Pre-Market IV Report September 27, 2021

Pre-Market IV Report September 27, 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: SNDL NAK OCGN ACB INTC ATER IRNT TMC SPIR LVS

Stocks expected to have increasing option volume: MU BABA XLF UNG FANG DVN

IV for Natural Gas stocks as Natural gas up 4%

Chesapeake Energy (CHK) 30-day option implied volatility is at 43; compared to its 52-week range of 34 to 77.

Diamondback Energy (FANG) 30-day option implied volatility is at 49; compared to its 52-week range of 47 to 93.

Cheniere Energy (LNG) 30-day option implied volatility is at 30; compared to its 52-week range of 23 to 49.

Cimarex Energy (XEC) 30-day option implied volatility is at 49; compared to its 52-week range of 38 yo 92.

Devon Energy (DVN) 30-day option implied volatility is at 48; compared to its 52-week range of 43 to 101.

Continental Resources (CLR) 30-day option implied volatility is at 51; compared to its 52-week range of 48 to 134.

Range Resources (RRC) 30-day option implied volatility is at 63; compared to its 52-week range of 57 to 170.
Cabot (COG) 30-day option implied volatility is at 45; compared to its 52-week range of 32 to 104.

Affirm (AFRM) 30-day option implied volatility is at 76; compared to its 52-week range of 59to 127 into hosting a virtual investor event on September 28.

Micron (MU) October weekly call option implied volatility is at 52, October is at 40; compared to its 52-week range of 30 to 59 into the expected release of quarter results after the bell on September 28.

Bed Bath & Beyond (BBBY) October weekly call option implied volatility is at 123, October is at 91; compared to its 52-week range of 57 to 303 into the expected release of quarter results before the bell on September 30.

General Motors (GM) October weekly call option implied volatility is at 31, October is at 34; compared to its 52-week range of 29 to 66 into investor day on October 6 and 7.

Straddle prices into quarter results this week

Micron (MU) October weekly 74 straddle priced for a move of +/-7.5% into the expected release of quarter results after the bell on September 28.

Herman Miller (MHLR) 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 144 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.

Global X Uranium Etf (URA) 30-day option implied volatility is at 64; compared to its 52-week range of 24 to 94.

Options with decreasing option implied volatility: ANY ZM GSAT CRVS AFRM
Options with increasing option implied volatility: SNDL NAK OCGN ACB INTC ATER IRNT TMC SPIR LVS
Stocks expected to have increasing option volume: MU BABA XLF UNG FANG DVN
Increasing unusual option volume: IRNT DMYI AEHR NERV UBS
Increasing unusual call option volume: DMYI AEHR TMC NERV
Increasing unusual put option volume: ATUS SKX APRN BBD
Popular stocks with increasing volume: SNAP NKE QS CRM SOFI T UBER AAL CCL
Active options: TSLA AAPL F FB NVDA BABA AMC PLTR AMZN SNAP NKE QS CRM AMD BAC SOFI T UBER AAL CCL
Global S&P Futures recently mixed to lower, Nikkei mixed, DAX up 0.8%, WTI Crude oil recently at $74.92, natural gas up 4%, gold at $1749 an ounce