Pre-Market IV Report November 7, 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: RUM AMPX YANG MCHI ASTS GFI COPX ACI GETY
Stocks expected to have increasing option volume: LYFT PLTR DIS ATVI AAPL NI ZM
Large Tech option IV
Apple (AAPL) November weekly call option implied is at 44, November is at 40; compared to its 52-week range of 21 to 45 into announced shipments of its high-end iPhone 14 Pro and iPhone 14 Pro Max would be temporarily impacted by COVID-19 restrictions at its assembly facility located in Zhengzhou, China.
Meta Platforms (META) November weekly call option implied volatility is at 51, November is at 50; compared to its 52-week range of 29 to 79 into preparing to notify employees of large-scale layoffs this week, WSJ reports.
Amazon (AMZN) November weekly call option implied volatility is at 48, November is at 47; compared to its 52-week range of 22 to 57 as share price near multi-year low.
Activision (ATVI) November weekly call option implied volatility is at 54, November is at 31; compared to its 52-week range of 9 to 47 into insiders fret Microsoft merger could fall apart, NY Post report and the expected release of quarter results today after the bell.
Twilio (TWLO) 30-day option implied volatility is at 79; compared to its 52-week range of 40 to 98 after large pull back on outlook.
Okta, Inc. (OKTA) 30-day option implied volatility is at 90; compared to its 52-week range of 40 to 99 as shares near low end of range.
Snowflake (SNOW) 30-day option implied volatility is at 87; compared to its 52-week range of 46 to 114 as shares pull back.
Salesforce (CRM) 30-day option implied volatility is at 50; compared to its 52-week range of 25 to 62 as shares near low end of range.
Bed Bath & Beyond (BBBY) 30-day option implied volatility is at 130; compared to its 52-week range of 81 to 325 as shares near low end of range.
Straddle price into quarter results.
Palantir (PLTR) November weekly 8 straddle priced for a move of 14% into the expected release of quarter results today before the bell.
Lyft (LYFT) November weekly 13.50 straddle priced for a move of 17% into the expected release of quarter results today after the bell.
Activision Blizzard (ATVI) November weekly 72 straddle priced for a move of 3.5% into the expected release of quarter results after the bell on November 7.
Diamondback (FANG) November 160 straddle priced for a move of 7% into the expected release of quarter results today after the bell.
Take-Two Interactive (TTWO) November weekly 109 straddle priced for a move of 9% into the expected release of quarter results today after the bell.
Mosaic (MOS) November weekly 49 straddle priced for a move of 9.5% into the expected release of quarter results today after the bell.
Disney (DIS) November weekly 100 straddle priced for a move of 7% into the expected release of quarter results after the bell on November 8.
Lucid Group (LCID) November weekly 14 straddle priced for a move of 14% into the expected release of quarter results after the bell on November 8.
DuPont (DD) November weekly 62 straddle priced for a move of 5% into the expected release of quarter results before the bell on November 8.
Akamai (AKAM) November weekly 84 straddle priced for a move of 10% into the expected release of quarter results after the bell on November 8.
Coty (COTY) November weekly 7 straddle priced for a move of 10% into the expected release of quarter results before the bell on November 8.
Affirm Holdings (AFRM) November weekly 16 straddle priced for a move of 23% into the expected release of quarter results after the bell on November 8.
GoodRx (GDRX) November 10 straddle priced for a move of 10% into the expected release of quarter results after the bell on November 8.
Sweetgreen (SG) November 17.50 straddle priced for a move of 22% into the expected release of quarter results after the bell on November 8.
Hain Celestial (HAIN) November 19 straddle priced for a move of 10% into the expected release of quarter results before the bell on November 8.
Upstart (UPST) November weekly 19.50 straddle priced for a move of 22% into the expected release of quarter results after the bell on November 8.
Lemonade (LMND) November weekly 21 straddle priced for a move of 15% into the expected release of quarter results after the bell on November 8.
NiSource (NI) November weekly call option implied volatility is at 105, November is at 100; compared to its 52-week range of 15 to 33 into hosting an investor day on November 7.
Zoom Video (ZM) November weekly call option implied volatility is at 73, November is at 64; compared to its 52-week range of 48 to 114 into hosting an investor day on November 8.
Options with decreasing option implied volatility: PBR SOFI ROKU BILL UAA TRQ DASH PYPL GOOS
Increasing unusual option volume: ORCC FOXA MODG BCS APLS UMC BAM
Increasing unusual call option volume: BCS FOXA UAA MODG SG MNTV GFI
Increasing unusual put option volume: APLS BAM CRON FSK YANG NWL CFLT
Popular stocks increasing volume: DKNG PBR SQ CVNA PYPL WBD F AAL
Active options: TSLA AAPL AMZN META NVDA PBR AMD GOOGL DKNG MSFT NIO NFLX GOOG SQ BABA CVNA PYPL WBD F AAL
Global S&P Futures mixed in premarket, Nikkei up 1%, DAX mixed, WTI Crude oil recently at $91, natural gas up 8%, gold at $1676
