Pre-Market IV Report September 21, 2021

Pre-Market IV Report September 21, 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 SPXU NKE UVXY BX SDC FXI LVS VLTA HSBC CS LVS MLCO

Stocks expected to have increasing option volume: BABA WYNN LVS MGM BA CAT LEN ACB ADBE CRM

Option IV increases amid China real-estate fears and into Federal Reserve meeting

JPMorgan (JPM) 30-day option implied volatility is at 30; compared to its 52-week range of 21 to 43.

Citigroup (C) 30-day option implied volatility is at 34; compared to its 52-week range of 23 to 49.

Bank of America (BAC) 30-day option implied volatility is at 34; compared to its 52-week range of 24 to 45.

Goldman Sachs (GS) 30-day option implied volatility is at 33; compared to its 52-week range of 23 to 44.

Morgan Stanley (MS) 30-day option implied volatility is at 34; compared to its 52-week range of 24 to 44

Blackstone (BX) 30-day option implied volatility is at 40; compared to its 52-week range of 21 to 41.

Caterpillar (CAT) 30-day option implied volatility is at 34; compared to its 52-week range of 23 to 42

Alibaba (BABA) 30-day option implied volatility is at 56; compared to its 52-week range of 24 to 67

NIO (NIO) 30-day option implied volatility is at 64; compared to its 52-week range of 49 to 156

JD.com (JD) 30-day option implied volatility is at 49; compared to its 52-week range of 31 to 63

Vipshop (VIPS) 30-day option implied volatility is at 67; compared to its 52-week range of 47 to 131

NetEase (NTES) 30-day option implied volatility is at 54; compared to its 52-week range of 30 to 61

Baidu.com (BIDU) 30-day option implied volatility is at 45; compared to its 52-week range of 31 to 85

iQIYI (IQ) 30-day option implied volatility is at 77; compared to its 52-week range of 46 to 180

Krsh Csi Ch Intern (KWEB) 30-day option implied volatility is at 52; compared to its 52-week range of 28 to 65

iShares China Large-Cap (FXI) 30-day option implied volatility is at 36; compared to its 52-week range of 18 to 37

iShares MSCI China ETF (MCHI) 30-day option implied volatility is at 40; compared to its 52-week range of 20 to 40.

Db X-trackers Harvest Csi 300 China A – Shares Fund (ASHR) 30-day option implied volatility is at 33; compared to its 52-week range of 20 to 35. Call put ratio 1 call to 7.2 puts.

Powershares Golden Dragon China Portfolio (PGJ) 30-day option implied volatility is at 57; compared to its 52-week range of 21 to 55.

Straddle prices into quarter results this week

Adobe (ADBE) September weekly 640 straddle priced for a move of +/- 5% into the expected release of quarter results today.

AutoZone (AZO) September weekly 1590 straddle priced for a move of +/- 6.5% into the expected release of quarter results today before the bell.

Cracker Barrel (CBRL) October 140 straddle priced for a move of +/- 8% into the expected release of quarter results today before the bell.

FedEx (FDX) September weekly 250 straddle priced for a move of +/- 5% into the expected release of quarter results today after the bell.

Stitch Fix (SFIX) September weekly 36 straddle priced for a move of +/- 19% into the expected release of quarter results today after the bell.

BlackBerry (BB) September weekly 9.5 straddle priced for a move of +/- 18% 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 60 straddle priced for a move of +/- 12% into the expected release of quarter results after the bell on September 22.

Jabil (JBL) October 60 straddle priced for a move of +/- 9% into the expected release of quarter results on September 22.

KB Home (KBH) October 40 straddle priced for a move of +/- 10% into the expected release of quarter results after the bell on September 22.

Rite Aid (RAD) September weekly 16 straddle priced for a move of +/- 13.5% 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.

Nike (NKE) September weekly 155 straddle priced for a move of +/- 6% into the expected release of quarter results after the bell on September 23.

Costco (COST) September weekly 450 straddle priced for a move of +/- 3% into the expected release of quarter results on September 23.

Options with decreasing option implied volatility: ZM BNTX MRNA GSAT AFRM
Increasing unusual option volume: UBS YANG EWH HSBC SURG ATER
Increasing unusual call option volume: YANG TMC HIPO LIDR ATER SURF
Increasing unusual put option volume: HSBC BLDP EWH KEY MDY CS COO
Popular stocks with increasing volume: F BAC PFE UBER AAL CLF X
Active options: AAPL TSLA PLTR AMC F AMD NVDA NIO BABA LCID SDC MSFT AMZN BAC FB PFE UBER AAL CLF X
Global S&P Futures recently higher, Nikkei down 2%, DAX up 1.3%, WTI Crude oil recently at $71.79, natural gas down 1.7%, gold at $1761 an ounce