Pre-Market IV Report November 9, 2022

Market Rebellion

This article was last updated on 11/09/2022.

Pre-Market IV Report November 9, 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 MSTR SI BITO COIN DOCU AUY AFRM UPST U RBLX ACI MARA RIOT

Stocks expected to have increasing option volume: COIN RBLX DIS LCID LMND SG AKAM UPST U RBLX RIVN BMBL

Movers into Thursday CPI

Tesla (TSLA) November weekly call option implied is at 84, 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 call to 1.2 puts into reports Elon Musk sold TSLA shares.

Apple (AAPL) November weekly call option implied is at 51, 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 64, November is at 54; compared to its 52-week range of 29 to 79.

Carvana Co. (CVNA) November weekly call option implied volatility is at 234, November is at 206; compared to its 52-week range of 37 to 200 as share price near multi-year low. Call put ratio 1.3 calls to 1 put.

Crypto themed stocks as Bitcoin

Coinbase (COIN) November weekly call option implied volatility is at 202, November is at 164; compared to its 52-week range of 56 to 174 as share sell off. Call put ratio 1 call to 2 puts.

Microstrategy, Inc. (MSTR) November weekly call option implied volatility is at 240, November is at 182; compared to its 52-week range of 66 to 221. Call put ratio 1 call to 2 puts.

Microvision (MVIS) November weekly call option implied volatility is at 119, November is at 105; compared to its 52-week range of 81 to 142 as shares sell off 2.3%. Call put ratio 13 calls to 1 put with focus on December calls.

Bit Digital (BTBT) November weekly call option implied volatility is at 170, November is at 140; compared to its 52-week range of 78 to 176.

ProShares Trust – ProShares Bitcoin Strategy ETF (BITO) November weekly call option implied volatility is at 151, November is at 148; compared to its 52-week range of 53 to 115 as shares sell off 10%. Call put ratio 1.5 calls to 1 put.

Silvergate Capital (SI) 30-day option implied volatility is at 128; compared to its 52-week range of 74 to 175. Call put ratio 1 call to 1.7 puts.

Marathon Patent Group (MARA) November weekly call option implied volatility is at 213, November is at 175; compared to its 52-week range of 98 to 183.

Riot Blockchain (RIOT) November weekly call option implied volatility is at 199, November is at 164; compared to its 52-week range of 90 to 176.

Straddle price into quarter results.

Rivian (RIVN) November weekly 32 straddle priced for a move of 13% into the expected release of quarter results today after the bell.

Roblox (RBLX) November weekly 39 straddle priced for a move of 14% into the expected release of quarter results today before the bell.

Unity Software (U) November weekly 24 straddle priced for a move of 19% into the expected release of quarter results today after the bell.

Dutch Bros (BROS) November weekly 32 straddle priced for a move of 18% into the expected release of quarter results today after the bell.

Tapestry (TPR) November weekly 32 straddle priced for a move of 9% into the expected release of quarter results before the bell on November 10.

Ralph Lauren (RL) November 95 straddle priced for a move of 9% into the expected release of quarter results before the bell on November 10.

Endeavor (EDR) November 22.50 straddle priced for a move of 11% into the expected release of quarter results after the bell on November 10.

Toast (TOST) November 20 straddle priced for a move of 17% into the expected release of quarter results after the bell on November 10.

Nio (NIO) November weekly 10.50 straddle priced for a move of 10% into the expected release of quarter results before the bell on November 10.

We Work (WE) November weekly straddle 2.5 priced for a move of 20% into the expected release of quarter results before the bell on November 10.

Yeti (YETI) November weekly 32 straddle priced for a move of 15% into the expected release of quarter results before the bell on November 10. Call put ratio 4.7 calls to 1 put.

Okta, Inc. (OKTA) November weekly call option implied volatility is at 122, November is at 90; compared to its 52-week range of 40 to 99 into hosting an virtual investor day today.

Options with decreasing option implied volatility: TRQ ROKU DASH BILL CFLT GOOS FSLY HRB Z ETSY RKT QCOM EA
Increasing unusual option volume: CARG PHUN BBD IGT DNMR ORCC HAS
Increasing unusual call option volume: IGT PHUN GFI DNMR BSM FIVN R PLNT
Increasing unusual put option volume: CIM ORCC HAS ENB YANG APLS SI DDD HBI
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

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