Pre-Market IV Report November 14, 2022

Market Rebellion

This article was last updated on 11/14/2022.

Pre-Market IV Report November 14, 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: AMPX ESSC RLMD QFIN RLMD QFIN PARA BKLN TRQ MSTR SI DWAC BITO

Stocks expected to have increasing option volume: WMT HD LOW TGT COIN MSTR BABA

Option IV pulls back

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 20; compared to its 52-week range of 13 to 56. Call put ratio 1 call to 1.1 put amid sharp price movement.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 27; compared to its 52-week range of 18 to 40. Call put ratio 1 call to 1 put amid sharp movement.

iShares Russell 2000 ETF (IWM) 30-day option implied volatility is at 25; compared to its 52-week range of 20 to 38. Call put ratio 1 call to 1.7 puts amid sharp rally.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 59; compared to its 52-week range of 35 to 91. Call put ratio 2.8 calls to 1 put amid sharp movement.

General Motors (GM) November call option implied volatility is at 46, December is at 43; compared to its 52-week range of 29 to 60 into a company hosted investor day webcast on November 17.

Biogen (BIIB) November option implied volatility is at 64, December is at 55; compared to its 52-week range 29 to 97 into data will be peer reviewed and presented Nov. 29 at the Clinical Trials on Alzheimer’s Congress.

Energy-gas, gold, silver, grains

United States Natural Gas (UNG) 30-day option implied volatility is at 110; compared to its 52-week range of 35 to 149 as natural gas prices rallies 5%. Call put ratio 2.4 calls to 1 put.

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 41; compared to its 52-week range of 27 to 51 as gold trades above $1763.

Ishares Silver Trust (SLV) 30-day option implied volatility is at 31; compared to its 52-week range of 23 to 45. Call put ratio 2 calls to 1 put.

Teucrium Wheat Fund (WEAT) 30-day option implied volatility is at 35; compared to its 52-week range of 23 to 183. Call put ratio 35 calls to 1 put.

Teucrium Corn Fund (CORN) 30-day option implied volatility is at 20; compared to its 52-week range of 19 to 86. Call put ratio 3.3 calls to 1 put.

Teucrium Soybean Fund (SOYB) 30-day option implied volatility is at 18; compared to its 52-week range of 17 to 71.

Straddle price into quarter results.

Tyson (TSN) November 67.50 straddle priced for a move of 7% into the expected release of quarter results before the bell on November 14.

Nu Holdings (NU) November 4.5 straddle priced for a move of 18% into the expected release of quarter results after the bell on November 14.

Getty Images (GETY) November 5.5 straddle priced for a move of 20% into the expected release of quarter results after the bell on November 14.

Walmart (WMT) November 143 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on November 15.

Home Depot (HD) November 315 straddle priced for a move of 6% into the expected release of quarter results before the bell on November 15.

Target (TGT) November 172 straddle priced for a move of 8.5% into the expected release of quarter results before the bell on November 15.

Lowe’s Cos. (LOW) November 310 straddle priced for a move of 6.5% into the expected release of quarter results before the bell on November 15.

Alibaba (BABA) November 71 straddle priced for a move of 10% into the expected release of quarter results before the bell on November 17.

Crypto themed stocks

Coinbase (COIN) November call option implied volatility is at 150, December is at 140; compared to its 52-week range of 56 to 174.

Microstrategy, Inc. (MSTR) November call option implied volatility is at 183, December is at 151; compared to its 52-week range of 66 to 221.

Block (SQ) November call option implied volatility is at 77, December is at 74; compared to its 52-week range of 39 to 109.

Microvision (MVIS) November call option implied volatility is at 89, December is at 88; compared to its 52-week range of 81 to 142.

Bit Digital (BTBT) 30-day option implied volatility is at 104; compared to its 52-week range of 78 to 174.

ProShares Trust – ProShares Bitcoin Strategy ETF (BITO) November call option implied volatility is at 120, December is at 101; compared to its 52-week range of 53 to 115.

Silvergate Capital (SI) November call option implied volatility is at 180, December is at 146; compared to its 52-week range of 74 to 276.

Marathon Patent Group (MARA) November call option implied volatility is at 155, December is at 147; compared to its 52-week range of 98 to 183.

Riot Blockchain (RIOT) November call option implied volatility is at 137, December is at 120; compared to its 52-week range of 90 to 176.

Robinhood (HOOD) November call option implied volatility is at 87, December is at 77; compared to its 52-week range of 53 to 132.

Options with decreasing option implied volatility: VERU RUM NVAX AFRM TTD LYFT VTNR UPST PLTR APP BMBL CLNE RNG U TOST
Increasing unusual option volume: MGNI QFIN EWQ HEAR INVZ
Increasing unusual call option volume: QFIN HEAR INVZ MGNI PCAR ASHR R
Increasing unusual put option volume: HBI EWQ ARDX WE RL TROW SI ERIC
Popular stocks increasing volume: XOM DIS COIN SNAP SOFI BABA T SHOP
Active options: TSLA AMZN AAPL META AMD NVDA F XOM MSFT AMC GOOGL DIS COIN NIO SNAP SOFI NFLX BABA T SHOP
Global S&P Futures lower in premarket, Nikkei down 1%, DAX mixed, WTI Crude oil recently at $89, natural gas up 5%, gold at $1761

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