Pre-Market IV Report October 12, 2021

Pre-Market IV Report October 12, 2021

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: CMPS GSAH TEVA LAUR PAGS RKT SNDL INTC HYG OCGN PROG UNG DNA BABA

Stocks expected to have increasing option volume: OIH USO UNG CVX XOM DAL JPM BAC C WFC GS MS

Option implied volatility flat for energy stocks as energy prices increase

Diamondback Energy (FANG) 30-day option implied volatility is at 54; compared to its 52-week range of 47 to 96.

Cheniere Energy (LNG) 30-day option implied volatility is at 34; compared to its 52-week range of 25 to 49

Devon Energy (DVN) 30-day option implied volatility is at 54; compared to its 52-week range of 44 to 101

Continental Resources (CLR) 30-day option implied volatility is at 54; compared to its 52-week range of 48 to 134.

Range Resources (RRC) 30-day option implied volatility is at 72; compared to its 52-week range of 59 to 118

Chesapeake Energy (CHK) 30-day option implied volatility is at 50; compared to its 52-week range of 39 to 62

Schlumberger Ltd. (SLB) 30-day option implied volatility is at 45; compared to its 52-week range of 35 to 67. Call put ratio 7.5 calls to 1 put.

Halliburton (HAL) 30-day option implied volatility is at 47; compared to its 52-week range of 38 to 77. Call put ratio 3.8 calls to 1 put.

EOG Resources (EOG) 30-day option implied volatility is a 44; compared to its 52-week range of 42 to 77.

Occidental Petroleum (OXY) 30-day option implied volatility is a 56; compared to its 52-week range of 49 to 95.

Marathon Oil (MRO) 30-day option implied volatility is a 56; compared to its 52-week range of 46 to 98. Call put ratio 4 calls to 1 put.

Pioneer Natural Resources (PXD) 30-day option implied volatility is at 42; compared to its 52-week range 34 to 67. Call put ratio 4 calls to 1 put.

Chevron (CVX) 30-day option implied volatility is at 27; compared to its 52-week range of 23 to 51.

ExxonMobil (XOM) 30-day option implied volatility is at 31; compared to its 52-week range of 25 to 53. Call put ratio 3 calls to 1 put.

SPDR S&P Oil & Gas Exploration & Production Etf (XOP) 30-day option implied volatility is at 46; compared to its 52-week range of 39 to 68.
Energy Select Sector SPDR ETF (XLE) 30-day option implied volatility is at 33; compared to its 52-week range of 26 to 55.

Market Vectors Oil Services Etf (OIH) 30-day option implied volatility is a 47; compared to its 52-week range of 40 to 65.

Straddle prices into quarter results this week

Blackrock (BLK) October 840 straddle priced for a move of +/- 3.5% into the expected release of quarter results before the bell on October 13.
Delta (DAL) October 43 straddle priced for a move of +/- 5% into the expected release of quarter results before the bell on October 13.

JPMorgan (JPM) October 165 straddle priced for a move of +/- 3% into the expected release of quarter results before the bell on October 13.

Schwab (SCHW) October 77 straddle priced for a move of +/- 5% into the expected release of quarter results before the bell on October 13.

Alcoa (AA) October 47 straddle priced for a move of +/- 8.5% into the expected release of quarter results before the bell on October 14.

Bank of America (BAC) October 44 straddle priced for a move of +/- 3.5% into the expected release of quarter results before the bell on October 14.

Citigroup (C) October 72 straddle priced for a move of +/- 3.5% into the expected release of quarter results before the bell on October 14.
Dominos Pizza (DPZ) October 480 straddle priced for a move of +/- 6.5% into the expected release of quarter results before the bell on October 14.

Morgan Stanley (MS) October 98 straddle priced for a move of +/- 4.5% into the expected release of quarter results before the bell on October 14.

Taiwan Semiconductor (TSM) October 110 straddle priced for a move of +/- 4% into the expected release of quarter results before the bell on October 14.

Options with decreasing option implied volatility: RKLB ZM AFRM IRNT CCXI KDMN INO VOD
Increasing unusual option volume: PAGS TWNK PROG CCXI AMPY BEKE
Increasing unusual call option volume: PAGS TWNK PROG CCXI ANY
Increasing unusual put option volume: AGEN PAGS CCXI PROG VNQ
Popular stocks with increasing volume: PLTR DKNG FCX NIO F VZ LVS
Active options: AAPL TSLA BABA SOFI AMC T AMD FB F AMZN VZ NVDA MSFT BA CCL PLTR DKNG FCX NIO CLOV
Global S&P Futures recently lower, Nikkei down 09%, DAX down 0.7%, WTI Crude oil recently at $80.75, natural gas down 0.7%, gold at $1758 an ounce