Pre-Market IV Report November 8, 2022

Market Rebellion

This article was last updated on 11/08/2022.

Pre-Market IV Report November 8, 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: DWAC GEO IMGN ARQQ ESSC TH GH GEO HCAT FLGT DLO AMC DOCU

Stocks expected to have increasing option volume: PLNT LYFT DIS ATVI AAPL NI ZM ATVI NCLH CG SPWR FIVN SEDG TTWO TRIP SPRW WKHS

Option IV as shares near low end of range

Tesla (TSLA) November weekly call option implied is at 80, November is at 69; compared to its 52-week range of 49 to 84 as share price near multi-year low. Call put ratio 1.1 calls to 1 put.

Apple (AAPL) November weekly call option implied is at 49, November is at 41; compared to its 52-week range of 21 to 45.

Meta Platforms (META) November. weekly call option implied volatility is at 63, November is at 54; compared to its 52-week range of 29 to 79 as share price near multi-year low.

Amazon (AMZN) November weekly call option implied volatility is at 58, November is at 50; compared to its 52-week range of 22 to 57 as share price near multi-year low. Call put ratio 2.3 calls to 1 put.

Carvana Co. (CVNA) November weekly call option implied volatility is at 245, November is at 205; compared to its 52-week range of 37 to 200 as share price near multi-year low. Call put ratio 1 call to 1.5 puts.

Straddle price into quarter results

Disney (DIS) November weekly 100 straddle priced for a move of 7% into the expected release of quarter results today after the bell.

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

Akamai (AKAM) November weekly 84 straddle priced for a move of 13% into the expected release of quarter results today after the bell.

Coty (COTY) November weekly 7 straddle priced for a move of 11% into the expected release of quarter results today before the bell.

Affirm Holdings (AFRM) November weekly 15.5 straddle priced for a move of 23% into the expected release of quarter results today after the bell.

GoodRx (GDRX) November 5 straddle priced for a move of 15% into the expected release of quarter results today after the bell.

Sweetgreen (SG) November 17.50 straddle priced for a move of 21% into the expected release of quarter results today after the bell.

Upstart (UPST) November weekly 18.50 straddle priced for a move of 22% into the expected release of quarter results today after the bell.

Lemonade (LMND) November weekly 19 straddle priced for a move of 16% into the expected release of quarter today results after the bell.

Rivian (RIVN) November weekly 31.50 straddle priced for a move of 13% into the expected release of quarter results after the bell on November 9.

Roblox (RBLX) November weekly 40 straddle priced for a move of 13% into the expected release of quarter results before the bell on November 9.

Unity Software (U) November weekly 25 straddle priced for a move of 18% into the expected release of quarter results after the bell on November 9.

Capri Holdings Limited (CPRI) November weekly 47 straddle priced for a move of 11% into the expected release of quarter results before the bell on November 9.

Bumble (BMBL) November weekly 22.50 straddle priced for a move of 19% into the expected release of quarter results after the bell on November 9.

Rocket Lab (RLKB) in November 5 straddle priced for a move of 14% into the expected release of quarter results after the bell on November 9.

Dutch Bros (BROS) November weekly 33 straddle priced for a move of 15% into the expected release of quarter results after the bell on November 9.

Cassava (SAVA) November weekly 34 straddle priced for a move of 12% into the expected release of quarter results after the bell on November 9.

Marathon Digital (MARA) November weekly 10.50 straddle priced for a move of 14% into the expected release of quarter results on November 9.

Zoom Video (ZM) November weekly call option implied volatility is at 85, November is at 67; 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: CARG PHUN TIP ORCC CXW CIM FOXA
Increasing unusual call option volume: PHUN TIP FOXA CIM CXW DWAC
Increasing unusual put option volume: ORCC CM INVH CRON FANG NU APLS LPX
Popular stocks increasing volume: LYFT DWAC DKNG NIO CVNA COIN CHPT AMC
Active options: TSLA AAPL AMZN META PLTR AMD MSFT NVDA GOOGL BAC LYFT DWAC DKNG GOOG NIO CVNA COIN CHPT NFLX AMC
Global S&P Futures mixed in premarket, Nikkei up 1%, DAX mixed, WTI Crude oil recently at $91, natural gas down 6%, gold at $1669

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