Pre-Market IV Report October 17, 2022

Market Rebellion

This article was last updated on 10/17/2022.

Pre-Market IV Report October 17, 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: EVTL VERU NDAQ SHY TCDA IMUX XELA MIST

Stocks expected to have increasing option volume: BAC NFLX WHR

Goldman Sachs (GS) 30-day option implied volatility is at 42; compared to its 52-week range of 22 to 44. Call put ratio 1 call to 1 put into quarter results.

Straddle price into quarter results.

Bank of America (BAC) October 31.50 straddle priced for a move of 5.5% into the expected release of quarter results before the bell on October 17.

The Charles Schwab Corp (SCHW) October 69 straddle priced for a move of 6.5% into the expected release of quarter results before the bell on October 17.

Bank of New York (BK) October 38.50 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on October 17.

Johnson & Johnson (JNJ) October 165 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on October 18.

Lockheed Martin (LMT) October 380 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on October 18.

Netflix (NFLX) October 230 straddle priced for a move of 12% into the expected release of quarter results after the bell on October 18.

Intuitive Surgical (ISRG) October 182.50 straddle priced for a move of 8% into the expected release of quarter results after the bell on October 18.

State Street (STT) October 60 straddle priced for a move of 7% into the expected release of quarter results before the bell on October 18.

Goldman Sachs (GS) October 300 straddle priced for a move of 5.5% into the expected release of quarter results before the bell on October 18.

J.B. Hunt Transport (JBHT) October 165 straddle priced for a move of 7% into the expected release of quarter results after the bell on October 18.

United Airlines (UAL) October 35.50 straddle priced for a move of 9% into the expected release of quarter results after the bell on October 18.

Hasbro (HAS) October 67.50 straddle priced for a move of 8% into the expected release of quarter results before the bell on October 18.

Albertsons (ACI) October 26 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on October 18.

Tesla (TSLA) October 205 straddle priced for a move of 10% into the expected release of quarter results after the bell on October 19.

NASDAQ (NASDAQ) October 55 straddle priced for a move of 6% into the expected release of quarter results on October 19.

iShares China Large-Cap (FXI) 30-day option implied volatility is at 40; compared to its 52-week range of 23 to 56. Call put ratio 2.7 calls to 1 put amid Xi Jinping third term.

Options with decreasing option implied volatility: RLMD TWTR ACI WBA DPZ
Increasing unusual option volume: R ACI TIP IGT ADT CSTM
Increasing unusual call option volume: TIP ACI NNOX ADT LAZR NLY TCDA
Increasing unusual put option volume: IGT ACI TCDA UAA MCHI REM HRL YANG LQD
Popular stocks increasing volume: NKLA JPM RIVN AMC NIO INTC C SQ WFC COIN
Active options: TSLA AAPL AMZN NVDA AMD NKLA NFLX BAC JPM MSFT RIVN META GOOGL AMC NIO INTC C SQ WFC COIN
Global S&P Futures up in premarket, Nikkei down 1%, DAX mixed, WTI Crude oil recently at $86, natural gas down 3%, gold at $1660

Subscribe to Daily IV Report

Never miss a Daily IV Report—let us deliver it right to your inbox.

By clicking Subscribe, you agree to receive marketing offers from Market Rebellion, and its affiliates, subsidiaries, or agents in the form of emails, pre-recorded messages, text messages, and autodialed calls at the email address and phone number provided above, even if the phone number is present on a state or national Do Not Call list. You recognize that you are not required to provide this consent as a condition of purchase and that you can withdraw consent at any time. Data rates may apply. By clicking below, you also agree to our  Terms of Use  and acknowledge our  Privacy Policy.

ROUNDTABLE WEBINAR SPECIAL

Score 10% OFF ON ALL Annual Trading Services & Education Courses!

Give us a call at (888)809-8058 to explore the deal. Offer ends Friday!

Days
Hours
Minutes
Seconds