Pre-Market IV Report September 16, 2021

Pre-Market IV Report September 16, 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.

Stocks expected to have increasing option volume: WYNN LVS MGM CZR EOG DVN OIH HAL XOP

Options with increasing option implied volatility: TMC OPAD IRNT URA SDC DNN SNDL TMC

Options with increasing option volume:

Aterian (ATER) 30-day option implied volatility is at 217; compared to its 52-week range of 90 to 270.

Blue Apron (APRN) 30-day option implied volatility is at 144; compared to its 52-week range of 82 to 279.

Danimer Scientific (DNMR) 30-day option implied volatility is at 107; compared to its 52-week range of 76 to 135.

Bausch Health Co. Inc. (BHC) 30-day option implied volatility is at 34; compared to its 52-week range of 31 to 131.

Melco Resorts & Entertainment (MLCO) 30-day option implied volatility is at 78; compared to its 52-week range of 35 to 78.

GlobalStar (GSAT) 30-day option implied volatility is at 137; compared to its 52-week range of 100 to 330.

Vinco Ventures (BBIG) 30-day option implied volatility is at 212; compared to its 52-week range of 85 to 330.

Altimmune (ALT) 30-day option implied volatility is at 161; compared to its 52-week range of 89 to 192.

Denison Mines (DNN) 30-day option implied volatility is at 172; compared to its 52-week range of 42 to 433.

TMC the metals company (TMC) 30-day option implied volatility is at 208; compared to its 52-week range of 8 to 208.

Hut 8 Mining Corp (HUT) 30-day option implied volatility is at 141; compared to its 52-week range of 104 to 172.

Canadian Natural Resources (CNQ) 30-day option implied volatility is at 34; compared to its 52-week range of 30 to 62.

Five9 (FIVN) 30-day option implied volatility is at 46; compared to its 52-week range of 35 to 66.

Uniti Group (UNIT) 30-day option implied volatility is at 31; compared to its 52-week range of 23 to 64.

Option implied volatility for industrial metal stocks

Nucor (NUE) 30 day option implied volatility is at 41; compared to its 52-week range of 30 to 48

Steel Dynamics (STLD) 30 day option implied volatility is at 42; compared to its 52-week range of 36 to 50

U.S. Steel (X) 30 day option implied volatility is at 55; compared to its 52-week range of 55 to 108

ArcelorMittal (MT) 30 day option implied volatility is at 41; compared to its 52-week range of 38 to 77

TimkenSteel (TMST) 30 day option implied volatility is at 63; compared to its 52-week range of 8 to 208

Alcoa (AA) 30 day option implied volatility is at 59; compared to its 52-week range of 50 to 74

Arconic (ARNC) 30 day option implied volatility is at 42; compared to its 52-week range of 35 to 72

Century Aluminum (CENX) 30 day option implied volatility is at 65; compared to its 52-week range of 59 to 108

Constellium (CSTM) 30 day option implied volatility is at 47; compared to its 52-week range of 43 to 179

Kaiser Aluminum (KALU) 30 day option implied volatility is at 45; compared to its 52-week range of 39 to 58

Vale S.A. (VALE) 30 day option implied volatility is at 47; compared to its 52-week range of 30 to 87

Options with decreasing option implied volatility: BNTX ZM KPLT AFRM HOOD
Increasing unusual option volume: CNQ NXE ATER TMC ETRN UNIT FIVN
Increasing unusual call option volume: CNQ TMC NXE UNIT FIVN WTI
Increasing unusual put option volume: ATER APRN DNMR BHC MLCO GSAT BBIG ALT DNN TMC HUT CNQ FIVN UNIT
Popular stocks with increasing volume: DKNG BA OXY CCL GM ROKU SNAP
Active options: AAPL AMC TSLA BABA PLTR MSFT AMZN FB AMD UBER NVDA WYNN
Global S&P Futures recently mixed, Nikkei mixed, DAX mixed, WTI Crude oil recently at $72.67, natural gas mixed, gold at $1787 an ounce