Pre-Market IV Report November 10, 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: MSTR DWAC SI BITO MARA DOCU TRQ RADI RUM GME QS BMBL
Stocks expected to have increasing option volume: RIVN CPNG WYNN BMBL BYND TPR YETI RL VERU BROS CANO HOOD MSTR COIN SI SQ BMBL HAS
Movers into CPI
Tesla (TSLA) November weekly call option implied is at 99, November is at 79; compared to its 52-week range of 49 to 84 as share price near multi-year low. Call put ratio 1 call to 1 put as shares close below $180.
Apple (AAPL) November weekly call option implied is at 59, November is at 44; compared to its 52-week range of 21 to 45 as shares close below $135.
United States Oil Fund (USO) November weekly call option implied is at 52, November is at 44; compared to its 52-week range of 31 to 81 as energy price move lower. Call put ratio 2.7 calls to 1 put.
Crypto themed stocks option IV elevated
Coinbase (COIN) November weekly call option implied volatility is at 236, November is at 176; compared to its 52-week range of 56 to 174 as shares sell off.
Microstrategy, Inc. (MSTR) November weekly call option implied volatility is at 346, November is at 264; compared to its 52-week range of 66 to 221. Call put ratio 1 call to 2.2 puts.
Block (SQ) November weekly call option implied is at 119, November is at 91; compared to its 52-week range of 39 to 109.
Microvision (MVIS) November weekly call option implied volatility is at 125, November is at 102; compared to its 52-week range of 81 to 142.
Bit Digital (BTBT) 30-day option implied volatility is at 101; compared to its 52-week range of 78 to 176.
ProShares Trust – ProShares Bitcoin Strategy ETF (BITO) November weekly call option implied volatility is at 240, November is at 160; compared to its 52-week range of 53 to 115.
Silvergate Capital (SI) 30-day option implied volatility is at 159; compared to its 52-week range of 74 to 276. Call put ratio 1 call to 4.5 puts.
Marathon Patent Group (MARA) November weekly call option implied volatility is at 275, November is at 210; compared to its 52-week range of 98 to 183.
Riot Blockchain (RIOT) November weekly call option implied volatility is at 195, November is at 161; compared to its 52-week range of 90 to 176.
Robinhood (HOOD) November weekly call option implied volatility is at 190, November is at 124; compared to its 52-week range of 53 to 132.
Straddle price into quarter results.
Endeavor (EDR) November 20 straddle priced for a move of 13% into the expected release of quarter results today after the bell.
Toast (TOST) November 20 straddle priced for a move of 19% into the expected release of quarter results today after the bell. Call put ratio 1 call to 2 puts.
Hasbro (HAS) November call option implied volatility is at 41, December is at 37; compared to its 52-week range of 23 to 84. Call put ratio 1 call to 3.5 puts with focus on December 55 and 60 puts.
Options with decreasing option implied volatility: AFRM BILL ROKU DASH FSLY LYFT RKT PYPL PLTR UAA EBAY FANG MNST WEN
Increasing unusual call option volume: GFI FIVN WE CLMT MTB FTAI PHUN GRWG
Increasing unusual put option volume: VSTO AMRS NU ORCC CRON ITUB HAS
Popular stocks increasing volume: DIS COIN RIVN HOOD AMC AFRM NIO RBLX
Active options: TSLA META AMZN AAPL DIS NVDA WBD HOOD GOOGL COIN AMD RIVN MSFT AMC LCID MARA UPST AFRM NIO RBLX
Global S&P Futures mixed in premarket, Nikkei down 1%, DAX mixed, WTI Crude oil recently at $85, natural gas down 1%, gold at $1709
