Pre-Market IV Report October 7, 2021

Pre-Market IV Report October 7, 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: INTC RKT SNDL UNG DNA TSLA EDU PROG SDC BABA

Stocks expected to have increasing option volume: LEVI CAG TLRY COST SPY QQQ RUT IWM GM MRVL

Energy Movers

United States Natural Gas (UNG) 30-day option implied volatility is at 112; compared to its 52-week range of 30 to 219. Call put ratio 1.1 calls to 1 put.

Cheniere Energy (LNG) 30-day option implied volatility is at 36; compared to its 52-week range of 24 to 49. Call put ratio 1.9 calls to 1 put.

Devon Energy (DVN) 30-day option implied volatility is at 60; compared to its 52-week range of 42 to 101. Call put ratio 3.8 calls to 1 put.

Peabody Energy (BTU) 30-day option implied volatility is at 75; compared to its 52-week range of 53 to 237. Call put ratio 7.5 calls to 1 put.

Southwestern Energy (SWN) 30-day option implied volatility is at 74; compared to its 52-week range of 53 to 238. Call put ratio 5.4 calls to 1 put.

Range Resources (RRC) 30-day option implied volatility is at 74; compared to its 52-week range of 58 to 170. Call put ratio 6.8 calls to 1 put.

Antero Resources (AR) 30-day option implied volatility is at 79; compared to its 52-week range of 56 to 127. Call put ratio 1.5 calls to 1 put.

Market Vectors Russia ETF Trust (RSX) 30-day option implied volatility is at 25; compared to its 52-week range of 18 to 82. Call put ratio 1 to call to 1 put.
IV into events

Tesla (TSLA) 30-day option implied volatility is at 52; compared to its 52-week range of 37 to 106 into shareholder meeting today. Call put ratio 1 call to 1 put.

Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility is at 23; compared to its 52-week range of 16 to 39. Call put ratio 1 call to 1.3 puts into upcoming quarter results.

Straddle prices into quarter results this week

Conagra (CAG) October weekly 34 straddle priced for a move of +/- 5% into the expected release of quarter results before the bell on October 7.

Lamb Weston (LW) October 60 straddle priced for a move of +/- 7.5% into the expected release of quarter results before the bell on October 7.

Tilray (TLRY) October weekly 11 straddle priced for a move of +/- 16% into the expected release of quarter results on October 7.

Options with decreasing option implied volatility: AFRM ATER DLTR IRNT GOOG
Increasing unusual option volume: SNY EGHT XP NKTR IRNT
Increasing unusual call volume: SNY NKTR IRNT OVV
Increasing unusual put option volume: DNA LEVI GOGO CRTX
Popular stocks with increasing volume: AMC AFRM PLTR X GM F MRVL
Active options: AAPL PLTR TSLA AFRM AMC FB NVDA SDC AMD T MSFT AAL BABA X BAC GM BTBT F MARA
Global S&P Futures recently mixed to higher, Nikkei mixed, DAX up 1%, WTI Crude oil recently at $76.48, natural gas down 1%, gold at $1764 an ounce