Pre-Market IV Report November 4, 2022

Market Rebellion

This article was last updated on 11/04/2022.

Pre-Market IV Report November 4, 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 BKLN SQ SBUX PYPL RKT COIN DASH SBUX

Stocks expected to have increasing option volume: DKNG LYV CVNA MNST PENN HSY SEM AMPX HEAR YELP SQ NET TWLO PYPL OPEN RKT COIN SQ GPRO DASH SBUX EXPE AMGN WBD DASH

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.

PowerShares QQQ Trust (QQQ) 30-day option implied is at 31; compared to its 52-week range of 17 to 40 into October employment report.

ARK Innovation ETF (ARKK) 30-day option implied is at 58; compared to its 52-week range of 34 to 91 into October employment report.

Apple, Amazon, Meta option IV

Apple (AAPL) 30-day option implied is at 35; compared to its 52-week range of 21 to 45.

Amazon (AMZN) November weekly call option implied volatility is at 63, 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 56; compared to its 52-week range of 29 to 79 as share price near multi-year low.

Straddle price into quarter results.

Berkshire Hathaway (BRK.A) November weekly 285 straddle priced for a move of 3.5% into the expected release of quarter results.

Activision Blizzard (ATVI) November weekly 72 straddle priced for a move of 4% into the expected release of quarter results after the bell on November 7.

BioNTech (BNTX) November weekly 145 straddle priced for a move of 15% into the expected release of quarter results before the bell on November 7.

Diamondback (FANG) November 160 straddle priced for a move of 8% into the expected release of quarter results after the bell on November 7.

Take-Two Interactive (TTWO) November weekly 111 straddle priced for a move of 9% into the expected release of quarter results after the bell on November 7.

Mosaic (MOS) November weekly 49 straddle priced for a move of 9% into the expected release of quarter results after the bell on November 7.

Palantir (PLTR) November weekly 8 straddle priced for a move of 13% into the expected release of quarter results before the bell on November 7.

Options with decreasing option implied volatility: TRQ PINS PBR ROKU SOFI UAA INTC ETSY GOOS HRB
Increasing unusual option volume: CARG ORCC AYX HLF MBI DV SIRI
Increasing unusual call option volume: FRPT AYX GPRE UAA ATUS MBI YELP
Increasing unusual put option volume: AYX HLF TIGR DBX MDGL AMLP
Popular stocks increasing volume: PBR ROKU NKLA PYPL BA WBD F C T SQ BABA
Active options: TSLA AMZN AAPL META AMD GOOGL NVDA PBR MSFT GOOG ROKU NKLA PYPL BA WBD F C T SQ BABA

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