Pre-Market IV Report November 14, 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: ORCL SPLK REPL SAVE MOR AX RPHM TKO PBR FIVN ADBE SLG PNT CC
Stocks expected to have increasing option volume: HD WMT TGT M PANW
Straddle prices into quarter results and CPI
Home Depot (HD) November 290 straddle is priced for a move of 4% into the expected release of quarter results today before the bell.
On Holding AG (ONON) November 27 straddle is priced for a move of 11.5% into the expected release of quarter results today.
Cisco (CSCO) November 52 straddle is priced for a move of 4.5% into the expected release of quarter results after the bell on November 15.
TJX Companies (TJX) November 91 straddle is priced for a move of 5% into the expected release of quarter results before the bell on November 15.
Palo Alton Networks (PANW) November 255 straddle is priced for a move of 9% into the expected release of quarter results after the bell on November 15.
Target (TGT) November 107 straddle is priced for a move of 7.5% into the expected release of quarter results before the bell on November 15.
JD.com (JD) November 26 straddle is priced for a move of 7% into the expected release of quarter results before the bell on November 15.
XPeng (XPEV) November 15.50 straddle is priced for a move of 9% into the expected release of quarter results before the bell on November 15.
Walmart (WMT) November 167.50 straddle is priced for a move of 4% into the expected release of quarter results before the bell on November 16.
Alibaba (BABA) November 82 straddle is priced for a move of 6% into the expected release of quarter results before the bell on November 16.
China stocks option IV into Asia-Pacific Economic Cooperation summit in San Francisco
iShares China Large-Cap (FXI) 30-day option implied volatility is at 26; compared to its 52-week range of 26 to 52 into Asia-Pacific Economic Cooperation summit.
KraneShares CSI China Internet ETF (KWEB) 30-day option implied volatility is at 36; compared to its 52-week range of 33 to 74. Call put ratio 6 calls to 1 put.
Db X-trackers Harvest Csi 300 China A – Shares Fund (ASHR) 30-day option implied volatility is at 19; compared to its 52-week range of 18 to 38 into Asia-Pacific Economic Cooperation summit. Call put ratio 8.8 calls to 1 put.
Options with decreasing option implied volatility: UPST TH HIMS APP GRPN RBLX RNG BROS LYFT CELH AYX
Increasing unusual option volume: COR RILY ARMK BAX ACRS PBRA
Increasing unusual call option volume: ENB PBRA COR IHI ARMK
Increasing unusual put option volume: APLD COR BAX TAN RILY
Popular stocks with increasing volume: PLTR PFE BA C PYPL FSR DIS RIVN SOFI
Active options: TSLA NVDA AAPL AMD AMZN MSFT PLTR PFE META BA C SE PLUG PYPL FSR DIS RIVN SOFI AMC F
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $78, natural gas mixed, gold at $1951
