Pre-Market IV Report October 13, 2021

Pre-Market IV Report October 13, 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: OCGN SNDL RKT TSLA INTC GWH PROG DNA T UNG

Stocks expected to have increasing option volume: DAL JPM BAC C WFC GS MS QCOM AAPL

Tesla (TSLA) closes above $800

Tesla (TSLA) 30-day option implied volatility is at 45; compared to its 52-week range of 37 to 106 into expected quarter results on October 20. Call put ratio 1 call to 1.1 puts.

Semi stocks IV into AAPL iPhone production outlook, QCOM buyback & TSM quarter results

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 25; compared to its 52-week range of 22 to 43.

Intel (INTC) 30-day option implied volatility is at 34; compared to its 52-week range of 21 to 46 into expected release of quarter results on October 21.

Texas Instruments (TXN) 30-day option implied volatility is at 29; compared to its 52-week range of 19 to 39.

Micron (MU) 30-day option implied volatility is at 32; compared to its 52-week range of 30 to 59.

Qualcomm (QCOM) 30-day option implied volatility is at 33; compared to its 52-week range of 22 to 55 into announces new $10B stock buyback authorization.

Skyworks (SWKS) 30-day option implied volatility is at 36; compared to its 52-week range of 25 to 54.

Applied Material (AMAT) 30-day option implied volatility is at 35; compared to its 52-week range of 29 to 52.

Advanced Micro Devices, Inc. (AMD) 30-day option implied volatility is at 43; compared to its 52-week range of 29 to 66.

Analog Devices (ADI) 30-day option implied volatility is at 26; compared to its 52-week range of 22 to 43.

Qorvo (QRVO) 30-day option implied volatility is at 36; compared to its 52-week range of 26 to 60.

NVIDIA (NVDA) 30-day option implied volatility is at 36; compared to its 52-week range of 32 to 58.

Broadcom (AVGO) 30-day option implied volatility is at 28; compared to its 52-week range of 21 to 44.

Taiwan Semiconductor (TSM) October call option implied volatility is at 54, November is at 29; compared to its 52-week range of 23 to 51 into the expected release of quarter results before the bell on October 14.

Straddle prices into quarter results this week

Blackrock (BLK) October 835 straddle priced for a move of +/- 3% into the expected release of quarter results today before the bell.

Delta (DAL) October 43 straddle priced for a move of +/- 4.5% into the expected release of quarter results today before the bell.

JPMorgan (JPM) October 165 straddle priced for a move of +/- 2.5% into the expected release of quarter results today before the bell.

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

Alcoa (AA) October 48 straddle priced for a move of +/- 8% 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 71 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% 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.

Unitedhealth (UNH) October 402 straddle priced for a move of +/- 3% into the expected release of quarter results before the bell on October 14.

Walgreens Boots (WBA) October 47.50 straddle priced for a move of +/- 5.5% into the expected release of quarter results before the bell on October 14.

Wells Fargo (WFC) October 47 straddle priced for a move of +/- 4.5% into the expected release of quarter results before the bell on October 14.

Options with decreasing option implied volatility: RKLB ZM ATER CCXI IRNT
Increasing unusual option volume: RRD PAGS PROG HEAR XP TWNK BLI
Increasing unusual call option volume: RRD PAGS PROG HEAR TWNK CRTX
Increasing unusual put option volume: PROG NCR TTM AVYA XOS
Popular stocks with increasing volume: PLTR SOFI MGM AAL
Active options: TSLA AAPL FB F T MU SOFI AMD BABA BBIG PROG AMC FCX MGM NVDA OCGN AAL BAC PLTR WKHS
Global S&P Futures mixed, Nikkei mixed, DAX mixed, WTI Crude oil recently at $80.36, natural gas down 1.2%, gold at $1769 an ounce