Pre-Market IV Report September 8, 2021

Pre-Market IV Report September 8, 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: MILE BBIG SDC HUT VIH IPOF IRNT ORCL NKE

Stocks expected to have increasing option volume: GME LULU RH PATH COUP SMAR CASY

GameStop (GME) September weekly (10) call option implied volatility is at 197, September is at 131; compared to its 52-week range of 90 to 553 into the expected release of quarter results today after the bell. Call put ratio 1.7 calls to 1 put.

lululemon Atheletica (LULU) September weekly call option implied volatility is at 85, September is at 54; compared to its 52-week range of 24 to 64 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.2 puts.

Moderna (MRNA) 30-day option implied volatility is at 63; compared to its 52-week range of 51 to 131 into hosts its fifth annual R&D day to discuss vaccines in its pipeline on September 9.

Danaher (DHR) 30-day option implied volatility is at 23; compared to its 52-week range of 20 to 40 into hosting and investor and analyst meeting on September 9.

Semiconductor stocks option implied volatility is low, Apple (AAPL) hosts a special event on September 14

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 23; compared to its 52-week range of 21 to 43.

STMicroelectronics NV (STM) 30-day option implied volatility is at 29; compared to its 52-week range of 27 to 57

NXP Semiconductors (NXPI) 30-day option implied volatility is at 30; compared to its 52-week range of 28 to 51

Universal Display (OLED) 30-day option implied volatility is at 32; compared to its 52-week range of 30 to 65

Skyworks (SWKS) 30-day option implied volatility is at 26; compared to its 52-week range of 25 to 54

Lumentum (LITE) 30-day option implied volatility is at 30; compared to its 52-week range of 29 to 61

Qualcomm (QCOM) 30-day option implied volatility is at 23; compared to its 52-week range of 22 to 55

Cirrus Logic (CRUS) 30-day option implied volatility is at 28; compared to its 52-week range of 26 to 58

Micron (MU) 30-day option implied volatility is at 37; compared to its 52-week range of 30 to 59

Western Digital (WDC) 30-day option implied volatility is at 45; compared to its 52-week range of 33 to 70

Analog Devices (ADI) 30-day option implied volatility is at 24; compared to its 52-week range of 22 to 43 into conference call today on capital allocation.

Straddle prices into quarter results next week

GameStop (GME) September weekly 202 straddle priced for a move of +/- 13% into the expected release of quarter results after the bell on September 8

Lululemon Atheletica (LULU) September weekly 387 straddle priced for a move of +/- 6% into the expected release of quarter results after the bell on September 8.

National Beverage (FIZZ) September 45 straddle priced for a move of +/- 12% into the expected release of quarter results on September 8

RH (RH) September weekly 665 straddle priced for a move of +/- 10% into the expected release of quarter results after the bell on September 9.

Affirm Holdings (AFRM) September 90 straddle priced for a move of +/- 13% into the expected release of quarter results after the bell on September 9

Zscaler (ZS) September weekly 282 straddle priced for a move of +/- 9% into the expected release of quarter results after the bell on September 9

Kroger (KR) September weekly 46 straddle priced for a move of +/- 5.5% into the expected release of quarter results before the bell on September 9

Dave & Buster’s Entertainment (PLAY) September weekly 35 straddle priced for a move of +/- 9% into the expected release of quarter results on September 9

Options with decreasing option implied volatility: KPLT MDB PDD VALE FBRX
Increasing unusual option volume: VIH ADAP ETRN INDA RSX
Increasing unusual call option volume: SOAC RSX ADAP ZIOP ERF
Increasing unusual put option volume: DNN MILE BBIG SRNG
Popular stocks with increasing volume: RIOT MRNA PLTR SOFI BA DKNG
Active options: AAPL TSLA CLOV AMC AMD BBIG CCJ NVDA NIO DKNG BABA AMZN F MRNA PLTR SOFI BA MSFT FB RIOT
Global S&P Futures recently mixed in premarket, Nikkei up 0.8%, DAX down 1%, WTI Crude oil recently at $68.81, natural gas up 1.2%, gold at $1802 an ounce