Pre-Market IV Report March 28, 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: RLAY BMEA RNW ALDX PRVB LUNG CTLT EC LOVE SPOT META OSH ARE VKTX AUPH PRVB OSH
Stocks expected to have increasing option volume: PVH LYFT WBA MU OXY
REITS and real-estate stocks option IV into end of month and quarter
Boston Properties (BXP) 30-day option implied volatility is at 58; compared to its 52-week range of 21 to 109
SL Green Realty (SLG) 30-day option implied volatility is at 121; compared to its 52-week range of 24 to 158.
Vornado Realty Trust (VNO) 30-day option implied volatility is at 83; compared to its 52-week range of 26 to 147.
Simon Property Group (SPG) 30-day option implied volatility is at 34; compared to its 52-week range of 27 to 270. Call put ratio 5.3 calls to 1 put.
Macerich (MAC) 30-day option implied volatility is at 49; compared to its 52-week range of 33 to 104.
American Tower (AMT) 30-day option implied volatility is at 33; compared to its 52-week range of 22 to 44.
Crown Holdings (CCK) 30-day option implied volatility is at 31; compared to its 52-week range of 24 to 88.
SBA Communications (SBAC) 30-day option implied volatility is at 32; compared to its 52-week range of 24 to 79.
Uniti Group (UNIT) 30-day option implied volatility is at 87; compared to its 52-week range of 30 to 103.
Pre-Camden Property Trust (CPT) 30-day option implied volatility is at 29; compared to its 52-week range of 18 to 37.
Prologis (PLD) 30-day option implied volatility is at 33; compared to its 52-week range of 21 to 78.
Ally Financial (ALLY) 30-day option implied volatility is at 72; compared to its 52-week range of 34 to 112.
AGNC Investment Corp (AGNC) 30-day option implied volatility is at 76; compared to its 52-week range 34 to 111.
Public Storage (PSA) 30-day option implied volatility is at 27; compared to its 52-week range of 20 to 73.
Equity Residential (EQR) 30-day option implied volatility is at 29; compared to its 52-week range of 19 to 79.
Ventas (VTR) 30-day option implied volatility is at 32; compared to its 52-week range of 22 to 76.
Avalonbay Communities (AVB) 30-day option implied volatility is at 29; compared to its 52-week range of 19 to 76.
Blackstone (BX) 30-day option implied volatility is at 40; compared to its 52-week range of 33 to 59.
Starwood Property Trust (STWD) 30-day option implied volatility is at 43; compared to its 52-week range of 17 to 105.
KKR & Co. (KKR) 30-day option implied volatility is at 41; compared to its 52-week range of 30 to 56. Call put ratio 1 call to 22 puts.
The Carlyle Group (CG) 30-day option implied volatility is at 41; compared to its 52-week range of 28 to 99.
TPG (TPG) 30-day option implied volatility is at 49; compared to its 52-week range of 35 to 63.
Straddle prices into quarter results
lululemon athletica (LULU) March weekly 317 straddle priced for a move of 8% into the expected release of quarter results today after the bell.
Micron (MU) March weekly 60 straddle priced for a move of 7% into the expected release of quarter results today after the bell.
Paychex (PAYX) April 110 straddle priced for a move of 6.5% into the expected release of quarter results before the bell on March 29.
Cintas (CTAS) April 440 straddle priced for a move of 8% into the expected release of quarter results before the bell on March 29.
RH (RH) March weekly 240 straddle priced for a move of 9% into the expected release of quarter results after the bell on March 29.
Black Berry (BB) March weekly 4 straddle priced for a move of 10% into the expected release of quarter results after the bell on March 30.
Crocs (CROX) 30-day option implied volatility is at 55; compared to its 52-week range of 48 to 263.
Options with decreasing option implied volatility: GME ARRY NYCB NKE TFC CCL TME ONON ABR REGN KBH NATI ACN GIS
Increasing unusual option volume: FRC IAG DPST ABEV VOD
Increasing unusual call option volume: IAG FOXA VOD DPST VORB BLDP
Increasing unusual put option volume: XP EPR DB KEY MQ HPE FXY
Popular stocks increasing options volume: BAC FRC COIN SNAP CCL META AMC SQ BABA LAZR ATVI
Active options: TSLA AAPL NVDA BAC AMZN FRC GOOGL MSFT AMD COIN NFLX SNAP GOOG CCL META AMC SQ BABA LAZR ATVI
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $73, natural gas mixed, gold at $1954
