Pre-Market IV Report October 26, 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 DLTR BBBY NEX QGEN SIVB LFG MSFT GOOG BA AAPL AMZN BRDS MULN VERU
Stocks expected to have increasing option volume: MSFT GOOGL GOOG AAPL AMZN TWTR INTC BA KHC APH HLT FTV STX HOG WING NYCB TMO BMY ADP BA GD BSX
Federal Reserve officials meet November 1-2, October employment report on November 4.
Straddle price into quarter results.
Meta Platforms (META) October weekly 138 straddle priced for a move of 13% into the expected release of quarter results today after the bell.
Apple (AAPL) October weekly 152 straddle priced for a move 4% into the expected release of quarter results after the bell on October 27.
Amazon (AMZN) October weekly 120 straddle priced for a move 7% into the expected release of quarter results after the bell on October 27.
T-Mobile (TMUS) October weekly 141 straddle priced for a move of 5% into the expected release of quarter results after the bell on October 27.
McDonalds (MCD) October weekly 255 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on October 27.
Mastercard (MA) October weekly 310 straddle priced for a move of 5.5% into the expected release of quarter results before the bell on October 27.
Merck (MRK) October weekly 98 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on October 27.
Comcast (CMCSA) October weekly 31.50 straddle priced for a move of 7% into the expected release of quarter results before the bell on October 27.
Honeywell (HON) October weekly 190 straddle priced for a move of 4% into the expected release of quarter results before the bell on October 27.
Intel (INTC) October weekly 27.50 straddle priced for a move of 8% into the expected release of quarter results after the bell on October 27.
Starbucks (SBUX) October weekly 85 straddle priced for a move of 4.5% into the expected release of quarter results on October 27.
Caterpillar (CAT) October weekly 195 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on October 27.
Gilead (GILD) October weekly 70 straddle priced for a move of 4% into the expected release of quarter results after the bell on October 27.
Northrop (NOC) October weekly 525 straddle priced for a move of 4% into the expected release of quarter results before the bell on October 27.
Southern Company (SO) October weekly 66 straddle priced for a move of 3% into the expected release of quarter results before the bell on October 27.
Vale (VALE) October weekly 13.50 straddle priced for a move of 5% into the expected release of quarter results before the bell on October 27.
Altria (MO) October weekly 46 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on October 27.
Shopify (SHOP) October weekly 30 straddle priced for a move of 12% into the expected release of quarter results before the bell on October 27.
Baxter (BAX) October weekly 57 straddle priced for a move of 5.5% into the expected release of quarter results before the bell on October 27.
Southwest Airlines (LUV) October weekly 30 straddle priced for a move of 10% into the expected release of quarter results before the bell on October 27.
Pinterest (PINS) October weekly 22.50 straddle priced for a move of 14% into the expected release of quarter results after the bell on October 27.
Check Point (CHKP) November 117 straddle priced for a move of 7% into the expected release of quarter results before the bell on October 27.
First Solar (FSLR) October weekly 127 straddle priced for a move of 8% into the expected release of quarter results after the bell on October 27.
Hertz (HTZ) November 20 straddle priced for a move of 12.5% into the expected release of quarter results before the bell on October 27.
United States Steel (X) October weekly 21.50 straddle priced for a move of 8% into the expected release of quarter results before the bell on October 27.
MicroStrategy (MSTR) October weekly 270 straddle priced for a move of 9% into the expected release of quarter results on October 27.
Twitter (TWTR) October weekly call option implied volatility is at 65, November is at 27; compared to its 52-week range of 21 to 88 into Delaware Judge deadline for Elon Musk buyout. Call put ratio 1.3 calls to 1 put.
Options with decreasing option implied volatility: WEBR UVIX NFLX JBLU VXX HCA IBM ISRG WHR T KMB VZ
Increasing unusual option volume: MNTV IFF HST XRX
Increasing unusual call option volume: MNTV IFF IGT TIGR YUMC
Increasing unusual put option volume: XRX PACB SKX HOG HST XPO TCDA
Popular stocks increasing volume: SNAP GOOGL BBBY TWTR META T GOOG AMC GME SOFI
Active options: TSLA AAPL SNAP AMD NVDA GOOGL BBBY AMZN BABA MSFT F NFLX NIO TWTR META T GOOG AMC GME SOFI
Global S&P Futures mixed to lower in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $85, natural gas up 1%, gold at $1677
