Pre-Market IV Report October 25, 2022

Market Rebellion

This article was last updated on 10/25/2022.

Pre-Market IV Report October 25, 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 CLR CWEB AAN YANG GH LI YINN NIO PDD SMR GDS BILI TCOM JD BEKE SSTK EDU YY MGTA BSGM MULN BRDS VERU BABA NIO VIPS

Stocks expected to have increasing option volume: MSFT GOOGL GOOG AAPL AMZN TWTR UPS KO INTC BA DFS RRC RTX GE MMM ITW SHW ADM GM CNC BIIB KMB GLW TRU ST JBLU

Federal Reserve officials meet November 1-2, October employment report on November 4.

Straddle price into quarter results.

Alphabet (GOOGL) October weekly 102 straddle priced for a move of 6% into the expected release of quarter results after the bell on October 25.

Microsoft (MSFT) October weekly 247 straddle priced for a move of 5.5% into the expected release of quarter results after the bell on October 25.

Meta Platforms (META) October weekly 130 straddle priced for a move of 13% into the expected release of quarter results after the bell on October 26.

Bristol Meyers (BMY) October weekly 73 straddle priced for a move of 4% into the expected release of quarter results before the bell on October 26.

Boeing (BA) October weekly 142 straddle priced for a move of 6% into the expected release of quarter results before the bell on October 26.

General Dynamics (GD) October weekly 244 straddle priced for a move of 4% into the expected release of quarter results before the bell on October 26.

CME Group (CME) October weekly 172 straddle priced for a move 4% into the expected release of quarter results before the bell on October 26.

Ford (F) October weekly 12.50 straddle priced for a move of 7% into the expected release of quarter results on October 26.

Kraft Heinz (KHC) October weekly 36.50 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on October 26.

Suncor Energy (SU) October weekly 33 straddle priced for a move of 5% into the expected release of quarter results on October 26.

Hilton (HLT) November 130 straddle priced for a move 8% into the expected release of quarter results before the bell on October 26.

Seagate (STX) October weekly 56 straddle priced for a move 5% into the expected release of quarter results before the bell on October 26.

Harley Davidson (HOG) October weekly 36 straddle priced for a move of 10% into the expected release of quarter results before the bell on October 26.

Quantum Scape (QS) October weekly 8 straddle priced for a move of 11% into the expected release of quarter results after the bell on October 26.

Spirit Airlines (SAVE) October weekly 21 straddle priced for a move 6% into the expected release of quarter results on October 26.

Apple (AAPL) October weekly 149 straddle priced for a move 5% into the expected release of quarter results after the bell on October 27.

Amazon (AMZN) October weekly 120 straddle priced for a move 7.5% into the expected release of quarter results after the bell on October 27.

Option Movers

China stocks option IV after China’s Xi expands power as head of China’s ruling power

JD.com (JD) 30-day option implied is at 83; compared to its 52-week range of 42 to 96 after China’s Xi expands power as head of China’s ruling power.

Alibaba (BABA) 30-day option implied is at 77; compared to its 52-week range of 41 to 99 after China’s Xi expands power as head of China’s ruling power.

KraneShares CSI China Internet ETF (KWEB) 30-day option implied is at 75; compared to its 52-week range of 41 to 98 after China’s Xi expands power as head of China’s ruling power. Call put ratio 3.2 calls to 1 put.

Twitter (TWTR) October weekly call option implied volatility is at 80, November is at 57; compared to its 52-week range of 21 to 88 into Delaware Judge deadline for Elon Musk buyout. Call put ratio 1.2 calls to 1 put.

Options with decreasing option implied volatility: SNAP NFLX HCA IBM ISRG SAVE ACI TWTR PG T
Increasing unusual option volume: ZTO ARVL TCDA IRTC HST
Increasing unusual call option volume: IGT SG TCDA MCHI
Increasing unusual put option volume: ARVL TCDA IBN HST SBLK
Popular stocks increasing volume: BABA GM PBR NIO TWTR TSM PDD BAC T CHPT
Active options: TSLA SNAP AAPL BABA META PBR NIO AMZN AMD NVDA MSFT TWTR GOOGL NFLX TSM PDD BAC T CHPT GM
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $84, natural gas down 1.5%, gold at $1649

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