Pre-Market IV Report November 1, 2022

Market Rebellion

This article was last updated on 11/01/2022.

Pre-Market IV Report November 1, 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: AVXL GETY TRQ SIRI QCOM UBER LYFT GME CHGG HLX ABNB WEAT COTY

Stocks expected to have increasing option volume: LLY PFE BP MTCH CAR NXPI AMD QCOM ABNB UBER NIO LI XPEV HEXO HLF VAC BP

Option IV into FOMC

SPDR S&P 500 ETF Trust (SPY) 30-day option implied is at 25; compared to its 52-week range of 12 to 56 into Federal Reserve officials meet November 1-2, October employment report on November 4.

PowerShares QQQ Trust (QQQ) 30-day option implied is at 30; compared to its 52-week range of 16 to 40 into Federal Reserve officials meet November 1-2, October employment report on November 4.

Tesla (TSLA) 30-day option implied is at 55; compared to its 52-week range of 49 to 84.

Meta Platforms (META) November weekly call option implied volatility is at 66, November is at 59; compared to its 52-week range of 29 to 79.

Amazon (AMZN) November weekly call option implied volatility is at 55, November is at 50; compared to its 52-week range of 22 to 57.

Straddle price into quarter results.

Airbnb (ABNB) November weekly 117 straddle priced for a move of 11% into the expected release of quarter results today after the bell.

Electronic Arts (EA) November weekly 127 straddle priced for a move of 6% into the expected release of quarter results today after the bell.

Advanced Micro Devices (AMD) November weekly 60 straddle priced for a move of 9% into the expected release of quarter results today after the bell.

SoFi (SOFI) November weekly 5.5 straddle priced for a move of 18% into the expected release of quarter results today after the bell.

Caesars (CZR) November weekly 44 straddle priced for a move of 9% into the expected release of quarter results today after the bell.

Devon (DVN) November weekly 77 straddle priced for a move of 8% into the expected release of quarter results today after the bell.

Qualcomm (QCOM) November weekly 118 straddle priced for a move of 7% into the expected release of quarter results after the bell on November 2.

CVS Health (CVS) November weekly 95 straddle priced for a move of 5.5% into the expected release of quarter results before the bell on November 2.

Booking Holding (BKNG) November weekly 1870 straddle priced for a move of 8% into the expected release of quarter results after the bell on November 2.

Yum Brands (YUM) November 120 straddle priced for a move of 6% into the expected release of quarter results before the bell on November 2.

eBay (EBAY) November weekly 140 straddle priced for a move of 8% into the expected release of quarter results after the bell on November 2.

MGM Resorts (MGM) November weekly 35.50 straddle priced for a move of 7.5% into the expected release of quarter results after the bell on November 2.

Generac (GNRC) November weekly 116 straddle priced for a move of 8.5% into the expected release of quarter results before the bell on November 2.

Zillow Group (Z) November weekly 31 straddle priced for a move of 14% into the expected release of quarter results after the bell on November 2.

Robinhood (HOOD) November weekly 11.50 straddle priced for a move of 13% into the expected release of quarter results after the bell on November 2.

Roku (ROKU) November weekly 56 straddle priced for a move of 15% into the expected release of quarter results after the bell on November 2.

Etsy (ETSY) November weekly 93 straddle priced for a move of 15% into the expected release of quarter results after the bell on November 2.

Options with decreasing option implied volatility: WEBR PINS PBR TDOC MPW ALGN WOLF META SPOT UPS
Increasing unusual option volume: ATNM MNTV EFX STAA TSP TEN
Increasing unusual call option volume: RVLV REI ATNM SIRI TSP NU CHGG POL NXPI
Increasing unusual put option volume: NU SD WE TEN OHI SONY SYK XLRE
Popular stocks increasing volume: PBR SOFI UBER TLRY SHOP XOM NIO INTC NKLA
Active options: AMZN META TSLA AAPL PBR GME AMD SOFI NVDA AMC UBER TLRY GOOGL MSFT SHOP XOM NIO INTC NKLA GOOG
Global S&P Futures higher in premarket, Nikkei mixed, DAX up 1%, WTI Crude oil recently at $87, natural gas down 2%, gold at $1649

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