Pre-Market IV Report September 28, 2021

Pre-Market IV Report September 29, 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: VOD HYZN MU GOGO TEVA TWTR MUDS VRNA

Stocks expected to have increasing option volume: MU BBBY INTU CALM LCID AFRM

Amazon (AMZN) shares trade near 200 moving average

Amazon (AMZN) 30-day option implied volatility is at 30; compared to its 52-week range of 19 to 55. Call put ratio 1.4 calls to 1 put as shares trade near 200 moving average.

Bio-tech moving

iShares Nasdaq Biotechnology (IBB) 30-day option implied volatility is at 25; compared to its 52-week range of 18 to 36. Call put ratio 1 call to 1.2 puts.

Moderna (MRNA) 30-day option implied volatility is at 66; compared to its 52-week range of 51 to 132.

Biogen (BIIB) 30-day option implied volatility is at 41; compared to its 52-week range of 32 to 121.

Ark Genomic (ARKG) 30-day option implied volatility is at 41; compared to its 52-week range of 31 to 70. Call put ratio 1 call to 2.5 puts.

Tech movers

Square (SQ) 30-day option implied volatility is at 42; compared to its 52-week range 35 to 73.

PayPal (PYPL) 30-day option implied volatility is at 33; compared to its 52-week range 24 to 59.

Peloton (PTON) 30-day option implied volatility is at 60; compared to its 52-week range of 50 to 96.

Spotify (SPOT) 30-day option implied volatility is at 44; compared to its 52-week range of 34 to 73.

Peloton (PTON) 30-day option implied volatility is at 59; compared to its 52-week range of 50 to 96.

Snowflake (SNOW) 30-day option implied volatility is at 42; compared to its 52-week range of 38 to 98.

Beyond Meat (BYND) 30-day option implied volatility is at 49; compared to its 52-week range of 42 to 99.

Palantir (PLTR) 30-day option implied volatility is at 53; compared to its 52-week range of 42 to 174.

Zoom Video (ZM) 30-day option implied volatility is at 41; compared to its 52-week range of 36 to 96.

Roblox (RBLX) 30-day option implied volatility is at 51; compared to its 52-week range of 46 to 131.

Virgin Galactic (SPCE) 30-day option implied volatility is at 77; compared to its 52-week range of 68 to 230.

Straddle prices into quarter results

Herman Miller (MLHR) October 40 straddle priced for a move of +/- 10% into the expected release of quarter results today.

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

Cintas (CTAS) October 390 straddle priced for a move of +/- 6% into the expected release of quarter results today.

Bed Bath & Beyond (BBBY) October weekly 23 straddle priced for a move of +/- 12.5% into the expected release of quarter results before the bell on September 30.

CarMax (KMX) October weekly 145 straddle priced for a move of +/- 6% into the expected release of quarter results before the bell on September 30.

McCormick & Co (MKC) October 85 straddle priced for a move of +/- 5.5% into the expected release of quarter results before the bell on September 30.

Paychex (PAYX) October 105 straddle priced for a move of +/- 4% into the expected release of quarter results before the bell on September 30.

Yield on 10-year US Treasury touches highest level since June

Open Interest Top Stocks: SPY QQQ SPX TSLA AAPL IWM F PLTR FB VIX AMD NVDA AMC AMZN LCID SOFI

Options with decreasing option implied volatility: INO ALT SPIR
Increasing unusual option volume: IRNT CIM INDA GO
Increasing unusual call option volume: IRNT INDA CIM DT DMYI
Increasing unusual put option volume: IRNT GOGO SKT HYZN
Popular stocks with increasing volume: F MU WFC MRNA XOM SNAP
Active options: AAPL TSLA AMD F PLTR NVDA MSFT AMC FB AMZN BAC BABA NIO MU WFC MRNA LCID XOM BA SNAP
Global S&P Futures recently mixed to higher, Nikkei down 2%, DAX lower, WTI Crude oil recently at $74.64, natural gas mixed, gold at $1740 an ounce