Pre-Market IV Report September 15, 2021

Pre-Market IV Report September 15, 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: SNDL VIH DNN IRNT TMC URA SDC TMC SLV WYNN LVS

Stocks expected to have increasing option volume: MSFT BABA CSCO WYNN LVS MGM CZR

Option IV

Alibaba (BABA) 30-day option implied volatility is at 46; compared to its 52-week range of 24 to 67 into Golden Week.

Microsoft (MSFT) 30-day option implied volatility is at 20; compared to its 52-week range of 16 to 41 into stocks buyback and dividend increase.

Apple (AAPL) 30-day option implied volatility is at 25; compared to its 52-week range of 19 to 53 after Apple special event. Call put ratio 2 calls to 1 put.

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.

Natural Gas trends higher

United States Natural Gas (UNG) 30-day option implied volatility is at 67; compared to its 52-week range of 30 to 219.

Range Resources (RRC) 30-day option implied volatility is at 65; compared to its 52-week range of 58 to 169. Call put ratio 2.9 calls to 1 put.

Cabot (COG) 30-day option implied volatility is at 47; compared to its 52-week range of 32 to 103.

Option implied volatility for freight haulers

ArcBest (ARCB) 30 day option implied volatility is at 43; compared to its 52-week range of 41 to 79

J.B. Hunt (JBHT) 30 day option implied volatility is at 30; compared to its 52-week range of 22 to 41

Knight-Swift (KNX) 30 day option implied volatility is at 27; compared to its 52-week range of 24 to 47

Old Dominion (ODFL) 30 day option implied volatility is at 24; compared to its 52-week range of 21 to 42

FedEx (FDX) 30 day option implied volatility is at 35; compared to its 52-week range of 23 to 53

Werner (WERN) 30 day option implied volatility is at 25; compared to its 52-week range of 22 to 71

Schneider National (SNDR) 30 day option implied volatility is at 39; compared to its 52-week range of 24 to 75

UPS (UPS) 30 day option implied volatility is at 22; compared to its 52-week range of 18 to 52

XPO Logistics (XPO) 30 day option implied volatility is at 37; compared to its 52-week range of 30 to 62

Amazon (AMZN) 30 day option implied volatility is at 21; compared to its 52-week range of 19 to 55

Options with decreasing option implied volatility: ZM KPLT AFRM HOOD KDMN
Increasing unusual option volume: ATER FINV ISEE TMC HEAR
Increasing unusual call option volume: TMC ATER ISEE HEAR FINV
Increasing unusual put option volume: ATER GSAT TPX SPRT
Popular stocks with increasing volume: WYNN MRNA ORCL CMCSA AFRM PLTR LVS CMCSA
Active options: AAPL TSLA AMC AMD FCEL ATER LVS SPRT BBIG BABA BAC GSAT MSFT C NVDA AMZN PLTR SDC AFRM F NIO CMCSA MRNA WYNN ORCL
Global S&P Futures recently mixed, Nikkei mixed, DAX mixed, WTI Crude oil recently at $71, natural gas mixed, gold at $1803 an ounce