option implied volatility is at 33; compared to its 52-week range of 28 to 59 into a Apple (AAPL) special event on September 12.
Micron (MU) 30-day option implied volatility is at 39; compared to its 52-week range of 32 to 58.
Straddle prices into quarter results
Kroger (KR) September weekly 45.50 straddle is priced for a move of 5% into the expected release of quarter results today before the bell.
Oracle (ORCL) September 125 straddle is priced for a move of 5.5% into the expected release of quarter results after the bell on September 11. Call put ratio 2.5 calls to 1 put.
Options with decreasing option implied volatility: CHWY IOT OKTA GTLB S HCP PSTG NTNX MDB AI DWAC
Increasing unusual option volume: CBAY AVTR FRSH SMTC PLAY NAK
Increasing unusual call option volume: CBAY AM XLI FRSH KVUE WMB IRBT
Increasing unusual put option volume: ALGM CBAY DBI PLAY STX KVUE TXT HTZ
Popular stocks with increasing volume: KVUE INTC AI PLTR PDD NIO DIS QCOM
Active options: TSLA AAPL NVDA META AMC AMZN KVUE AMD INTC AI PLTR MSFT BABA CHPT PDD NIO DIS GOOGL VFS QCOM
Global S&P Futures mixed in premarket, Nikkei down 1%, DAX mixed, WTI Crude oil recently at $86.50, natural gas mixed, gold at $1947
