Pre-Market IV Report October 23, 2023

Pre-Market IV Report October 23, 2023

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Pre-Market IV Report October 23, 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: VET VMW VRT BITO CSCO VQNR MOR REPL VFS BOWL IMTX TRUP RUN CORT GGAL RF BAM OKTA MASI CFR ZION UA

Stocks expected to have increasing option volume: CDNS CLF WHR MSFT GOOGL V KO SNAP GM GE VZ TGH OKTA

Apple (AAPL) 30-day option implied volatility is at 29; compared to its 52-week range of 17 to 45 into expected release of quarter results after the bell on November 2.

Straddle prices into quarter results

Microsoft (MSFT) October weekly 325 straddle is priced for a move of 5.5% into the expected release of quarter results after the bell on October 24.

Alphabet (GOOGL) October weekly 135 straddle is priced for a move of 5% into the expected release of quarter results after the bell on October 24.

Visa (V) October weekly 232.50 straddle is priced for a move of 4.5% into the expected release of quarter results after the bell on October 24.

Coca-Cola (KO) October weekly 50 straddle is priced for a move of 4% into the expected release of quarter results before the bell on October 24.

Snap (SNAP) October weekly 9.5 straddle is priced for a move of 19% into the expected release of quarter results after the bell on October 24.

General Electric (GE) October weekly 106 straddle is priced for a move of 6.5% into the expected release of quarter results before the bell on October 24.

General Motors (GM) October weekly 29.50 straddle is priced for a move of 6% into the expected release of quarter results before the bell on October 24.

Verizon (VZ) October weekly 31.50 straddle is priced for a move of 4% into the expected release of quarter results before the bell on October 24.

Novartis (NVS) November 95 straddle is priced for a move of 5% into the expected release of quarter results before the bell on October 24.

Danaher (DHR) October weekly 205 straddle is priced for a move of 5% into the expected release of quarter results before the bell on October 24.

Texas Instruments (TXN) October weekly 148 straddle is priced for a move of 4.5% into the expected release of quarter results before the bell on October 24.

NextEra (NEE) October weekly 52 straddle is priced for a move of 5% into the expected release of quarter results before the bell on October 24.

RTX Corp (RTX) October weekly 72 straddle is priced for a move of 5% into the expected release of quarter results before the bell on October 24.

Canadian National (CNI) October weekly 106 straddle is priced for a move of 6% into the expected release of quarter results before the bell on October 24.

Halliburton (HAL) October weekly 42 straddle is priced for a move of 4.5% into the expected release of quarter results before the bell on October 24.

Spotify (SPOT) October weekly 150 straddle is priced for a move of 11.50% into the expected release of quarter results before the bell on October 24.

Corning (GLW) October weekly 27 straddle is priced for a move of 5.5% into the expected release of quarter results before the bell on October 24.

Kimberly-Clark (KMB) October weekly 123 straddle is priced for a move of 3.5% into the expected release of quarter results before the bell on October 24.

PacWest (PACW) October weekly 7.5 straddle is priced for a move of 19% into the expected release of quarter results before the bell on October 24.

IBM (IBM) October weekly 137 straddle is priced for a move of 4.5% into the expected release of quarter results after the bell on October 25.

Boeing (BA) October weekly 180 straddle is priced for a move of 6.5% into the expected release of quarter results before the bell on October 25.

Meta Platforms (META) October weekly 307.50 straddle is priced for a move of 8% into the expected release of quarter results after the bell on October 25.

Okta, Inc. (OKTA) 30-day option implied volatility is at 49; compared to its 52-week range of 31 to 94. Call put ratio 1 call to 1 put on 56K contracts amid wide price movement.

Options with decreasing option implied volatility: NFLX ISRG DFS ELV ABT PG CPRI ET
Increasing unusual option volume: REPL BKLN IJR OBE KODK PII EWU ACI
Increasing unusual call option volume: IJR REPL OBE KODK ETRN VMW
Increasing unusual put option volume: ICLN BKLN AVXL RF FEZ EWU CTLT
Popular stocks with increasing volume: BAC PLTR T PYPL SNAP PFE AMC BABA COIN
Active options: TSLA NVDA AAPL AMZN AMD BAC META NFLX PLTR MSFT GOOGL GOOG T PYPL MARA SNAP PFE AMC BABA COIN
Global S&P Futures mixed in premarket, Nikkei mixed to lower, DAX mixed, WTI Crude oil recently at $87.50, natural gas mixed, gold at $1987

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