Pre-Market IV Report September 17, 2020

Pre-Market IV Report September 17, 2020

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: VRS GME INO OSTK KODK

Options expected to have increasing volume: MLHR FSLR CHWY

Digital gaming stocks options active amid wide price movement

DraftKings (DKNG) 30-day option implied volatility is at 90; compared to its 52-week range of 54 to 142 as shares rally 9.5%. Call put ratio 4 calls to 1 put with focus on September calls.

Penn National Gaming (PENN) 30-day option implied volatility is at 89; compared to its 52-week range of 29 to 435. Call put ratio 1.8 calls to 1 put with focus on September calls.

Airline calls more active than puts amid option implied volatility at lower end of six-month range

Delta (DAL) 30-day option implied volatility is at 67; compared to its 52-week range of 20 to 265. Call put ratio 3.5 calls to 1 put.

Southwest Airlines (LUV) 30-day option implied volatility is at 51; compared to its 52-week range of 17 to 203. Call put ratio 3.9 calls to 1 put.

American Airlines (AAL) 30-day option implied volatility is at 84; compared to its 52-week range of 29 to 293. Call put ratio 2.5 calls to 1 put.

United Airlines (UAL) 30-day option implied volatility is at 77; compared to its 52-week range of 20 to 421. Call put ratio 2.6 calls to 1 put.

Alaska Airlines (ALK) 30-day option implied volatility is at 56; compared to its 52-week range of 21 to 234. Call put ratio 2.6 calls to 1 put.

Allegiant Air (ALGT) 30-day option implied volatility is at 59; compared to its 52-week range of 21 to 216.

Hawaiian Airlines (HA) 30-day option implied volatility is at 75; compared to its 52-week range of 31 to 274. Call put ratio 3.8 calls to 1 put.

JetBlue Airways (JBLU) 30-day option implied volatility is at 61; compared to its 52-week range of 23 to 221. Call put ratio 4.3 calls to 1 put.

SkyWest Airlines (SKYW) 30-day option implied volatility is at 68; compared to its 52-week range of 21 to 256. 48 calls to 1 put.

Spirit Airlines (SAVE) 30-day option implied volatility is at 86; compared to its 52-week range of 31 to 370. Call put ratio 8 calls to 1 put.

U.S. Global Jets ETF (JETS) 30-day option implied volatility is at 58; compared to its 52-week range of 14 to 204. Call put ratio 8.9 calls to 1 put.

Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility is at 29; compared to its 52-week range of 13 to 111 after the Fed left rates unchanged. Call put ratio 3.2 calls to 1 put.

GSX Techedu Inc. (GSX) 30-day option implied volatility is at 98; compared to its 52-week range 61 to 168. Call put ratio 1.6 calls to 1 put with focus on April options.

Options with decreasing option implied volatility: CRON CGC BIGC PTON PLAY CHWY RH
Increasing unusual option volume: AMCX FTAI MLHR A AXL BKLN
Increasing unusual call option volume: AMCX FTAI A IEF GRWG ADT CHTR
Increasing unusual put option volume: MAT GOGO ARWR MLCO PEIX
Popular stocks with increasing volume: DKNG NIO XOM BYND NKLA AAL
Active options: AAPL TSLA GE DKNG AAL KODK FB BAC BA NKLA FDX SNAP INO C NIO MSFT XOM AMD MU BYND
Popular stocks with increasing volume: NKLA NIO CCL SQ
Active options: AAPL TSLA NIO C AMD PTON MSFT BAC FB WMT CCL NKLA DKNG ORCL BA GSX SQ TSM AMZN NVDA
Global S&P Futures recently down 0.6% in premarket, Nikkei down 0.6%, DAX down 1%, WTI Crude oil recently at $39.82, natural gas mixed, gold at $1951 an ounce