Pre-Market IV Report October 20, 2022

Market Rebellion

This article was last updated on 10/20/2022.

Pre-Market IV Report October 20, 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: SNAP T TSLA WHR AXP AA THC TCDA SPPI MGTA FNHC CEI

Stocks expected to have increasing option volume: TSLA LVS IBM AA AAL KMI SNAP AXP SLB VZ T ALL

Option IV into FOMC meeting on November 2 and October employment report on November 4

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 29; compared to its 52-week range of 12 to 55.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 35; compared to its 52-week range of 16 to 40.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 70; compared to its 52-week range of 28 to 91.

iShares Russell 2000 ETF (IWM) 30-day option implied volatility is at 33; compared to its 52-week range of 18 to 38 into FOMC meeting on November 2 and October employment report on November 4. Call put ratio 1 call to 2 puts.

Straddle price into quarter results.

Snap (SNAP) October 11 straddle priced for a move of 20% into the expected release of quarter results today after the bell.

Boston Beer (SAM) October 340 straddle priced for a move of 11% into the expected release of quarter results today after the bell.

Verizon (VZ) October 36.50 straddle priced for a move of 4% into the expected release of quarter results before the bell on October 21.

American Express (AXP) October 144 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on October 21.

Schlumberger (SLB) October 45 straddle priced for a move of 5% into the expected release of quarter results before the bell on October 21.

HCA Holdings (HCA) October 210 straddle priced for a move of 6.5% into the expected release of quarter results before the bell on October 21.

Tenet Healthcare (THC) October 55 straddle priced for a move of 7% into the expected release of quarter results before the bell on October 21.

Twitter (TWTR) 30-day option implied volatility is at 30; compared to its 52-week range of 20 to 88.

Options with decreasing option implied volatility: RLMD CLR ACI WBA TWTR C JPM PG
Increasing unusual option volume: CLR SNY ACI TCDA XP OLPX MVST R ADT MBB
Increasing unusual call option volume: ACI GNRC MVST XP ADT CLR FOXA GSM JBHT
Increasing unusual put option volume: CS ALLY EWT EWI ACI TCDA YANG CG CANO
Popular stocks increasing volume: SNAP PBR AAL BABA XOM BAC TWTR XP UAL INTC
Active options: TSLA NFLX AAPL AMZN AMD NIO NVDA SNAP META MSFT PBR AAL BABA XOM BAC TWTR XP UAL GOOGL INTC
Global S&P Futures lower in premarket, Nikkei lower, DAX lower, WTI Crude oil recently at $87, natural gas lower, gold at $1638

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