Pre-Market IV Report September 17, 2021

Pre-Market IV Report September 17, 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: NAK SNDL VIH IRNT OPAD SDC TMC BODY MLCO HAAC BKSY DOMA

Stocks expected to have increasing option volume: FDX SPY QQQ X

Option IV

Alibaba (BABA) 30-day option implied volatility is at 47; compared to its 52-week range of 24 to 67 into Golden Week.

Option IV near low end of range

Microsoft (MSFT) 30-day option implied volatility is at 18; compared to its 52-week range of 16 to 41.

Apple (AAPL) 30-day option implied volatility is at 22; compared to its 52-week range of 19 to 53.

Ford (F) 30-day option implied volatility is at 35; compared to its 52-week range of 33 to 76.

General Motors (GM) 30-day option implied volatility is at 32; compared to its 52-week range of 29 to 66.

Tesla (TSLA) 30-day option implied volatility is at 38; compared to its 52-week range of 37 to 127.

GameStop (GME) 30-day option implied volatility is at 90; compared to its 52-week range of 89 to 553.

AMC Entertainment (AMC) 30-day option implied volatility is at 124; compared to its 52-week range of 88 to 725.

Movers

Freeport-McMoran (FCX) 30-day option implied volatility is at 46; compared to its 52-week range of 41 to 64.

Berkeley Lights Inc. (BLI) 30-day option implied volatility is at 155; compared to its 52-week range of 53 to 155. Call put ratio 2.3 calls to 1 put.

aTyr Pharma (LIFE) 30-day option implied volatility is at 187; compared to its 52-week range of 78 to 196. Call put ratio 4.3 calls to 1 put.

IronNet (IRNT) 30-day option implied volatility is at 274; compared to its 52-week range of 7 to 282. Call put ratio 3.4 calls to 1 put.

Straddle prices into quarter results next week

Adobe (ADBE) September weekly 665 straddle priced for a move of +/- 4.5% into the expected release of quarter results on September 21.

AutoZone (AZO) September weekly 1605 straddle priced for a move of +/- 5% into the expected release of quarter results before the bell on September 21.

Cracker Barrel (CBRL) October straddle priced for a move of +/- 7% into the expected release of quarter results before the bell on September 21.

FedEx (FDX) September weekly 260 straddle priced for a move of +/- 5% into the expected release of quarter results after the bell on September 21.

Stitch Fix (SFIX) September weekly 34 straddle priced for a move of +/- 17% into the expected release of quarter results after the bell on September 21.

BlackBerry (BB) September weekly 10 straddle priced for a move of +/- 14% into the expected release of quarter results after the bell on September 22.

General Mills (GIS) October 60 straddle priced for a move of +/- 7% into the expected release of quarter results before the bell on September 22.

H.B. Fuller (FUL) October 65 straddle priced for a move of +/- 11% into the expected release of quarter results after the bell on September 22.

Jabil (JBL) October 65 straddle priced for a move of +/- 8% into the expected release of quarter results on September 22.

KB Home (KBH) October 42 straddle priced for a move of +/- 8% into the expected release of quarter results after the bell on September 22.

Rite Aid (RAD) September weekly 17.50 straddle priced for a move of +/- 12% into the expected release of quarter results on September 22.

Steelcase (SCS) October 12.50 straddle priced for a move of +/- 15% into the expected release of quarter results after the bell on September 22.
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Nike (NKE) September weekly 157 straddle priced for a move of +/- 7% into the expected release of quarter results after the bell on September 23.

Costco (COST) September weekly 465 straddle priced for a move of +/- 3% into the expected release of quarter results on September 23.

Options with decreasing option implied volatility: GSAT HOOD ZNGA KPLT AFRM
Increasing unusual option volume: LIDR TMC SUNL BKSY FIVN BLI
Increasing unusual call option volume: LIDR TMC SUNL BKSY FIVN BLI
Increasing unusual put option volume: TPX PACB BKSY AFRM BBIG DNN
Popular stocks with increasing volume: AAL AFRM MRNA F MRK
Active options: PLTR AAPL TSLA AMC AMD IRNT AMZN F BBIG LCID MSFT BABA NVDA NIO AFRM OPAD FB SDC MRNA AAL
Global S&P Futures recently mixed, Nikkei mixed, DAX mixed, WTI Crude oil recently at $72.11, natural gas mixed, gold at $1761 an ounce