Pre-Market IV Report November 1, 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: OKTA ELF MSOS MERC BITO EL EXPI EXTR PAYO SKY ICPT CE PBY LRN SGEN GSK UDN SAVE PDD ZS DELL ULTA CPRI SGEN SPLK
Stocks expected to have increasing option volume: CVX XOM WE NCLH PYPL ABNB AMD CZR FSLR MTCH YUMC HUM CVS APO EL KHC YUM WING
Straddle prices into quarter results, Treasury funding outlook and FOMC policy meeting decision
Qualcomm (QCOM) November weekly 109 straddle is priced for a move of 6.5% into the expected release of quarter results today after the bell.
Airbnb (ABNB) November weekly 118 straddle is priced for a move of 8.5% into the expected release of quarter results today after the bell.
PayPay (PYPL) November weekly 51 straddle is priced for a move of 9.5% into the expected release of quarter results today after the bell.
Estee Lauder (EL) November 130 straddle is priced for a move of 10% into the expected release of quarter results today before the bell.
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Door Dash (DASH) November weekly 75 straddle is priced for a move of 9% into the expected release of quarter results today after the bell.
Zillow (Z) November weekly 36 straddle is priced for a move of 11% into the expected release of quarter results today after the bell.
Roku (ROKU) November weekly 59 straddle is priced for a move of 13% into the expected release of quarter results today after the bell.
Etsy (ETSY) November weekly 62 straddle is priced for a move of 12% into the expected release of quarter results today after the bell.
MicroStrategy (MSTR) November weekly 422 straddle is priced for a move of 8% into the expected release of quarter results today after the bell.
e.l.f. Beauty (ELF) November weekly 93 straddle is priced for a move of 13% into the expected release of quarter results today after the bell.
Norwegian Cruise Lines (NCLH) November weekly 13.50 straddle is priced for a move of 8.5% into the expected release of quarter results before the bell on November 1.
Apple (AAPL) November weekly 170 straddle is priced for a move of 4% into the expected release of quarter results after the bell on November 2.
Eli Lilly (LLY) November weekly 555 straddle is priced for a move of 5% into the expected release of quarter results before the bell on November 2.
Novo Nordisk (NVO) November 20 straddle is priced for a move of 7% into the expected release of quarter results before the bell on November 2.
Starbucks (SBUX) November weekly 92 straddle is priced for a move of 7% into the expected release of quarter results before the bell on November 2.
Conoco Phillips (COP) November weekly 119 straddle is priced for a move of 3% into the expected release of quarter results before the bell on November 2.
Booking Holdings (BKNG) November weekly 2790 straddle is priced for a move of 5% into the expected release of quarter results after the bell on November 2.
Stryker (SYK) November 270 straddle is priced for a move of 6% into the expected release of quarter results after the bell on November 2.
Shopify (SHOP) November weekly 47 straddle is priced for a move of 11.5% into the expected release of quarter results before the bell on November 2.
Palantir (PLTR) November weekly 15 straddle is priced for a move of 13% into the expected release of quarter results after the bell on November 2.
Cummins (CMI) November 210 straddle is priced for a move of 6% into the expected release of quarter results after the bell on November 2.
Marriott (MAR) November weekly 187.50 straddle is priced for a move of 5.5% into the expected release of quarter results after the bell on November 2.
MercadoLibre (MELI) November weekly 1240 straddle is priced for a move of 7% into the expected release of quarter results on November 2.
Moderna (MRNA) November weekly 76 straddle is priced for a move of 8% into the expected release of quarter results before the bell on November 2.
Block (SQ) November weekly 40 straddle is priced for a move of 12% into the expected release of quarter results after the bell on November 2.
DraftKings (DKNG) November weekly 27.50 straddle is priced for a move of 11% into the expected release of quarter results after the bell on November 2.
Cloudflare (NET) November weekly 57 straddle is priced for a move of 12% into the expected release of quarter results after the bell on November 2.
Coinbase (COIN) November weekly 77 straddle is priced for a move of 10% into the expected release of quarter results after the bell on November 2.
Live Nation (LYV) November 80 straddle is priced for a move of 9% into the expected release of quarter results after the bell on November 2.
Rocket (RKT) November weekly 7.5 straddle is priced for a move of 8.5% into the expected release of quarter results after the bell on November 2. Call put ratio 3.5 calls to 1 put.
Skyworks (SWKS) November weekly straddle is priced for a move of into the expected release of quarter results after the bell on November 2.
Baxter (BAX) November weekly 32.50 straddle is priced for a move of into the expected release of quarter results before the bell on November 2.
Shake Shack (SHAK) November weekly 56 straddle is priced for a move of 9% into the expected release of quarter results before the bell on November 2.
Options with decreasing option implied volatility: VKTX SNAP WOLF TDOC SOFI VRT ALGN ZI PINS ENPH
Increasing unusual option volume: PAGP BITO CYTK ENTG ACRS EDR TTI JBLU FRSH
Increasing unusual call option volume: CYTK BITO PAGP ACRS TTI GOOS EDR CTLT CHRS
Increasing unusual put option volume: EXTR EDR JBLU TAL FYBR PSEC
Popular stocks with increasing volume: SOFI F JBLU PINS PFE PLTR BAC PYPL
Active options: TSLA AMZN AMD SOFI AAPL F JBLU PINS META MSFT GOOGL AMC PFE PLTR CCJ BAC GOOG PYPL SAVE
Global S&P Futures mixed in premarket, Nikkei up 2%, DAX mixed, WTI Crude oil recently at $81.50, natural gas down 1%, gold at $1986
