Pre-Market IV Report December 30, 2022

Market Rebellion

This article was last updated on 12/30/2022.

Pre-Market IV Report December 30, 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: LMND IQ U WOLF LUV WHR IBM ADM BKLN KMB T COUP IQ GRFS MIR ONEM

Stocks expected to have increasing option volume: TSLA AAPL SPX QQQ RUT ARKK

Option IV into 2023

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 27; compared to its 52-week range of 18 to 40.

SPDR S&P 500 ETF Trust (SPY) volatility is at 21; compared to its 52-week range of 13 to 56.

Large tech movers into 2023

Tesla (TSLA) January weekly call option implied volatility is at 103, January is at 87; compared to its 52-week range of 43 to 96.

Apple (AAPL) January weekly call option implied volatility is at 37, January is at 39; compared to its 52-week range of 23 to 45.

Real estate – private equity option IV

Blackstone (BX) 30-day option implied volatility is at 50; compared to its 52-week range of 33 to 59. Call put ratio 1 call to 6.8 puts.

KKR & Co. (KKR) 30-day option implied volatility is at 38; compared to its 52-week range of 28 to 56. Call put ratio 2 calls to 1 put.

The Carlyle Group (CG) 30-day option implied volatility is at 38; compared to its 52-week range of 28 to 99.

TPG (TPG) 30-day option implied volatility is at 39; compared to its 52-week range of 35 to 72. Call put ratio 1 call to 2260 puts

Boston Properties (BXP) 30-day option implied volatility is at 30; compared to its 52-week range of 21 to 80.

SL Green Realty (SLG) 30-day option implied volatility is at 47; compared to its 52-week range of 24 to 94. Call put ratio 6 calls to 1 put.

Vornado Realty Trust (VNO) 30-day option implied volatility is at 40; compared to its 52-week range of 26 to 56.

Simon Property Group (SPG) 30-day option implied volatility is at 32; compared to its 52-week range of 27 to 270. Call put ratio 1 call to 2.8 puts.

Starwood Property Trust (STWD) 30-day option implied volatility is at 26; compared to its 52-week range of 17 to 78.

Camden Property Trust (CPT) 30-day option implied volatility is at 25; compared to its 52-week range of 18 to 37. Call put ratio 1 call to 6.8 puts.

Prologis (PLD) 30-day option implied volatility is at 30; compared to its 52-week range of 21 to 78. Call put ratio 4 calls to 1 put.

Straddle price into quarter results.

BHP Group (BHP) January weekly 62.50 straddle priced for a move of 6% into the expected release of quarter results on January 3.

Constellation (STZ) January weekly 235 straddle priced for a move of 4% into the expected release of quarter results before the bell on January 5.

Walgreens Boots Alliance (WBA) January weekly 37.50 straddle priced for a move of 6% into the expected release of quarter results before the bell on January 5.

ConAgra (CAG) January weekly 39 straddle priced for a move of 5% into the expected release of quarter results before the bell on January 5.

Bed Bath & Beyond (BBBY) January weekly 2.5 straddle priced for a move of 21% into the expected release of quarter results on January 5.

Acer Therapeutics (ACER) 30-day option implied volatility is at 122; compared to its 52-week range of 20 to 166 into PDUFA date from the regulatory agency of January 15, 2023.

Options with decreasing option implied volatility: TGTX MPW VERU KMX SPXS
Increasing unusual option volume: RVNC INVZ VRT BBD APD TGTX
Increasing unusual call option volume: RVNC APD BBD WE HUBS SKIN MANU
Increasing unusual put option volume: GOTU IBN TGTX GERN LUV AMRS CALM SRPT MAT
Popular stocks increasing volume: AMC PYPL DIS NIO PLTR LUV INTC SOFI
Active options: TSLA AAPL NVDA META NFLX AMD F MSFT AMC BABA GOOGL PYPL DIS NIO PLTR LUV INTC SOFI GOOG
Global S&P Futures mixed in premarket, Nikkei down, DAX mixed, WTI Crude oil recently at $78, natural gas mixed, gold at $1823

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