Pre-Market IV Report September 14, 2021

Pre-Market IV Report September 14, 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: VIH SNDL ORCL OCGN IRNT URA SDC ATER TMC

Stocks expected to have increasing option volume: NKE ORCL JKS FCEL HLF INTU

Option IV into events

Apple (AAPL) 30-day option implied volatility is at 25; compared to its 52-week range of 19 to 53 into Apple special event today. Call put ratio 2.1 calls to 1 put.

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 24; compared to its 52-week range of 22 to 43 into Apple (AAPL) event.

Chevron (CVX) 30-day option implied volatility is at 27; compared to its 52-week range of 23 to 51 into hosting a virtual lower carbon future conference call today.

Crocs (CROX) 30-day option implied volatility is at 54; compared to its 52-week range of 40 to 76 into hosting a virtual investor day today. Call put ratio 1 call to 1.1 puts.

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 today. Call put ratio 1 call to 1.1 puts.

Camping World (CWH) 30-day option implied volatility is at 51; compared to its 52-week range of 48 to 130 into hosting a virtual analyst meeting today.

Cisco (CSCO) 30-day option implied volatility is at 22; 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

FuelCell (FCEL) September 5.5 straddle priced for a move of +/- 15% into the expected release of quarter results today before the bell.

JinkoSolar (JKS) September 48 straddle priced for a move of +/- 12% into the expected release of quarter results before the bell on September 15.

Options with decreasing option implied volatility: MRNA ZM KPLT AFRM HOOD
Increasing unusual option volume: SDC GSK TMC CPRI TROX ATER EGHT TMC MDXG
Increasing unusual call option volume: ATER TMC EGHT ARCC HEAR
Increasing unusual put option volume: ATER EWT GSAT SKT AFRM
Popular stocks with increasing volume: GILD DELL SDC MO
Active options: AAPL TSLA AMC MO NVDA ATER VIAC
Global S&P Futures recently mixed to lower in premarket, Nikkei up 0.7%, DAX mixed, WTI Crude oil recently at $70.87, natural gas mixed, gold at $1790 an ounce