Pre-Market IV Report October 17, 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: SE SAVA VMW CSCO SGEN VMW LAZY HLF GTN SE ZIM BITO JAZZ PRTA ICPT TGT TSN CSCO
Stocks expected to have increasing option volume: JNJ BAC USB MS GS BX ADTN
Straddle prices into quarter results
United Airlines (UAL) October 39.50 straddle is priced for a move of 5.5% into the expected release of quarter results today after the bell.
Tesla (TSLA) October 252.50 straddle is priced for a move of 7% 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 79 straddle is priced for a move of 4.5% into the expected release of quarter results before the bell on October 18.
U.S. Bancorp (USB) October 32.50 straddle is priced for a move of 5.5% into the expected release of quarter results before the bell on October 18.
Proctor & Gamble (PG) October 145 straddle is priced for a move of 3.5% into the expected release of quarter results before the bell on October 18.
Lam Research (LRCX) October 650 straddle is priced for a move of 6% into the expected release of quarter results after the bell on October 18.
Las Vegas Sands (LVS) October 146 straddle is priced for a move of 3.5% into the expected release of quarter results on October 18.
Alcoa (AA) October 26.50 straddle is priced for a move of 8% into the expected release of quarter results after the bell on October 18.
Abbott Labs (ABT) October 92 straddle is priced for a move of 5% into the expected release of quarter results before the bell on October 18.
Kinder Morgan (KMI) October 17 straddle is priced for a move of 3% into the expected release of quarter results before the bell on October 18.
Nasdaq (NDAQ) October 50straddle is priced for a move of 3.5% into the expected release of quarter results before the bell on October 18.
M&T Bank (MTB) October 120 straddle is priced for a move of 6% into the expected release of quarter results before the bell on October 18.
State Street (STT) October 65 straddle is priced for a move of 5% into the expected release of quarter results before the bell on October 18.
Ally Financial (ALLY) October 25 straddle is priced for a move of 5.5% into the expected release of quarter results before the bell on October 18.
Zion Bancorp (ZION) October 36 straddle is priced for a move of 5.5% into the expected release of quarter results after the bell on October 18.
SL Green (SLG) October 35straddle is priced for a move of 8% into the expected release of quarter results after the bell on October 18.
Taiwan Semiconductor (TSM) October 91 straddle is priced for a move of 5.5% into the expected release of quarter results after the bell on October 19.
Ardelyx (ARDX) 30-day option implied volatility is at 177; compared to its 52-week range of 24 to 310 into October 17 FDA action date. Call put ratio 1.6 calls to 1 put on 16K contracts.
Options with decreasing option implied volatility: WBA TTOO SCHW DPZ DAL PNC C PXD WFC BLK JPM PEP UNH
Increasing unusual option volume: VSTO AMAM IMPP URTY FIVN EXPI HLT
Increasing unusual call option volume: ELAN TKO HLT JCI URTY IMPP
Increasing unusual put option volume: ARDX AKRO LW MDLZ MANU PPL SAVA BALL JETS
Popular stocks with increasing volume: PLTR SNAP PFE UBER COIN C SCHW
Active options: TSLA AAPL NVDA AMZN BAC MSFT AMD PLTR META SNAP MARA GOOGL PFE UBER COIN AMC GOOG C SCHW RIOT
Global S&P Futures mixed in premarket, up 1%, DAX mixed, WTI Crude oil recently at $86.50, natural gas mixed, gold at $1931
