Pre-Market IV Report October 15, 2021

Pre-Market IV Report October 15, 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: VIH SNDL HOOD PINS OCGN AGC COTY PROG UNG DNA T

Stocks expected to have increasing option volume: AA GS PNC JBHT SCHW TFC SPCE SHAK BROS

Virgin Galactic (SPCE) October call option implied volatility is at 66, November is at 74; compared to its 52-week range of 68 to 230 into announces planned vehicle enhancement, modification period.

Option IV into quarter results

Halliburton (HAL) October weekly call option implied volatility is at 50, November is at 42; compared to its 52-week range of 37 to 76 into the expected release of quarter results before the bell on October 19.

Las Vegas Sands (LVS) October weekly call option implied volatility is at 53, November is at 47; compared to its 52-week range of 34 to 61 into the expected release of quarter results on October 19.

Netflix (NFLX) October weekly call option implied volatility is at 53, November is at 33; compared to its 52-week range of 21 to 61 into the expected release of quarter results after the bell on October 19.

United Airlines (UAL) October weekly call option implied volatility is at 47, November is at 41; compared to its 52-week range of 37 to 82 into the expected release of quarter results before the bell on October 19.

IBM (IBM) October weekly call option implied volatility is at,39 November is at 24; compared to its 52-week range of 16 to 36 into the expected release of quarter results after the bell on October 20.

Tesla (TSLA) October weekly call option implied volatility is at 49, November is at 39; compared to its 52-week range of 37 to 106 into the expected release of quarter results on October 20.

American Airlines (AAL) October weekly call option implied volatility is at 48, November is at 42; compared to its 52-week range of 40 to 117 into the expected release of quarter results before the bell on October 21.

AT&T (T) October weekly call option implied volatility is at 29, November is at 22; compared to its 52-week range of 15 to 29 into the expected release of quarter results before the bell on October 21.

Chipotle (CMG) October weekly call option implied volatility is at 45, November is at 31; compared to its 52-week range of 21 to 47 into the expected release of quarter results after the bell on October 21.

Crocs (CROX) November call option implied volatility is at 55, December is at 55; compared to its 52-week range of 40 to 76 into the expected release of quarter results before the bell on October 21.

Freeport-McMoRan (FCX) October weekly call option implied volatility is at 54, November is at 48; compared to its 52-week range of 41 to 64 into the expected release of quarter results before the bell on October 21.

Intel (INTC) October weekly call option implied volatility is at 45, November is at 32; compared to its 52-week range of 21 to 46 into the expected release of quarter results after the bell on October 21.

Straddle prices into quarter results next week

Albertsons (ACI) November 29 straddle priced for a move of +/- 9% into into the expected release of quarter results before the bell on October 18.

State Street (STT) November straddle priced for a move of +/- 7% into the expected release of quarter results before the bell on October 18.

Steel Dynamics (STLD) November straddle priced for a move of +/- 10% into the expected release of quarter results after the bell on October 18.

Teradyne (TER) October weekly 110 straddle priced for a move of +/- 9% into the expected release of quarter results after the bell on October 18.

Halliburton (HAL) October weekly 25 straddle priced for a move of +/- 6.5% into the expected release of quarter results before the bell on October 19.

Intuitive Surgical (ISRG) October weekly 330 straddle priced for a move of +/- 5% into the expected release of quarter results after the bell on October 19.

Kansas City Southern (KSU) October weekly 295 straddle priced for a move of +/- 3% into the expected release of quarter results before the bell on October 19.

Johnson & Johnson (JNJ) October weekly 160 straddle priced for a move of +/- 2.5% into the expected release of quarter results before the bell on October 19.

Las Vegas Sands (LVS) October weekly 40 straddle priced for a move of +/- 7% into the expected release of quarter results on October 19.

Lam Research (LRCX) October weekly 565 straddle priced for a move of +/- 7% into the expected release of quarter results after the bell on October 19.

Netflix (NFLX) October weekly 635 straddle priced for a move of +/- 8%into the expected release of quarter results after the bell on October 19.

Proctor & Gamble (PG) October weekly 144 straddle priced for a move of +/- 2.5% into the expected release of quarter results before the bell on October 19.

United Airlines (UAL) October weekly 48 straddle priced for a move of +/- 5.5% into the expected release of quarter results before the bell on October 19.

Options with decreasing option implied volatility: ATER GWH IRNT CCXI RKLB
Increasing unusual option volume: AGC AVDL NRXP PAGS CSGP PROG SKX
Increasing unusual call option volume: AGC PAGS AVDL NRXP SKX SLI
Increasing unusual put option volume: GOGO PROG UMC URA NRXP ANY
Popular stocks with increasing volume: WFC BA FCX SOFI AMC
Active options: AAPL TSLA AMD AMC NVDA BAC F WFC FB MSFT PLUG SOFI AFRM AMZN T PLTR NIO BA C FCX
Global S&P Futures mixed, Nikkei up 1.8%, DAX mixed to up, WTI Crude oil recently at $82.86, natural gas up 0.8%, gold at $1786 an ounce