Pre-Market IV Report September 30, 2021

Pre-Market IV Report September 30, 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: GGPI KMX MLHR BBBY IPOF SNDL RKT PINS UNG COG IRNT TMC

Stocks expected to have increasing option volume: SPCE BBBY CTAS KMX

Tesla (TSLA) 30-day option implied volatility is at 50; compared to its 52-week range of 37 to 106 into shareholder meeting on October 7.

Virgin Galactic (SPCE) 30-day option implied volatility is at 75; compared to its 52-week range of 68 to 230 into cleared to fly following conclusion of FAA inquiry.

Utilities Sel Sect Spdr Fd (XLU) 30-day option implied volatility is at 18; compared to its 52-week range of 12 to 35 as shares pull back. Call put ratio 1.8 calls to 1 put as the yield on 10-year US Treasury near highest level since June.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 24; compared to its 52-week range of 14 to 41 as the yield on 10-year US Treasury near highest level since June.

United States Natural Gas (UNG) 30-day option implied volatility is at 92; compared to its 52-week range of 30 to 219 amid wide price movement.

Vehicle retailer option implied volatility

CarMax (KMX) 30-day option implied volatility is at 41; compared to its 52-week range of 26 to 55.

Carvana (CVNA) 30-day option implied volatility is at 48; compared to its 52-week range of 39 to 99.

Vroom (VRM) 30-day option implied volatility is at 64; compared to its 52-week range of 44 to 132.

CarGurus (CARG) 30 CARG-day option implied volatility is at 45; compared to its 52-week range of 39 to 87.

Cars.com (CARS) 30-day option implied volatility is at 53; compared to its 52-week range of 44 to 114.

TrueCar (TRUE) 30-day option implied volatility is at 62; compared to its 52-week range of 48 to 137.

Straddle prices into quarter results this week

Bed Bath & Beyond (BBBY) October weekly 22 straddle priced for a move of +/- 13.5% into the expected release of quarter results today.

CarMax (KMX) October weekly 146 straddle priced for a move of +/- 6% into the expected release of quarter results today.

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

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

Toast (TOST) 30-day option implied volatility is at 75; compared to its 52-week range of 76 to 83.

Options with decreasing option implied volatility: ANY ATER GSAT AFRM DLTR
Increasing option volume unusual option volume: MLCO EVH IRNT TD SLI ENG LSPD LICY ML HTA LYV EA EVH
Increasing unusual call option volume: IRNT TD UAMY SLI ML ENG ZEN
Increasing unusual put option volume: IRNT GOGO UNFI LSPD SIX EQT
Popular stocks with increasing volume: MRNA SOFI LCID NIO BA
Active options: TSLA AAPL LCID AMC PLTR AMD NVDA BA MU MSFT AMZN FB BABA NFLX F IRNT BAC NIO SOFI MRNA
Global S&P Futures recently mixed, Nikkei mixed, DAX mixed, WTI Crude oil recently at $75, natural gas mixed, gold at $1730 an ounce