Pre-Market IV Report October 12, 2023

Pre-Market IV Report October 12, 2023

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Pre-Market IV Report October 12, 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: MLTX LMAT FMS DVA CCPRI AKRO PSQH UPST PACW RBLW BROS CELH YETI CPRI TTD TPR

Stocks expected to have increasing option volume: MSFT NVO LLY BAX DVS MDT F DAL WBA UNH JPM C WFC PNC BLK

Leading movers into CPI

Eli Lilly & Co. (LLY) 30-day option implied volatility is at 34; compared to its 52-week range of 19 to 36.

NVIDIA (NVDA) 30-day option implied volatility is at 38; compared to its 52-week range of 38 to 68.

Novo Nordisk (NVO) 30-day option implied volatility is at 36; compared to its 52-week range of 20 to 67 amid wide price movement. Call put ratio 6.6 calls to 1 put.

Baxter (BAX) 30-day option implied volatility is at 43; compared to its 52-week range of 21 to 43 amid wide price movement. Call put ratio 1 call to 2.8 puts.

DaVita (DVA) 30-day option implied volatility is at 55; compared to its 52-week range of 22 to 78 amid price movement.

Medtronic (MDT) 30-day option implied volatility is at 24; compared to its 52-week range of 15 to 32 amid wide price movement. Call put ratio 1 call to 2.8 puts.

Straddle prices into quarter results and CPI

Delta (DAL) October weekly 36 straddle is priced for a move of 5.5% into the expected release of quarter results today before the bell.

Walgreens Boots (WBA) October weekly 22.50 straddle is priced for a move of 8.5% into the expected release of quarter results today before.

Fastenal (FAST) October 55 straddle is priced for a move of 5.5% into the expected release of quarter results today before the bell.

Domino’s Pizza (DPZ) October weekly 355 straddle is priced for a move of 7% into the expected release of quarter results today

Commercial Metal (CMC) October 48 straddle is priced for a move of 7% into the expected release of quarter results today.

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 146 straddle is priced for a move of 3.5% into the expected release of quarter results before the bell on October 13.

BlackRock (BLK) October weekly straddle is priced for a move of 3.5% into the expected release of quarter results before the bell on October 13.

Progressive Corp (PGR) October 145 straddle is priced for a move of 4.5% 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 39.50 straddle is priced for a move of 4% into the expected release of quarter results before the bell on October 13.

PNC Financial (PNC) October weekly 122 straddle is priced for a move of 3.5% into the expected release of quarter results before the bell on October 13.

Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility is at 18; compared to its 52-week range of 13 to 37 into bank quarter results.

SPDR S&P Regional Banking ETF (KRE) 30-day option implied volatility is at 32; compared to its 52-week range of 21 to 81 into bank quarter results.

CVS Health (CVS) 30-day option implied volatility is at 30; compared to its 52-week range of 19 to 37 into Walgreens Boots (WBA) quarter results.

Options with decreasing option implied volatility: DELL STZ ATVI PXD SIMO CAG AEHR
Increasing unusual option volume: BKLN IHI PTEN DVA AKRO
Increasing unusual call option volume: TPR DVA AKRO URNM ERIC
Increasing unusual put option volume: BAX BKLN ZBH FFIE MDLZ AMT BALL MNST
Popular stocks with increasing volume: XOM PLTR AMC BAC BA PLUG RIVN BABA
Active options: TSLA NVDA AAPL META AMZN XOM AMD CHPT PLTR GOOGL NFLX AMC MSFT BAC GOOG BA PLUG RIVN BABA MARA
Global S&P Futures down in premarket, Nikkei up 1.5%, DAX mixed, WTI Crude oil recently at $83.50, natural gas mixed, gold at $1893

Pauliefoster@hotmail.com
773 871 7308

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