Pre-Market IV Report November 2, 2022

Market Rebellion

This article was last updated on 11/02/2022.

Pre-Market IV Report November 2, 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: USER INTU AMZN AVXL GETY ACI

Stocks expected to have increasing option volume: AMD QCOM ABNB CHGG CWH INTU TCS CAKE CHK CRUS MSTR CZR CLX CRUS EA MTCH WBA CVS WMT TEVA EL PARA DD

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 policy decision, October employment report on November 4.

PowerShares QQQ Trust (QQQ) 30-day option implied is at 31; compared to its 52-week range of 16 to 40 into Federal Reserve officials policy decision, October employment report on November 4.

Tesla (TSLA) 30-day option implied is at 54; compared to its 52-week range of 49 to 84.

Meta Platforms (META) November weekly call option implied volatility is at 67, November is at 55; compared to its 52-week range of 29 to 79 as shares near low end of range.

Amazon (AMZN) November weekly call option implied volatility is at 63, November is at 48; compared to its 52-week range of 22 to 57 as shares near low end of range.

Straddle price into quarter results.

Qualcomm (QCOM) November weekly 117 straddle priced for a move of 8% into the expected release of quarter results today after the bell.

Booking Holding (BKNG) November weekly 1890 straddle priced for a move of 8% into the expected release of quarter results today after the bell.

eBay (EBAY) November weekly 40 straddle priced for a move of 10% into the expected release of quarter results today after the bell.

MGM Resorts (MGM) November weekly 36 straddle priced for a move of 9.5% into the expected release of quarter results today after the bell.

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

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

Roku (ROKU) November weekly 57 straddle priced for a move of 15% into the expected release of quarter results today after the bell.

Etsy (ETSY) November weekly 91 straddle priced for a move of 15% into the expected release of quarter results today after the bell.

Conoco (COP) November weekly 128 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on November 3.

Amgen (AMGN) November weekly 270 straddle priced for a move of 4% into the expected release of quarter results after the bell on November 3.

Starbucks (SBUX) November weekly 87 straddle priced for a move of 7% into the expected release of quarter results after the bell on November 3.

Moderna (MRNA) November weekly 155 straddle priced for a move of 8% into the expected release of quarter results before the bell on November 3.

Marriott (MAR) November weekly 160 straddle priced for a move of 5% into the expected release of quarter results before the bell on November 3.

Monster (MNST) November weekly 94 straddle priced for a move of 6% into the expected release of quarter results on November 3.

Datadog (DDOG) November weekly 81 straddle priced for a move of 12% into the expected release of quarter results before the bell on November 3.

Warner Bros (WBD) November weekly 13.50 straddle priced for a move of 11% into the expected release of quarter results after the bell on November 3.

Coinbase (COIN) November weekly 63 straddle priced for a move of 18% into the expected release of quarter results after the bell on November 3.

Live Nation (LYV) November 80 straddle priced for a move of 11% into the expected release of quarter results after the bell on November 3.

Door Dash (DASH) November weekly 45 straddle priced for a move of 15% into the expected release of quarter results after the bell on November 3.

Expedia Group (EXPE) November weekly 96 straddle priced for a move of 11% into the expected release of quarter results after the bell on November 3.

PayPal (PYPL) November weekly 83 straddle priced for a move of 11% into the expected release of quarter results after the bell on November 3.

Teva (TEVA) November weekly 9 straddle priced for a move of 7% into the expected release of quarter results before the bell on November 3.

Dropbox (DBX) November weekly 21.50 straddle priced for a move of 8% into the expected release of quarter results after the bell on November 3.

Dish Network (DISH) November weekly 15 straddle priced for a move of 15% into the expected release of quarter results on November 3.

Bausch Health Co. Inc. (BHC) November weekly 7 straddle priced for a move of 16% into the expected release of quarter results on November 3.

Boeing (BA) November weekly call option implied volatility is at 66, November is at 49; compared to its 52-week range of 31 to 63 into a company hosted investor meeting on November 2. Call put ratio 2.9 calls to 1 put.

General Motors (GM) November weekly call option implied volatility is at 53, November is at 46; compared to its 52-week range of 29 to 60 into a company hosted investor day webcast on November 17.

Oracle (ORCL) call put ratio 1 call to 2.4 puts with focus on November weekly (4) 75 puts.

Freshpet (FRPT) 30-day option implied is at 77; compared to its 52-week range of 39 to 88. Call put ratio 1 call to 3.7 puts with focus on November puts.

Options with decreasing option implied volatility: PINS PBR TDOC ALGN WOLF META SOFI HOG WEBER UBER SPOT SAVE INTC
Increasing unusual option volume: ARMK ATCO ESPR SIRI IJR R GOOS CHGG NU
Increasing unusual call option volume: GOOS ATCO R ESPR ATUS COMM GSAT
Increasing unusual put option volume: SIRI BCRX NU DOCS ZI SPR XLI
Popular stocks increasing volume: SHOP XOM NIO INTC NKLA PBR SOFI UBER TLRY
Active options: AMZN TSLA META AAPL AMD SOFI UBER GOOGL SNAP NVDA MSFT PBR GOOG BABA LAZR DKNG ABNB PFE NIO NKLA
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $89, natural gas up 3%, gold at $1655

Subscribe to Daily IV Report

Never miss a Daily IV Report—let us deliver it right to your inbox.

By clicking Subscribe, you agree to receive marketing offers from Market Rebellion, and its affiliates, subsidiaries, or agents in the form of emails, pre-recorded messages, text messages, and autodialed calls at the email address and phone number provided above, even if the phone number is present on a state or national Do Not Call list. You recognize that you are not required to provide this consent as a condition of purchase and that you can withdraw consent at any time. Data rates may apply. By clicking below, you also agree to our  Terms of Use  and acknowledge our  Privacy Policy.

Black Friday Deal—Save 15% OFF Any Trading Service!

Use Code blackfriday2022 at checkout.

Days
Hours
Minutes
Seconds