Pre-Market IV Report October 13, 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: PACW SGEN MOR PRTA NTRA CMTL ESTA AMLX AYX TNDM BOWL THC PEN LMAT RCM UTZ LW FLYW EDR
Stocks expected to have increasing option volume: JPM UNH C WFC PNC BLK BAC GS ATVI DG RAD SAVA CMTL GRPN
Straddle prices into quarter results
Charles Schwab (SCHW) October 51 straddle is priced for a move of 8% into the expected release of quarter results before the bell on October 16.
Johnson & Johnson (JNJ) October 155 straddle is priced for a move of 3.5% into the expected release of quarter results before the bell on October 17.
Bank of America (BAC) October 27 straddle is priced for a move of 4.4% into the expected release of quarter results before the bell on October 17.
Lockheed Martin (LMT) October 435 straddle is priced for a move of 3.5% into the expected release of quarter results before the bell on October 17.
Prologis (PLD) October 110 straddle is priced for a move of 4% into the expected release of quarter results before the bell on October 17.
Goldman Sachs (GS) October 310 straddle is priced for a move of 4% into the expected release of quarter results before the bell on October 17.
Bank of New York Mellon (BK) October 40 straddle is priced for a move of 5% into the expected release of quarter results before the bell on October 17.
United Airlines (UAL) October 40 straddle is priced for a move of 9% into the expected release of quarter results after the bell on October 17.
J.B. Hunt (JBHT) October 190 straddle is priced for a move of 5% into the expected release of quarter results after the bell on October 17.
Albertson (ACI) October 22 straddle is priced for a move of 4.5% into the expected release of quarter results before the bell on October 17.
Tesla (TSLA) October 260 straddle is priced for a move of 7.5% into the expected release of quarter results after the bell on October 18.
Netflix (NFLX) October 360 straddle is priced for a move of 8.5% into the expected release of quarter results after the bell on October 18.
Morgan Stanley (MS) October 77 straddle is priced for a move of 5% into the expected release of quarter results before the bell on October 18.
U.S. Bancorp (USB) October 32 straddle is priced for a move of 6% into the expected release of quarter results before the bell on October 18.
Proctor & Gamble (PG) October 143 straddle is priced for a move of 3.5% into the expected release of quarter results before the bell on October 18.
Gaming IV into MSFT-ATVI deal approved
Activision Blizzard (ATVI) 30-day option implied volatility is at 4; compared to its 52-week range of 3 to 45 into Microsoft (MSFT) $75B deal gets UK regulator’s final approval.
Electronic Arts (EA) 30-day option implied volatility is at 29; compared to its 52-week range of 15 to 38 into Microsoft (MSFT) deal to purchase Activision Blizzard (ATVI) gets UK regulator’s final approval.
Take-Two Interactive Software (TTWO) 30-day option implied volatility is at 38; compared to its 52-week range of 21 to 53.
Unity Software Inc. (U) 30-day option implied volatility is at 68; compared to its 52-week range of 47 to 114.
Options with decreasing option implied volatility: IMVT AEHR WBA DPZ SBSW PXD ATVI PEP
Increasing unusual option volume: CMC IHI PRGO BAX DVA EVLV PTEN
Increasing unusual call option volume: THC PRGO BAX MASI DVA VLY LW FAST
Increasing unusual put option volume: KBH BAX KDP IMGN MDLZ INMD AX LW
Popular stocks with increasing volume: PLTR AMC BAC AVGO DAL BAX WBA RIVN
Active options: TSLA NVDA AAPL AMZN AMD META PLTR MSFT CHPT AMC BAC AVGO DAL BAX NFLX GOOGL CVNA WBA RIVN GOOG
Global S&P Futures mixed in premarket, mixed, DAX mixed, WTI Crude oil recently at $84.70, natural down 1.5%, gold at $1894
