Pre-Market IV Report September 13, 2021

Pre-Market IV Report September 13, 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: IRNT ORCL SQQQ VIH TMC URA RKLB ROOK NOK CCXI KVSB

Stocks expected to have increasing option volume: BABA DIS CSCO KSU CNI CP ORCL PANW ZM ECL CVX CROX

Alibaba (BABA) 30-day option implied volatility is at 41; compared to its 52-week range of 24 to 67 into Beijing to break up Ant’s Alipay and force creation of separate loans app, FT reports.

Disney (DIS) 30-day option implied volatility is at 23; compared to its 52-week range of 20 to 48 rest of Disney’s 2021 movies to have exclusive theater releases, CNBC says.

AMC Entertainment (AMC) 30-day option implied volatility is at 141; compared to its 52-week range of 85 to 726 into rest of Disney’s 2021 movies to have exclusive theater releases, CNBC says.

Option IV into events

Palo Alto Networks (PANW) 30-day option implied volatility is at 29; compared to its 52-week range of 24 to 50 into hosting a virtual analyst meeting today.

Zoom (ZM) 30-day option implied volatility is at 40; compared to its 52-week range of 38 to 96 into hosting a virtual analyst meeting today.

Chevron (CVX) 30-day option implied volatility is at 26; compared to its 52-week range of 23 to 51 into hosting a virtual lower carbon future conference call on September 14.

Crocs (CROX) 30-day option implied volatility is at 50; compared to its 52-week range of 40 to 76 into hosting a virtual investor day on September 14.

Herbalife Nutrition (HLF) 30-day option implied volatility is at 32; compared to its 52-week range of 27 to 56 into hosting a virtual investor day on September 14.

Ecolab (ECL) 30-day option implied volatility is at 20; compared to its 52-week range of 18 to 37 into hosting a virtual investor day on September 14.

Camping World (CWH) 30-day option implied volatility is at 21; compared to its 52-week range of 16 to 47 into hosting a virtual analyst meeting on September 14.

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.

Straddle prices into quarter results this week

Oracle (ORCL) September 89.50 straddle priced for a move of +/- 6.5% into the expected release of quarter results today after the bell.

FuelCell (FCEL) September 5.5 straddle priced for a move of +/- 18% into the expected release of quarter results before the bell on September 14.

JinkoSolar (JKS) September 47 straddle priced for a move of +/- 11.5% into the expected release of quarter results before the bell on September 15.

Options with decreasing option implied volatility: PINS MDB KPLT AFRM HOOD SAVA GME MUDS RH
Increasing unusual option volume: ISEE APLS AFRM ATER WWE
Increasing unusual call option volume: ISEE APLS ATER TMC AFRM
Increasing unusual put option volume: APLS ACI RKLB AFRM SPRT
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 up 0.7%, WTI Crude oil recently at $70.36, natural gas mixed, gold at $1791 an ounce