Pre-Market IV Report September 9, 2021

Pre-Market IV Report September 9, 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: RH PLAY LULU GME ORCL IRNT SNDL ATER SPRT MILE BBIG

Stocks expected to have increasing option volume: GME LULU RH

Option IV into events

Moderna (MRNA) 30-day option implied volatility is at 64; compared to its 52-week range of 51 to 131 into hosts its fifth annual R&D day to discuss vaccines in its pipeline today.

Danaher (DHR) 30-day option implied volatility is at 24; compared to its 52-week range of 20 to 40 into hosting an investor and analyst meeting today.

Avantor (AVTR) September call option implied volatility is at 33, October is at 30; compared to its 52-week range of 27 to 58 into hosting a virtual investor day today.

International Paper Company (IP) 30-day option implied volatility is at 24; compared to its 52-week range of 22 to 42 into hosting an investor day today.

Synchrony Financial (SYF) 30-day option implied volatility is at 33; compared to its 52-week range of 28 to 98 into hosting an investor day today.

Albemarle (ALB) 30-day option implied volatility is at 42; compared to its 52-week range of 33 to 68 into hosting an investor day on September 10.

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

Broadcom (AVGO) 30-day option implied volatility is at 24; compared to its 52-week range of 21 to 44 into a Apple (AAPL) special event on September 14.

Lam Research (LRCX) 30-day option implied volatility is at 33; compared to its 52-week range of 31 to 58.

Marvell Technology (MRVL) 30-day option implied volatility is at 30; compared to its 52-week range of 28 to 68.

Nvidia (NVDA) 30-day option implied volatility is at 37; compared to its 52-week range of 32 to 60.

Xilinx (XLNX) 30-day option implied volatility is at 42; compared to its 52-week range of 25 to 67.

Microchip (MCHP) 30-day option implied volatility is at 30; compared to its 52-week range of 28 to 53.

AMD (AMD) 30-day option implied volatility is at 39; compared to its 52-week range of 29 into 71 into a Apple (AAPL) special event on September 14.

Straddle prices into quarter results this week

Affirm Holdings (AFRM) September 90 straddle priced for a move of +/- 15% into the expected release of quarter results today after the bell

Zscaler (ZS) September weekly 280 straddle priced for a move of +/- 8% into the expected release of quarter results today after the bell

Kroger (KR) September weekly 46 straddle priced for a move of +/- 5% into the expected release of quarter results today before the bell

Dave & Buster’s Entertainment (PLAY) September weekly 35 straddle priced for a move of +/- 8.5% into the expected release of quarter results today

Options with decreasing option implied volatility: PINS PDD KPLT MDB FBRX SAVA
Increasing unusual option volume: FSLR KDMN ATER VIH GSAT PVH CCJ TSN PPC ATER
Increasing unusual call option volume: ATER KDMN SOAC WKEY KRE
Increasing unusual put option volume: BBIG GSAT ACI IGT PVH S SAFM
Popular stocks with increasing volume: NIO DKNG DIS PYPL
Active options: AAPL TSLA BBIG AMC NVDA AMD CLOV NIO PLTR AMZN GSAT BABA NFLX FB CCJ F DKNG BA DIS PYPL
Global S&P Futures recently mixed to lower in premarket, Nikkei down 0.7%, DAX down 0.07%, WTI Crude oil recently at $69, natural gas mixed, gold at $1793 an ounce