Pre-Market IV Report October 25, 2023

Pre-Market IV Report October 25, 2023

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Pre-Market IV Report October 25, 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: DLTR NVDA BBY SBSW BURL JWN BITO FL DKS ANF HCGS BITX CLS IMGN KRYS BITI ACCD NWG BEKE MSTR IGT IMAX PLD BKLN

Stocks expected to have increasing option volume: MSFT GOOGL GOOG SNAP SPWR BA CME META GM KLAC IBM NSC HLT

Straddle prices into quarter results

IBM (IBM) October weekly 138 straddle is priced for a move of 4.5% into the expected release of quarter results today after the bell on October 25.

Meta Platforms (META) October weekly 312.5 straddle is priced for a move of 8% into the expected release of quarter results today after the bell.

ServiceNow (NOW) October weekly 555 straddle is priced for a move of 6.5% into the expected release of quarter results today after the bell.

KLA Corp (KLAC) October weekly 470 straddle is priced for a move of 5.5% into the expected release of quarter results today after the bell.

Amazon (AMZN) October weekly 128 straddle is priced for a move of 6.5% into the expected release of quarter results after the bell on October 26.

Comcast (CMCSA) October weekly 43.50 straddle is priced for a move of 4% into the expected release of quarter results before the bell on October 26.

Mastercard (MA) October weekly 382 straddle is priced for a move of 3.5% into the expected release of quarter results before the bell on October 26.

Merck (MRK) October weekly 103 straddle is priced for a move of 3% into the expected release of quarter results before the bell on October 26.

Intel (INTC) October weekly 34.50 straddle is priced for a move of 7% into the expected release of quarter results after the bell on October 26.

United Parcel (UPS) October weekly 150 straddle is priced for a move of 5.5% into the expected release of quarter results before the bell on October 26.

Honeywell (HON) October weekly 180 straddle is priced for a move of 4% into the expected release of quarter results before the bell on October 26.

Bristol-Myers (BMY) October weekly 56 straddle is priced for a move of 5% into the expected release of quarter results before the bell on October 26.

Northrop Gruman (NOC) October weekly 480 straddle is priced for a move of 4% into the expected release of quarter results before the bell on October 26.

Pioneer Natural (PXD) October weekly 245 straddle is priced for a move of 3% into the expected release of quarter results before on October 26.

Chipotle Mexican (CMG) October weekly 1855 straddle is priced for a move of 7% into the expected release of quarter results after the bell on October 26.

Ford (F) October weekly 11.50 straddle is priced for a move of 8% into the expected release of quarter results after the bell on October 26.

Kenvue (KVUE) October weekly 20 straddle is priced for a move of 4% into the expected release of quarter results before the bell on October 26.

Capital One (COF) October weekly 89 straddle is priced for a move of 5.5% into the expected release of quarter results after the bell on October 26.

Newmont (NEM) October weekly 38 straddle is priced for a move of 4% into the expected release of quarter results before the bell on October 26.

Royal Caribbean (RCL) October weekly 82 straddle is priced for a move of 7.5% into the expected release of quarter results before the bell on October 26.

Southwest (LUV) October weekly 24 straddle is priced for a move of 6.5% into the expected release of quarter results before the bell on October 26.

Seagate (STX) October weekly 68 straddle is priced for a move of 8% into the expected release of quarter results before the bell on October 26.

Deckers Outdoor (DECK) November 500 straddle is priced for a move of 9% into the expected release of quarter results after the bell on October 26.

United States Steel (X) October weekly 32.50 straddle is priced for a move of 4.5% into the expected release of quarter results after the bell on October 26.

Mobileye (MBLY) November 35 straddle is priced for a move of 7% into the expected release of quarter results before the bell on October 26.

Options with decreasing option implied volatility: VZ KMB PG ABT T RTX GE PBR HES ISRG NFLX SPOT VMW
Increasing unusual option volume: COMM STNE FLEX IBRX BXMT IBRX ARR IAU
Increasing unusual call option volume: NWL BXMT FLEX STNE BALL COMM PLD
Increasing unusual put option volume: ARR STNE SAVE APTV RSP BXMT CFG DT PCAR
Popular stocks with increasing volume: SNAP COIN VZ BAC BABA NFLX PLTR INTC
Active options: TSLA NVDA MARA SNAP AAPL GOOGL MSFT AMZN COIN AMD RIOT GOOG META VZ STNE BAC BABA NFLX PLTR INTC
Global S&P Futures lower in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $86, natural gas mixed, gold at $1985

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