Pre-Market IV Report September 10, 2020

Pre-Market IV Report September 10, 2020

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: T CHWY TIF FLR ORCL LCA BGCP SAVE OPK SHLL TSLA OSTK GME MNST INO UCO

Options expected to have increasing volume: PTON CHWY ORCL RH GME KR NCNO TSLA ZM

Peloton (PTON) September weekly call option implied volatility is at 245, September is at 160; compared to its 52-week range of 58 to 158 into the expected release of quarter results today after the bell. Call put ratio 1.9 calls to 1 put with focus on September 90 and 95 calls.

NVIDIA (NVDA) September weekly call option implied volatility is at 58, September is at 56; compared to its 52-week range of 28 to 110. Call put ratio 1.9 calls to 1 put.

Straddle prices for stocks expected to report quarterly results this week

Peloton Interactive (PTON) September weekly 91 straddle priced for a move of 20% into the expected release of quarter results today

Chewy (CHWY) September weekly 61 straddle priced for a move of 14% into the expected release of quarter results today after the bell

Kroger (KR) September weekly 35 straddle priced for a move of 7% into the expected release of quarter results before the bell on September 11

Real Estate Investment Trust option implied volatility

Vanguard Reit Etf (VNQ) 30-day option implied volatility is at 24, compared to its 52-week range of 10 to 90. Call put ratio 3.3 calls to 1 put.

Empire State Realty Trust (ESRT) 30-day option implied volatility is at 75, compared to its 52-week range of 15 to 106.

Vornado Realty Trust (VNO) 30-day option implied volatility is at 57, compared to its 52-week range of 15 to 138.

SL Green Realty (SLG) 30-day option implied volatility is at 62, compared to its 52-week range of 16 to 125.

Boston Properties (BXP) 30-day option implied volatility is at 50, compared to its 52-week range of 14 to 105

Equity Residential (EQR) 30-day option implied volatility is at 34, compared to its 52-week range of 14 to 91

Kimco Realty (KIM) 30-day option implied volatility is at 48, compared to its 52-week range of 15 to 116

Simon Property (SPG) 30-day option implied volatility is at 69, compared to its 52-week range of 18 to 154

Taubman Centers (TCO) 30-day option implied volatility is at 84, compared to its 52-week range of 13 to 121

Regency Centers (REG) 30-day option implied volatility is at 40, compared to its 52-week range of 14 to 112

Welltower (WELL) 30-day option implied volatility is at 41, compared to its 52-week range of 16 to 183

Mack-Cali Realty (CLI) 30-day option implied volatility is at 62, compared to its 52-week range of 16 to 92

Monmouth Real Estate (MNR) 30-day option implied volatility is at 34, compared to its 52-week range of 13 to 133

Macerich (MAC) 30-day option implied volatility is at 86, compared to its 52-week range of 29 to 293

Pennsylvania Real Estate (PEI) 30-day option implied volatility is at 136, compared to its 52-week range of 39 to 366

Roundhill Sports Betting & iGaming ETF (BETZ) 30-day option implied volatility is at 49, compared to its 52-week range of 41 to 110

Seritage Growth (SRG) 30-day option implied volatility is at 77, compared to its 52-week range of 19 to 302

Brookfield Property (BPY) 30-day option implied volatility is at 40 compared to its 52-week range of 112 to 175

Douglas Emmett (DEI) 30-day option implied volatility is at 54, compared to its 52-week range of 11 to 109

VMWare (VMW) September and October call option implied volatility is at 38; compared to its 52-week range of 22 to 88. Call put ratio 3.7 calls to 1 put.

Dell Technologies (DELL) September weekly call option implied volatility is at 44, September is at 40; compared to its 52-week range of 28 to 118. Call put ratio 2.8 calls to 1 put.

Thermo Fisher Scientific (TMO) September call option implied volatility is at 32, October is at 30; compared to its 52-week range of 17 to 75 into hosting a virtual analyst meeting today.

Options with decreasing option implied volatility: ZM CRM CRBP CIEN KODK CLVS RKT DOCU HOME
Increasing unusual option volume: BGCP KODK PAGP EB INFN EB NLS FCAU VG
Increasing unusual call option volume: BGCP KODK FCAU TIF ACM AKBA NLS AEO
Increasing unusual put option volume: KODK CXO ITCI GOGO QRVO BIGC MAT BKLN TOL WORK
Popular stocks with increasing volume: PTON AAL NKLA DKNG SNAP ZM
Active options: AAPL TSLA MSFT WORK AAL FB AMD NIO BAC BGCP NKLA F ZM BA AMZN PTON NVDA WFC DKNG SNAP
Global S&P Futures recently mixed to lower in premarket, Nikkei up 0.8%, DAX mixed, WTI Crude oil recently at $37.58, natural gas down 0.9%, gold at $1952 an ounce