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: NAK NLY SNDL SPXU NKE SPIR ATER VLTA FFIE ZNGA

Stocks expected to have increasing option volume: PFE MRNA BTNX JNJ SCS NKE COST BB

Option IV after FOMC policy decision and China Evergrande

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 17; compared to its 52-week range of 11 to 36 after FOMC policy decision.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 20; compared to its 52-week range of 14 to 41.

iShares Russell 2000 ETF (IWM) 30-day option implied volatility is at 24; compared to its 52-week range of 18 to 42.

Straddle prices into quarter results this week

Nike (NKE) September weekly 157.5 straddle priced for a move of +/- 6% into the expected release of quarter results.

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

Accenture (ACN) September weekly 335 straddle priced for a move of +/- 4% into the expected release of quarter results.

Darden (DRI) September weekly 150 straddle priced for a move of +/- 8% into the expected release of quarter results.

Clothing retail stocks option implied volatility into Nike (NKE) results

Abercrombie & Fitch (ANF) 30-day option implied volatility is at 50; compared to its 52-week range 45 to 114

American Eagle Outfitters (AEO) 30-day option implied volatility is at 45; compared to its 52-week range 40 to 98

PVH Corp (PVH) 30-day option implied volatility is at 41; compared to its 52-week range 38 to 74

Lululemon (LULU) 30-day option implied volatility is at 27; compared to its 52-week range 24 to 51

Express (EXPR) 30-day option implied volatility is at 102; compared to its 52-week range 102 to 606

Gap (GPS) 30-day option implied volatility is at 45; compared to its 52-week range 40 to 86

Options with decreasing option implied volatility: PDD CRVS ZM LOW AFRM BTCM FDX
Increasing unusual option volume: IRNT BBD PBI SPIR NLY TMC
Increasing unusual call option volume: PBI NLY SPIR TMC
Increasing unusual put option volume: BBD MRIN ATER TMC
Popular stocks with increasing volume: BAC FDX BABA UBER VALE
Active options: AAPL TSLA FB LCID SOFI VALE UBER NVDA PLTR AMC SNAP F AMZN IRNT AMD BAC MSFT FDX BABA NIO
Global S&P Futures recently mixed, Nikkei mixed, DAX mixed, WTI Crude oil recently at $71.71, natural gas mixed, gold at $1786 an ounce