Pre-Market IV Report September 23, 2022

Pre-Market IV Report September 23, 2022

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: COST CLNN RLMD AVCT FAZE ASTR TCDA SAVA TWTR IP IBM GDRX PLTK JBLU LYV LAZR

Stocks expected to have increasing option volume: COST FDX CANO DOCU BA

Option IV for stocks near low end of range

Microsoft (MSFT) 30-day option implied volatility is at 33; compared to its 52-week range of 18 to 47 into as shares near 52-week low.

Alphabet (GOOGL) 30-day option implied volatility is at 38; compared to its 52-week range of 20 to 49 into making a new 52-week low.

Advanced Micro Devices, Inc. (AMD) 30-day option implied volatility is at 55; compared to its 52-week range of 35 to 73.

Roku (ROKU) 30-day option implied volatility is at 84; compared to its 52-week range of 45 to 119.

Block (SQ) 30-day option implied volatility is at 75; compared to its 52-week range of 35 to 109.

Zoom (ZM) 30-day option implied volatility is at 58; compared to its 52-week range of 34 to 115.

ServiceNow (NOW) 30-day option implied volatility is at 49; compared to its 52-week range of 27 to 67.

Macy’s (M) 30-day option implied volatility is at 58; compared to its 52-week range of 48 to 99.

MasterCard (MA) 30-day option implied volatility is at 34; compared to its 52-week range of 23 to 44.

NVIDIA (NVDA) 30-day option implied volatility is at 58; compared to its 52-week range of 31 to 82.

Domino’s Pizza (DPZ) 30-day option implied volatility is at 43; compared to its 52-week range of 22 to 47.

Beyond Meat (BYND) 30-day option implied volatility is at 103; compared to its 52-week range of 43 to 150.

ARK Innovation (ARKK) 30-day option implied volatility is at 64; compared to its 52-week range of 28 to 91. Call put ratio 1 call to 2.4 puts as shares sell off 3.9%.

United States Natural Gas (UNG) 30-day IV index mean is at 90; compared to its 52-week range of 50 to 124 as natural gas pulls back.

Straddle price into quarter results.

Jabil (JBL) October 55 straddle priced for a move of 12% into the expected release of quarter results before the bell on September 27.

BlackBerry (BB) September weekly 5 straddle priced for a move of 12% into the expected release of quarter results before the bell on September 27.

United Natural Foods (UNFI) October straddle priced for a move of 13% into the expected release of quarter results before the bell on September 27.

Cracker Barrel (CBRL) October straddle priced for a move of 12% into the expected release of quarter results before the bell on September 27.

Progress Software Corporation (PRGS) October 45 straddle priced for a move of 12% into the expected release of quarter results after the bell on September 27.

Options with decreasing option implied volatility: FDX VERU BLUE FDX
Increasing unusual option volume: LAZR PLTK AVCT TCDA CIM XP VGK
Increasing unusual call option volume: BHC FDX PLTK XP FREY SNY SAVA SG LAZR
Increasing unusual put option volume: SAVA AGNC CIM IGT NRG LAZR VGK BKLN SYF EWT
Popular stocks increasing volume: SQ NFLX BAC AAL AMC NIO SAVA HOOD BBBY
Active options: TSLA AAPL AMZN AMD NVDA META F LAZR MSFT GOOGL BABA SQ NFLX BAC AAL AMC NIO SAVA HOOD BBBY
Global S&P Futures mixed to lower in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $82, natural gas down 1%, gold at $1673