Pre-Market IV Report October 8, 2021l

Pre-Market IV Report October 8, 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: CCXI SNDL TSLA RKT INTC UNG

Stocks expected to have increasing option volume: QDEL SPY QQQ RUT TSLA PROG SDC VXRT MNTV ALLO CB CI

Bank stocks share price near upper end of range into quarter results

JPMorgan (JPM) 30-day option implied volatility is at 24; compared to its 52-week range of 21 to 43 into the expected release of quarter results before the bell on October 13.

Movers

The Joint Corp. (JYNT) 30-day option implied volatility is at 92; compared to its 52-week range of 47 to 142. Call put ratio 1 call to 6.9 puts.

Opendoor (OPEN) 30-day option implied volatility is at 72; compared to its 52-week range of 59 to 177. Call put ratio 18 calls to 1 put.

Matterport, Inc. (MTTR) 30-day option implied volatility is at 78; compared to its 52-week range of 54 to 112. Call put ratio 10.5 calls to 1 put.

Oatly (OTLY) 30-day option implied volatility is at 91; compared to its 52-week range of 55 to 91. Call put ratio 7.5 calls to 1 put.

Quidel Corp (QDEL) 30-day option implied volatility is at 55; compared to its 52-week range of 44 to 92.

Vaxart (VXRT) 30-day option implied volatility is at 75; compared to its 52-week range of 68 to 311. Call put ratio 5.7 calls to 1 put.

Momentive Global Inc. (MNTV) 30-day option implied volatility is at 41; compared to its 52-week range of 32 to 71

Allogene Therapeutics (ALLO) 30-day option implied volatility is at 69; compared to its 52-week range of 55 to 124 into headlines.

Straddle prices into quarter results this week

New Oriental Education (EDU) October 2 straddle priced for a move of +/- 20% into the expected release of quarter results on October 11.

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 44 straddle priced for a move of +/- 5% into the expected release of quarter results before the bell on October 13.

JPMorgan (JPM) October 170 straddle priced for a move of +/- 3% into the expected release of quarter results before the bell on October 13.

Schwab (SCHW) October 76 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 +/- 4% 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 +/- 7% into the expected release of quarter results before the bell on October 14.

Morgan Stanley (MS) October 99 straddle priced for a move of +/- 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: ATER ZM AFRM IRNT TLRY CAG LW
Increasing unusual option volume: SNY AES LW PAGS RDW LEVI IRNT
Increasing unusual call option volume: AES SNY RDW CARG IRNT LEVI PAGS
Increasing unusual put option volume: JNK CMPS VST TTM EWH MILE GOGO
Popular stocks with increasing volume: NIO AFRM TLRY AMC GM DIS
Active options: TSLA AAPL F BABA NIO AMD FB AMC NVDA CEI AMZN PLTR MSFT AFRM TLRY BAC BBIG DIS GM BA
Global S&P Futures recently mixed, Nikkei up 1%, DAX mixed, WTI Crude oil recently at $79.50, natural gas down 1%, gold at $1755 an ounce