Pre-Market IV Report October 10, 2022

Market Rebellion

This article was last updated on 10/10/2022.

Pre-Market IV Report October 10, 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

Stocks expected to have increasing option volume: RIVN JPM C BAC WFC USB DAL PEP AMD

Options with increasing option implied volatility: FAZE VERU MSOS ATVI MIST ACAD GFL TCDA RLMD OIG NGM MIST

Option IV amid wide price movements

Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility is at 32; compared to its 52-week range of 16 to 58 into bank quarter results. Call put ratio 1 call to 1.6 puts.

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 28; compared to its 52-week range of 12 to 55. Call put ratio 1 call to 1.3. puts.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 35; compared to its 52-week range of 16 to 40. Call put ratio 1 call to 1.1 puts.

iShares Russell 2000 ETF (IWM) 30-day option implied volatility is at 33 compared to its 52-week range of 18 to 38. Call put ratio 1 call to 2.2 puts.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 66; compared to its 52-week range of 28 to 91. Call put ratio 2 calls to 1 put.

Tesla (TSLA) October weekly call option implied volatility is at 67, October is at 76; compared to its 52-week range of 36 to 84 into the expected release of quarter results on October 19. Call put ratio 1 call to 1 put.

Twitter (TWTR) October weekly call option implied volatility is at 55, October is at 70; compared to its 52-week range of 21 to 87. Call put ratio 1 call to 1.6 puts.

Option IV movers

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 44; compared to its 52-week range of 20 to 49. Call put ratio 1 call to 2.3 puts.

Qualcomm (QCOM) 30-day option implied volatility is at 51; compared to its 52-week range 29 to 58.

Micron (MU) 30-day option implied volatility is at 51; compared to its 52-week range of 26 to 68.

Broadcom (AVGO) 30-day option implied volatility is at 39; compared to its 52-week range of 20 to 48.

Lam Research (LRCX) 30-day option implied volatility is at 56; compared to its 52-week range of 28 to 57.

Marvell Technology (MRVL) 30-day option implied volatility is at 61; compared to its 52-week range of 29 to 80.

Nvidia (NVDA) 30-day option implied volatility is at 62; compared to its 52-week range of 31 to 82.

Applied Materials (AMAT) 30-day option implied volatility is at 53; compared to its 52-week range of 30 to 60.

KLA-Tencor (KLAC) 30-day option implied volatility is at 51; compared to its 52-week range of 29 to 56.

Advanced Micro Devices, Inc. (AMD) 30-day option implied volatility is at 66; compared to its 52-week range of 34 to 73.

Straddle price into quarter results.

Delta Air Lines (DAL) October weekly 29.50 straddle priced for a move of 8% into the expected release of quarter results before the bell on October 11.

BlackRock (BLK) October weekly 550 straddle priced for a move of 5.5% into the expected release of quarter results before the bell on October 11.

PepsiCo (PEP) October weekly 160 straddle priced for a move of 3% into the expected release of quarter results before the bell on October 12.

Rivian (RIVN) 30-day option implied volatility is at 84; compared to its 52-week range of 65 to 176 into Rivian recalls nearly all vehicles due possible loose fastener.

DraftKings (DKNG) 30-day option implied volatility is at 91; compared to its 52-week range of 53 to 111. Call put ratio 4 calls to 1 put.

Brookdale Senior Living (BKD) 30-day option implied volatility is at 76; compared to its 52-week range of 38 to 90 after a report from Bloomberg News the company is exploring options including a potential sale. Call put ratio 15 calls to 1 put.

Cano Health (CANO) 30-day option implied volatility is at 101; compared to its 52-week range of 66 to 164 after reports from Bloomberg that CVS Health (CVS) is in exclusive talks to acquire the company. Call put ratio 5.4 calls to 1 put.

Options with decreasing option implied volatility: AEO
Increasing unusual option volume: ADT CANO VGK CS LEVI GRWG TCDA GSM MAPS
Increasing unusual call option volume: ADT CANO GRWG CS FEZ TCDA VALE MAPS
Increasing unusual put option volume: CANO LEVI CS VGK TCDA MAT AGNC
Popular stocks increasing volume: VALE TLRY PBR INTC CCL OXY DKNG
Active options: TSLA AAPL AMD TWTR AMZN NVDA VALE META TLRY MSFT PBR NFLX XOM INTC CCL OXY DKNG GOOGL NIO CANO
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $92, natural gas mixed, gold at $1694

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