Pre-Market IV Report September 23, 2021

Pre-Market IV Report September 23, 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: INO BB DIS FDX NKE SFIX ADBE NAK SNDL SPIR XLI NKE IBM NUE VLTA TMC CRVS

Stocks expected to have increasing option volume: FDX ADBE CRM DIS BABA GIS DKNG JPM BAC WFC C WSM FCX

IV & volume movers

Disney (DIS) 30-day option implied volatility is at 28; compared to its 52-week range of 20 to 48 amid share price pullback.

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

JPMorgan (JPM) 30-day option implied volatility is at 29; compared to its 52-week range of 21 to 43.

Citigroup (C) 30-day option implied volatility is at 32; compared to its 52-week range of 23 to 49.

Bank of America (BAC) 30-day option implied volatility is at 32; compared to its 52-week range of 24 to 45.

Wells Fargo (WFC) 30-day option implied volatility is at 37; compared to its 52-week range of 26 to 49.

Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility is at 35; compared to its 52-week range of 17 to 39.

Goldman Sachs (GS) 30-day option implied volatility is at 32; compared to its 52-week range of 23 to 44.

Morgan Stanley (MS) 30-day option implied volatility is at 33; compared to its 52-week range of 24 to 44.

Blackstone (BX) 30-day option implied volatility is at 37; compared to its 52-week range of 21 to 41.

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

Uber (UBER) 30-day option implied volatility is at 42; compared to its 52-week range of 37 to 74 amid wide price movement.

Wynn (WYNN) 30-day option implied volatility is at 56; compared to its 52-week range of 34 to 75 amid wide price movement.

Straddle prices into quarter results this week

BlackBerry (BB) September weekly 9.5 straddle priced for a move of +/- 11% into the expected release of quarter results today after the bell.

General Mills (GIS) October 60 straddle priced for a move of +/- 5.5% into the expected release of quarter results today before the bell.

H.B. Fuller (FUL) October 60 straddle priced for a move of +/- 9% into the expected release of quarter results today after the bell.

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

KB Home (KBH) October 40 straddle priced for a move of +/- 9% into the expected release of quarter results today after the bell.

Rite Aid (RAD) September weekly 15 straddle priced for a move of +/- 13% into the expected release of quarter results today.

Steelcase (SCS) October 12.50 straddle priced for a move of +/- 16% into the expected release of quarter results today after the bell.

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

Costco (COST) September weekly 452 straddle priced for a move of +/- 3% into the expected release of quarter results on September 23.

Accenture (ACN) September weekly 330 straddle priced for a move of +/- 3% into the expected release of quarter results on September 23.

Darden (DRI) September weekly 145 straddle priced for a move of +/- 8% into the expected release of quarter results on September 23.

Options with decreasing option implied volatility: LEN CBRL GSAT ANY PDD ZM AFRM
Increasing unusual option volume: INDI SPIR UBS YANG ATER LIDR
Increasing unusual call option volume: SPIR INDI FUSE YANG LIDR
Increasing unusual put option volume: ENB DNN HSBC BBIG EWH DNA
Popular stocks with increasing volume: DKNG DIS FCX MSFT CLF F UBER
Active options: UBER AAPL LCID TSLA AMC PLTR DKNG AMD QS NVDA AMZN BBIG BABA DIS FCX NIO MSFT CLF FB F
Global S&P Futures recently mixed, Nikkei mixed to lower, DAX mixed to higher, WTI Crude oil recently at $71.71, natural gas up 1.2%, gold at $1775 an ounce