Pre-Market IV Report September 24, 2021

Pre-Market IV Report September 24, 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: NKE COST MTN NAK NLY SNDL SPXU NKE SPIR ATER VLTA FFIE ZNGA

Stocks expected to have increasing option volume: COST NKE MTN

Option IV for stocks with increasing volume

Affirm (AFRM) 30-day option implied volatility is at 84; compared to its 52-week range of 59to 127 into hosting a virtual investor event on September 28.

QuantumScape (QS) 30-day option implied volatility is at 97; compared to its 52-week range of 67 to 231 amid active option volume. Call put ratio 5.6 calls to 1 put.

IronNet (IRNT) 30-day option implied volatility is at 171; compared to its 52-week range of 7 to 283 amid active option volume.

Aterian (ATER) 30-day option implied volatility is at 233; compared to its 52-week range of 90 to 270 amid active option volume.

Johnson Controls (JCI) 30-day option implied volatility is at 22; compared to its 52-week range of 20 to 43 amid active option volume. Call put ratio 294 calls to 1 put with focus on October calls.

ThredUp (TDUP) 30-day option implied volatility is at 79; compared to its 52-week range of 79 to 128 amid active option volume.

TMC the metals company (TMC) 30-day option implied volatility is at 210; compared to its 52-week range of 8 to 259 amid active option volume.

Energy Select Sector SPDR ETF (XLE) 30-day option implied volatility is at 28; compared to its 52-week range of 27 to 58 amid active option volume.

SPDR S&P Oil & Gas Exploration & Production Etf (XOP) 30-day option implied volatility is at 41; compared to its 52-week range of 39 to 67 amid active option volume.

Annaly Capital Management (NLY) 30-day option implied volatility is at 24; compared to its 52-week range of 13 to 200 amid active option volume. Call put ratio 10 calls to 1 put with focus on October 10 calls.

Spire Corporation (SPIR) 30-day option implied volatility is at 151; compared to its 52-week range of 9 to 198 amid active option volume.

Metromile, Inc (MILE) 30-day option implied volatility is at 135; compared to its 52-week range of 66 to 179 amid active option volume.

Straddle prices into quarter results next week

Micron (MU) October weekly 74 straddle priced for a move of +/- 6% into the expected release of quarter results after the bell on September 28.

Herman Miller (MLHR) October 40 straddle priced for a move of +/- 12% into the expected release of quarter results after the bell on September 29.

Jabil (JBL) October 60 straddle priced for a move of +/- 8% into the expected release of quarter results before the bell on September 29.

Bed Bath & Beyond (BBBY) October weekly 23 straddle priced for a move of +/- 13% into the expected release of quarter results before the bell on September 30.

CarMax (KMX) October weekly 142 straddle priced for a move of +/- 7% into the expected release of quarter results before the bell on September 30.

McCormick & Co (MKC) October 85 straddle priced for a move of +/- 6% into the expected release of quarter results before the bell on September 30.

Paychex (PAYX) October 110 straddle priced for a move of +/- 4% into the expected release of quarter results before the bell on September 30.

Options with decreasing option implied volatility: GSAT AFRM ZM CRVS
Increasing unusual option volume: IRNT ATER JCI SPIR TDUP TMC XLE XOP NLY SPIR MILE
Increasing unusual call option volume: JCI TMC ATER SPIR ERJ SPI YELP
Increasing unusual put option volume: ATER ATUS IGT ERIC SPIR ML BBD MILE AFRM RAD TMC
Popular stocks with increasing volume: F SOFI AAL NKE CRM
Active options: TSLA AAPL PLTR NVDA AMC FB AMD F QS BB AMZN BAC SOFI LCID BABA AAL MSFT SNAP NKE CRM
Global S&P Futures recently mixed to lower, Nikkei up 2%, DAX mixed, WTI Crude oil recently at $73.29, natural gas mixed, gold at $1753 an ounce