Pre-Market IV Report November 3, 2022

Market Rebellion

This article was last updated on 11/03/2022.

Pre-Market IV Report November 3, 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: AVXL GETY ACI UA UAA ROKU ACEV AVXL ESSC ROG BKLN

Stocks expected to have increasing option volume: QCOM ETSY AMGN MRNA MAR EBAY MGM ROKU HOOD SBUX PYPL

Option IV into October employment report

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 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 October employment report on November 4.

Amazon (AMZN) November weekly call option implied volatility is at 62, November is at 52; compared to its 52-week range of 22 to 57 as share price near multi-year low.

Meta Platforms (META) November weekly call option implied volatility is at 62, November is at 55; compared to its 52-week range of 29 to 79 as share price near multi-year low.

Straddle prices into quarter results

Moderna (MRNA) November weekly 149 straddle priced for a move of 8% into the expected release of quarter results today before the bell.

Starbucks (SBUX) November weekly 85 straddle priced for a move of 7% into the expected release of quarter results today after the bell.

Warner Bros (WBD) November weekly 12.50 straddle priced for a move of 12% into the expected release of quarter results today after the bell.

Coinbase (COIN) November weekly 61 straddle priced for a move of 17% into the expected release of quarter results today after the bell.

Door Dash (DASH) November weekly 45 straddle priced for a move of 18% into the expected release of quarter results today after the bell.

Expedia Group (EXPE) November weekly 91 straddle priced for a move of 12% into the expected release of quarter results today after the bell.

PayPal (PYPL) November weekly 79 straddle priced for a move of 11% into the expected release of quarter results today after the bell.

Dropbox (DBX) November weekly 20.50 straddle priced for a move of 8% into the expected release of quarter results today after the bell.

Royal Caribbean (RCL) November weekly 50 straddle priced for a move of 8.5% into the expected release of quarter results before the bell on November 4.

DraftKings (DKNG) November weekly 16 straddle priced for a move of 13.5% into the expected release of quarter results before the bell on November 4.

Fubo (FUBO) November weekly 3.5 straddle priced for a move of 16% into the expected release of quarter results before the bell on November 4.

Berkshire Hathaway (BRK.A) November weekly 290 straddle priced for a move of 4% into the expected release of quarter results.

Options with decreasing option implied volatility: TRQ PBR TDOC PINS MPW META WOLF HTZ GOOS UBER INTC WDC
Increasing unusual option volume: R GOL VWO ZI UAA HZNP CHGG LL UA ZG
Increasing unusual call option volume: R UAA QFIN HZNP ATI ZI TUP
Increasing unusual put option volume: ZI UAA AMLP CSX HLF ARVL STEM CLVS BEN TEN
Popular stocks increasing volume: ABNB SOFI ET F SNAP NIO BA
Active options: AMZN META TSLA AAPL AMD BABA GOOGL GOOG NVDA ABNB MSFT SOFI ET F NFLX SNAP BAC NIO BA
Global S&P Futures mixed in premarket, Nikkei mixed, DAX down 0.8%, WTI Crude oil recently at $89, natural gas down 3%, gold at $1629

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