Pre-Market IV Report October 19, 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: FL CSCO TSN ROST TJX ZIM SAVA SAVE AYX M ZIM AAP
Stocks expected to have increasing option volume: NFLX TSLA LVS ZION EFX MRO DVN LRCX KMI SAP SLG DISH TMUS AA FX MRO DVN
Disney (DIS) option IV into ESPN metrics and Netflix (NFLX) results
Walt Disney (DIS) 30-day option implied volatility is at 35; compared to its 52-week range of 22 to 48 into ESPN metrics and Netflix (NFLX) results.
Straddle prices into quarter results
Intuitive Surgical (ISRG) October 275 straddle is priced for a move of 6.5% into the expected release of quarter results today after the bell.
American Express (AXP) October 155 straddle is priced for a move of 4% into the expected release of quarter results before the bell on October 20.
SLB (SLB) October 60 straddle is priced for a move of 5% into the expected release of quarter results before the bell on October 19.
Marathon Oil (MRO) 30-day option implied volatility is at 39; compared to its 52-week range of 27 to 61 into Bloomberg report on Devon Energy (DVN) combination talks. Call put ratio 3 calls to 1 put.
Devon Energy (DVN) 30-day option implied volatility is at 40; compared to its 52-week range of 26 to 59 into Bloomberg report on Marathon Oil (MRO) combination talks.
Equifax (EFX) 30-day option implied volatility is at 37; compared to its 52-week range of 21 to 85 into cutting FY23 outlook.
Sea Ltd. (SE) 30-day option implied volatility is at 81; compared to its 52-week range of 41 to 100.
Options with decreasing option implied volatility: SCHW TTOO CPRI ABT ELV STT DPZ PG UNH
Increasing unusual option volume: BEN LPG BFH SAP AMAM MNKD
Increasing unusual call option volume: FIGS LPG KBE MNKD LZ WSM
Increasing unusual put option volume: AKRO HCP DVA ARDX VMW BALL MS KDP
Popular stocks with increasing volume: MS PLTR NKLA UAL CCL LCID AAL RIVN XOM AMC
Active options: TSLA NVDA AAPL AMZN AMD BAC MSFT MS GOOGL PLTR NKLA UAL CCL LCID AAL NFLX RIVN XOM AMC
Global S&P Futures lower in premarket, Nikkei down 1.9%, DAX mixed to lower, WTI Crude oil recently at $88.50, natural gas mixed, gold at $1961
