Pre-Market IV Report September 29, 2022

Pre-Market IV Report September 29, 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: AMLX MPW AGNC SAVE RITM CLR QTRX AVCT TCDA ZH CEI FFIE

Stocks expected to have increasing option volume: LLY BIIB NFLX TGT KMX NKE MU CCL BBBY MTN PAYX

Large tech option IV

Netflix (NFLX) September weekly call option implied volatility is at 70, October is at 80; compared to its 52-week range of 25 to 86 as shares trend higher.

Alphabet (GOOG) 30-day option implied volatility is at 43; compared to its 52-week range of 20 to 49.

Amazon (AMZN) 30-day option implied volatility is at 51; compared to its 52-week range of 22 to 56.

Microsoft (MSFT) 30-day option implied volatility is at 38; compared to its 52-week range of 18 to 47.

Meta Platforms (META) 30-day option implied volatility is at 60; compared to its 52-week range of 29 to 79.

Straddle price into quarter results.

Nike (NKE) September weekly 99 straddle priced for a move of 8% into the expected release of quarter results after today after the bell.

Micron (MU) September weekly 51 straddle priced for a move of 7% into the expected release of quarter results today after the bell.

CarMax (KMX) October 85 straddle priced for a move of 13% into the expected release of quarter results today before the bell.

Rite Aid (RAD) October 7 straddle priced for a move of 16% into the expected release of quarter results today before the bell.

Option IV into Hurricane Ian

Home Depot (HD) 30-day option implied volatility is at 33; compared to its 52-week range of 18 to 46. Call put ratio 1.56 calls to 1 put.

Lowe’s Cos. (LOW) 30-day option implied volatility is at 36; compared to its 52-week range of 21 to 49.

Masco Corp. (MAS) 30-day option implied volatility is at 36; compared to its 52-week range of 22 to 41.

PPG Industries (PPG) 30-day option implied volatility is at 41; compared to its 52-week range of 21 to 43. Call put ratio 3.4 calls to 1.

Generac Holdings (GNRC) 30-day option implied volatility is at 71; compared to its 52-week range of 37 to 108. Call put ratio 3.4 calls to 1 put.

Duke Energy (DUK) 30-day option implied volatility is at 25; compared to its 52-week range of 14 to 66. Call put ratio 4.3 calls to 1 put.

NextEra Energy (NEE) 30-day option implied volatility is at 32; compared to its 52-week range of 18 to 59. Call put ratio 1 call to 1.9 puts.

Options with decreasing option implied volatility: FAZE EVTL NLY BIIB FAZE NLY
Increasing unusual option volume: WB TCDA AVCT GOGO FIVN HEAR CIM EWU
Increasing unusual call option volume: WB EWU FEZ CIM IGT AGNC
Increasing unusual put option volume: SIRI BIIB NOVA INVH RLMD
Popular stocks increasing volume: NFLX SNAP BAC TWTR SQ F DIS AMC AGNC INTC PYPL
Active options: AAPL TSLA AMZN META BABA NVDA AMD NFLX MSFT GOOGL SNAP BAC TWTR SQ F DIS AMC AGNC INTC PYPL
Global S&P Futures lower in premarket, Nikkei down 0.9%, DAX up 1%, WTI Crude oil recently at $80, natural gas mixed, gold at $1651