Pre-Market IV Report October 26, 2023

Pre-Market IV Report October 26, 2023

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Pre-Market IV Report October 26, 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: FL BITO NOVA BITO ANF DKS DLTR NVDA BURL BBY VFS NOVA PEGA SQ SVIX PENN FOUR BILL DRV CTLT

Stocks expected to have increasing option volume: META AMZN CMCSA MRK MA BMY HON NOC CMG F KVUE COF NEM LUV STX DECK KLAC IBM NSC HLT EDR NOW GM STLA MAT EDR TKO

Option IV for leaders into events

Microsoft (MSFT) 30-day option implied volatility is at 26; compared to its 52-week range of 19 to 39 into Copilot launches November 1.

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

Option IV amid interest rates movement into FOMC and USA funding

iShares 20+ Year Treasury Bond ETF (TLT) 30-day option implied volatility at 24, SPDR S&P 500 ETF Trust (SPY) at 18.

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 18; compared to its 52-week range of 11 to 29.

iShares 20+ Year Treasury Bond ETF (TLT) 30-day option implied volatility is at 24; compared to its 52-week range of 13 to 29.

Straddle prices into quarter results

United Parcel (UPS) October weekly 146 straddle is priced for a move of 5% into the expected release of quarter results today before the bell.

Amazon (AMZN) October weekly 121 straddle is priced for a move of 6.5% into the expected release of quarter results today after the bell.

Intel (INTC) October weekly 32.50 straddle is priced for a move of 7% into the expected release of quarter results today after the bell.

Chipotle Mexican (CMG) October weekly 1840 straddle is priced for a move of 7% into the expected release of quarter results today after the bell on October 26.

Ford (F) October weekly 11.50 straddle is priced for a move of 6.5% into the expected release of quarter results today after the bell.

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

United States Steel (X) October weekly 32.50 straddle is priced for a move of 4% into the expected release of quarter results today after the bell.

Exxon Mobil (XOM) October weekly 108 straddle is priced for a move of 2.5% into the expected release of quarter results before the bell on October 27.

Chevron (CVX) October weekly 155 straddle is priced for a move of 2.5% into the expected release of quarter results before the bell on October 27.

AbbVie (ABBV) October weekly 145 straddle is priced for a move of 3.5% into the expected release of quarter results before the bell on October 27.

Charter (CHTR) October weekly 425 straddle is priced for a move of 5% into the expected release of quarter results before the bell on October 27.

Colgate (CL) November 75 straddle is priced for a move of 5% into the expected release of quarter results before the bell on October 27.

Phillips 66 (PSX) October weekly 110 straddle is priced for a move of 3% into the expected release of quarter results before the bell on October 27.

AutoNation (AN) November 130 straddle is priced for a move of 8.5% into the expected release of quarter results before the bell on October 27.

GM, F STLA option IV amid UAW contract headlines

General Motors (GM) 30-day option implied volatility is at 39; compared to its 52-week range of 27 to 46 amid UAW contract headlines.

Ford (F) 30-day option implied volatility is at 39; compared to its 52-week range of 27 to 578 amid UAW contract headlines and quarter results.

Stellantis (STLA) 30-day option implied volatility is at 33; compared to its 52-week range of 23 to 423.

Canibas options active amid Washington leadership headlines

Tilray, Inc. (TLRY) 30-day option implied volatility is at 93; compared to its 52-week range of 67 to 126. Call put ratio 8.2 calls to 1 put.

Aurora Cannabis (ACB) 30-day option implied volatility is at 134; compared to its 52-week range of 20 to 216. Call put ratio 13.6 calls to 1 put.

Canopy Growth (CGC) 30-day option implied volatility is at 166; compared to its 52-week range of 72 to 249. Call put ratio 17.9 calls to 1 put.

Sundial Growers (SNDL) 30-day option implied volatility is at 88; compared to its 52-week range of 60 to 111.

GrowGeneration Corp. (GRWG) 30-day option implied volatility is at 95; compared to its 52-week range of 43 to 113. Call put ratio 22 calls to 1 put.

Cronos Group (CRON) 30-day option implied volatility is at 54; compared to its 52-week range of 38 to 117.

AdvisorShares Pure US Cannabis ETF (MSOS) 30-day option implied volatility is at 72; compared to its 52-week range of 54 to 162.

Leafly Holdings, Inc. (LFLY) 30-day option implied volatility is at 59; compared to its 52-week range of 20 to 230.

Endeavor Group Holdings Inc. (EDR) 30-day option implied volatility is at 45; compared to its 52-week range of 24 to 79. Call put ratio 4.3 calls to 1 put with focus on November 20 calls into share price up after the bell.

Options with decreasing option implied volatility: VMW SNAP TDOC VRT SPOT NFLX ISRG GE VZ T PBR HES
Increasing unusual option volume: FLEX MCO HLT IGT BMBL ACRS BKLN INVZ
Increasing unusual call option volume: FLEX INVZ HLT IGT AEP FTAI LRN AM AVTR EDR
Increasing unusual put option volume: BGS BKLN BMBL VRT CARR TMO RY AKRO XP HCA
Popular stocks with increasing volume: SNAP BAC BA PYPL SQ PFE INTC RIOT PLTR
Active options: TSLA GOOGL MSFT GOOG AMZN NVDA AAPL SNAP BAC META AMD MARA BA PYPL INVZ SQ PFE INTC RIOT PLTR
Global S&P Futures lower in premarket, Nikkei down 2%, DAX mixed to lower, WTI Crude oil recently at $84.50, natural gas mixed, gold at $1995

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