Pre-Market IV Report September 10, 2021

Pre-Market IV Report September 10, 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: SOAC VIH IPOF ORCL SNDL RKLB SPRT IRNT ATER ROOT PBR ITUB RKLB INO UUP

Stocks expected to have increasing option volume: KR PLAY AFRM FIZZ TDC ALB

Option IV into events

Cisco (CSCO) 30-day option implied volatility is at 19; compared to its 52-week range of 16 to 47 into hosting a virtual analyst day on September 15.

Movers

Moderna (MRNA) 30-day option implied volatility is at 66; compared to its 52-week range of 51 to 131.

Boeing (BA) 30-day option implied volatility is at 32; compared to its 52-week range of 29 to 64.

GameStop (GME) 30-day option implied volatility is at 98; compared to its 52-week range of 90 to 553.

NIO Inc. (NIO) 30-day option implied volatility is at 55; compared to its 52-week range of 49 to 156.

Ford Motor (F) 30-day option implied volatility is at 36; compared to its 52-week range of 33 to 76

Palantir (PLTR) 30-day option implied volatility is at 43; compared to its 52-week range of 42 to 174

Zoom (ZM) 30-day option implied volatility is at 38; compared to its 52-week range of 38 to 96

Peloton (PTON) 30-day option implied volatility is at 53; compared to its 52-week range of 50 to 106

Clover Health Investments (CLOV) 30-day op volatility is at 120; compared to its 52-week range of 12 to 306

ContextLogic (WISH) 30-day option implied volatility is at 94; compared to its 52-week range of 79 to 279

AMC Entertainment (AMC) 30-day option implied volatility is at 145; compared to its 52-week range of 85 to 726

ContextLogic (WISH) 30-day option implied volatility is at 94; compared to its 52-week range of 79 to 279

AMC Entertainment (AMC) 30-day option implied volatility is at 145; compared to its 52-week range of 85 to 726

Support.com (SPRT) 30-day option implied volatility is at 343; compared to its 52-week range of 88 to 404

Semiconductor stocks option implied volatility into Apple (AAPL) hosts a special event on September 14

AMD (AMD) 30-day option implied volatility is at 38; compared to its 52-week range of 29 into 71 into a Apple (AAPL) special event on September 14.

Applied Materials (AMAT) 30-day option implied volatility is at 32; compared to its 52-week range of 29 to 52

KLA-Tencor (KLAC) 30-day option implied volatility is at 31; compared to its 52-week range of 28 to 51

Avnet (AVT) 30-day option implied volatility is at 26; compared to its 52-week range of 24 to 54

Texas Instruments (TXN) 30-day option implied volatility is at 22; compared to its 52-week range of 19 to 42

Arrow Electronics (ARW) 30-day option implied volatility is at 26; compared to its 52-week range of 22 to 51 into a Apple (AAPL) special event on September 14.

Qorvo (QRVO) 30-day option implied volatility is at 29; compared to its 52-week range of 26 to 60

ON Semiconductor (ON) 30-day option implied volatility is at 35; compared to its 52-week range of 33 to 60

Straddle prices into quarter results this week

Kroger (KR) September weekly 46 straddle priced for a move of +/- 5% into the expected release of quarter results today before the bell

Straddle prices into quarter results next week

FuelCell (FCEL) September 6 straddle priced for a move of +/- 19% into the expected release of quarter results before the bell on September 14.

JinkoSolar (JKS) September 50 straddle priced for a move of +/- 13% into the expected release of quarter results before the bell on September 15.

Options with decreasing option implied volatility: CRON SAVA VALE ZM PINS KPLT MBD
Increasing unusual option volume: EWJ HIG RKLB WKEY ATER DLR SNY
Increasing unusual call option volume: EWJ HIG ATER WKEY SOAC FUSE
Increasing unusual put option volume: RKLB MDY BBIG SPRT GEVO
Popular stocks with increasing volume: BA GME MRNA NIO F PLTR ZM PTON BABA CLOV WISH AMC SPRT
Active options: AAPL TSLA AMC MRNA BBIG AMZN CLOV AMD MSFT NVDA WISH SPRT AAL BA GME BABA NIO FB PLTR F
Global S&P Futures recently mixed to lower in premarket, Nikkei up 1.2%, DAX mixed, WTI Crude oil recently at $69, natural gas mixed, gold at $1802 an ounce