Pre-Market IV Report September 12, 2022

Pre-Market IV Report September 12, 2022

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: SST FAZE GETY NLY VTRS

Stocks expected to have increasing option volume: ORCL ADBE DIS SBUX

Options

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 21; compared to its 52-week range of 12 to 56 into a week before Federal Reserve meeting.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 27; compared to its 52-week range of 16 to 40.

Tesla (TSLA) 30-day option implied volatility is at 49; compared to its 52-week range of 36 to 84.

Alphabet (GOOGL) 30-day option implied volatility is at 31; compared to its 52-week range of 19 to 49.

Apple (AAPL) 30-day option implied volatility is at 27; compared to its 52-week range of 20 to 44.

Microsoft (MSFT) 30-day option implied volatility is at 27; compared to its 52-week range of 18 to 47.

Netflix (NFLX) 30-day option implied volatility is at 46; compared to its 52-week range of 25 to 86.

Lyft (LYFT) 30-day option implied volatility is at 75; compared to its 52-week range of 42 to 103. Call put ratio 2.7 calls to 1 put.

Uber (UBER) 30-day option implied volatility is at 51; compared to its 52-week range of 38 to 78. Call put ratio 3.4 calls to 1 put.

Utilities Sel Sect Spdr Fd (XLU) 30-day option implied volatility is at 19; compared to its 52-week range of 13 to 65.

PG&E Corp. (PCG) 30-day option implied volatility is at 35; compared to its 52-week range of 25 to 49. Call put ratio 1.2 calls to 1 put.

Edison Int’l (EIX) 30-day option implied volatility is at 22; compared to its 52-week range of 17 to 72. Call put ratio 1 call to 3.1 puts.

DraftKings (DKNG) 30-day option implied volatility is at 71; compared to its 52-week range of 44 to 111. Call put ratio 4.5 puts to 1 put.

Starbucks Corporation (SBUX) 30-day option implied volatility is at 32; compared to its 52-week range of 17 to 41 into hosting its 2022 Investor Day in Seattle on Tuesday, September 13, 2022.

Straddle price into quarter results

Oracle (ORCL) September 76 straddle priced for a move of 7% into the expected release of quarter results after the bell on September 12.

Adobe (ADBE) September 395 straddle priced for a move of 4.5% into the expected release of quarter results after the bell on September 15.

Options with decreasing option implied volatility: ISEE DOCU ASAN GTLB LQDA PATH ZS COUP CLAR
Increasing unusual option volume: KOS WEN NEOG OPK IS AVCT ELAN RVNC ISEE
Increasing unusual call option volume: WEN KOS ELAN ACI ISEE RVNC
Increasing unusual put option volume: NLOK CS GSAT ELAN ACI CLNN NVTA
Popular stocks increasing volume: LYFT WEN CL DKNG SHOP COIN NKLA UBER SNAP
Active options: TSLA AAPL AMZN NVDA AMD META F NIO AMC MSFT GOOGL BBBY DOCU GME DKNG SHOP COIN NKLA UBER SNAP
Global S&P Futures mixed in premarket, Nikkei up 1%, DAX up 1%, WTI Crude oil recently at $87, natural gas up 1%, gold at $1735 an ounce