Pre-Market IV Report February 27, 2023

Pre-Market IV Report February 27, 2023

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Pre-Market IV Report February 27, 2023

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: FL NYCB NKE AMC FULC ACRS OBE RADI LITE AMC ZM WDAY LAZR OXY FSR

Stocks expected to have increasing option volume: PXD RRC AMC ZM WDAY LAZR OXY FSR SGEN PFE

Tesla (TSLA) February weekly call option implied volatility is at 77, March is at 69; compared to its 52-week range of 49 to 96 into 2023 Investor Day on March 1, 2023.

Chevron (CVX) March weekly call option implied volatility is at 25, March is at 26; compared to its 52-week range of to 25 to 56 into hosting an Investor Day on February 28th.

Goldman Sachs Group, Inc. (GS) March weekly call option implied volatility is at 22, March is at 24; compared to its 52-week range of 22 to 44 into hosting an Investor Day on February 28th.

Target (TGT) March weekly call option implied volatility is at 75, March is at 52; compared to its 52-week range of 23 to 52 into 2023 Financial Community Meeting, including Q4 and Full-Year 2022 earnings on February 28.

Activision Blizzard (ATVI) March weekly call option implied volatility is at 23, March is at 28; compared to its 52-week range of 9 to 46.

Pfizer (PFE) 30-day option implied volatility is at 23; compared to its 52-week range of 20 to 39 into talks to buy Seagen (SGEN), WSJ says.

Seagen (SGEN) 30-day option implied volatility is at 32; compared to its 52-week range of 30 to 108 into WSJ report Pfizer (PFE) talks to buy. Call put ratio 30 calls to 1 put.

Range Resources (RRC) 30-day option implied volatility is at 57; compared to its 52-week range of 47 to 82. Call put ratio 5.2 calls to 1 put after report of Pioneer Natural (PXD) interest.

Pioneer Natural Resources (PXD) 30-day option implied volatility is at 33; compared to its 52-week range of 29 to 54. Call put ratio 1 call to 1.6 puts after report of interest in Range Resources (RRC).

Union Pacific (UNP) 30-day option implied volatility is at 24; compared to its 52-week range of 20 to 37.

Straddle prices into quarter results

Zoom Video (ZM) March weekly 74 straddle priced for a move of 13% into the expected release of quarter results today after the bell.

Workday (WDAY) March weekly 182.50 straddle priced for a move of 7.5% into the expected release of quarter results today after the bell.

Occidental Petroleum (OXY) March weekly 59 straddle priced for a move of 7% into the expected release of quarter results today after the bell.

Oneok (OKE) March 67.50 straddle priced for a move of 6.5% into the expected release of quarter results today after the bell.

Li Auto Inc. (LI) March weekly 23 straddle priced for a move of 11% into the expected release of quarter results today before the bell.

Luminar (LAZR) March weekly 8.5 straddle priced for a move of 21% into the expected release of quarter results today.

Fisker (FSR) March weekly 5.5 straddle priced for a move of 18% into the expected release of quarter results today before the bell.

Rivian (RIVN) March weekly 17 straddle priced for a move of 15% into the expected release of quarter results after the bell of February 28.

AMC Entertainment (AMC) March weekly 6 straddle priced for a move of 20% into the expected release of quarter results after the bell of February 28.

Salesforce (CRM) March weekly 162 straddle priced for a move of 8% into the expected release of quarter results after the bell of February 28.

Target (TGT) March weekly 167 straddle priced for a move of 8.5% into the expected release of quarter results before the bell of February 28.

Monster Beverage (MNST) March 100 straddle priced for a move of 6% into the expected release of quarter results after the bell of February 28.

Sempre (SRE) March 155 straddle priced for a move of 4% into the expected release of quarter results before the bell of February 28.

AutoZone (AZO) March weekly 1540 straddle priced for a move of 6% into the expected release of quarter results before the bell of February 28. Call put ratio 1 call to 1.6 puts.

Ross Stores (ROST) March weekly 111 straddle priced for a move of 7% into the expected release of quarter results after the bell of February 28.

First Solar (FSLR) March weekly 162 straddle priced for a move of 8% into the expected release of quarter results after the bell of February 28.

J.M Smucker (SJM) March 150 straddle priced for a move of 5% into the expected release of quarter results before the bell of February 28.

Advanced Auto Parts (AAP) March weekly 139 straddle priced for a move of 9% into the expected release of quarter results before the bell of February 28.

Norwegian Cruise Line (NCLH) March weekly 16.50 straddle priced for a move of 8% into the expected release of quarter results before the bell of February 28.
Urban Outfitters (URBN) March weekly 27 straddle priced for a move of 10% into the expected release of quarter results after the bell of February 28.

Rocket Lab (RKLB) March 4 straddle priced for a move of 19% into the expected release of quarter results after the bell of February 28.

Options with decreasing option implied volatility: APLS CVNA BYND FTCH TDOC STEM LCID U BMBL IQ YETI BHC OSTK DKNG BBWI WBD
Increasing unusual option volume: TGNA VNQ GOL RADI FND FORG ICLN RETA ESPR
Increasing unusual call option volume: EQNR RETA WELL ASC IEF RRC PACB CTSH EOSE BYND SGEN
Increasing unusual put option volume: WB ICLN VNQ FND GOL PPL LITE MBLY OTLY RVLV CP NANOS AI LAZR RETA BOX
Popular stocks increasing options volume: SQ BBBY CVNA BYND COIN INTC BA
Active options: TSLA NVDA AAPL AMZN LAZR AMC GOOGL BABA META SQ BBBY MSFT AMD CVNA BYND COIN GOOG NFLX INTC BA
Global S&P Futures mixed in premarket, Nikkei mixed, DAX up 1%, WTI Crude oil recently at $76, natural gas up 1%, gold at $1816

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