Pre-Market IV Report October 11, 2023
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: UPST PACW BROS CELH RBLX YETI CYTK GRPN MORF TIGR PGTI MRTX ORI
Stocks expected to have increasing option volume: DAL JPM UNH C WFC PNC BLK BAC GS DVA NVO
Straddle prices into quarter results
Delta (DAL) October weekly 35 straddle is priced for a move of 5.5% into the expected release of quarter results before the bell on October 12.
Walgreens Boots (WBA) October weekly 22.50 straddle is priced for a move of 8.5% into the expected release of quarter results before the bell on October 12.
Domino’s Pizza (DPZ) October weekly 355 straddle is priced for a move of 7.5% into the expected release of quarter results before the bell on October 12.
UnitedHealth (UNH) October weekly 525 straddle is priced for a move of 3.5% into the expected release of quarter results before the bell on October 13.
JPMorgan (JPM) October weekly 145 straddle is priced for a move of 3.5% into the expected release of quarter results before the bell on October 13.
Citigroup (C) October weekly 41.50 straddle is priced for a move of 4% into the expected release of quarter results before the bell on October 13.
Wells Fargo (WFC) October weekly 40 straddle is priced for a move of 4% into the expected release of quarter results before the bell on October 13.
Option Movers
Netflix (NFLX) October weekly call option implied volatility is at 39, October is at 66; compared to its 52-week range of 31 to 83 into the expected release of quarter results after the bell on October 18.
AMC Entertainment (AMC) 30-day option implied volatility is at 116; compared to its 52-week range of 73 to 594.
Block (SQ) 30-day option implied volatility is at 60; compared to its 52-week range of 37 to 92.
Warner Bros. Discovery (WBD) 30-day option implied volatility is at 54; compared to its 52-week range of 37 to 75 amid active October options.
Snap (SNAP) 30-day option implied volatility is at 99; compared to its 52-week range of 44 to 116. Call put ratio 2.4 calls to 1 put.
DaVita (DVA) 30-day option implied volatility is at 38; compared to its 52-week range of 22 to 78 into share price down into opening bell.
Hydrogen, charging station stocks option IV
Linde (LIN) 30-day option implied volatility is at 21; compared to its 52-week range of 15 to 74. Call put ratio 1 call to 6.7 puts.
Air Products (APD) 30-day option implied volatility is at 24; compared to its 52-week range of 14 to 77.
Chargepoint Holdings Inc. (CHPT) 30-day option implied volatility is at 82; compared to its 52-week range of 64 to 200.
EVgo (EVGO) 30-day option implied volatility is at 83; compared to its 52-week range of 57 to 127. Call put ratio 2.5 calls to 1 put.
Ballard Power (BLDP) 30-day option implied volatility is at 59; compared to its 52-week range of 45 to 84. Call put ratio 14.8 calls to 1 put.
Plug Power (PLUG) 30-day option implied volatility is at 88; compared to its 52-week range of 57 to 102. Call put ratio 3.7 calls to 1 put.
FuelCell Energy (FCEL) 30-day option implied volatility is at 90; compared to its 52-week range of 72 to 112. Call put ratio 6.6 calls to 1 put with focus on October and January calls.
Bloom Energy Corp. (BE) 30-day option implied volatility is at 70; compared to its 52-week range of 43 to 290. Call put ratio 1 call to 2.1 puts.
Options with decreasing option implied volatility: AEHR UVXY SVIX VIXY VXX HELE SVXY CAG STZ ATVI NANOS JEPI
Increasing unusual option volume: PZZA FLEX ETNB AKRO CMC HUYA EWG URTY
Increasing unusual call option volume: FLEX EWG AKRO PBRA URTY SMTC IGT TRP
Increasing unusual put option volume: NAT WE PZZA NEP VRT GOOS GRPN INFY
Popular stocks with increasing volume: PLTR BAC WBD RIVN AMC BA SNAP BABA SQ NIO
Active options: TSLA NVDA AAPL PLTR AMZN AMD BAC WBD META RIVN MSFT AMC GOOGL BA SNAP BABA SQ NIO NFLX MARA
Global S&P Futures down in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $86, natural gas up 1%, gold at $1882
