Pre-Market IV Report October 27, 2022

Market Rebellion

This article was last updated on 10/27/2022.

Pre-Market IV Report October 27, 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: META PINS CMCSA F RUM BKLN EVTL CLR DLTR AAPL AMZN

Stocks expected to have increasing option volume: META PINS F ALGN TDOC F NOW AAPL AMZN TWTR INTC BA TDOC XOM

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

IV movers

Meta Platforms (META) October weekly call option implied volatility is at 202, November is at 108; compared to its 52-week range of 29 to 79 into lower than expected quarter results and outlook. Call put ratio 1.1 calls to 1 put.

Twitter (TWTR) October weekly call option implied volatility is at 65, November is at 26; compared to its 52-week range of 21 to 88 into Delaware Judge deadline for Elon Musk buyout. Call put ratio 1.8 calls to 1 put.

Straddle price into quarter results.

Apple (AAPL) October weekly 149 straddle priced for a move 4.5% into the expected release of quarter results today after the bell.

Amazon (AMZN) October weekly 115 straddle priced for a move 7.5% into the expected release of quarter results today after the bell.

T-Mobile (TMUS) October weekly 141 straddle priced for a move of 5% into the expected release of quarter results today after the bell.

Intel (INTC) October weekly 27 straddle priced for a move of 8.5% into the expected release of quarter results today after the bell.

Pinterest (PINS) October weekly 22 straddle priced for a move of 13% into the expected release of quarter results today after the bell.

Exxon (XOM) October weekly 107 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on October 28.

Chevron (CVX) October weekly 177 straddle priced for a move of 3.5 % into the expected release of quarter results before the bell on October 28.

NextEra (NEE) November 75 straddle priced for a move of 7% into the expected release of quarter results before the bell on October 28.

Colgate-Palmolive (CL) October weekly 73 straddle priced for a move of 4% into the expected release of quarter results before the bell on October 28.

AbbVie (ABBV) October weekly 152 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on October 28.

Charter Communications (CHTR) October weekly 345 straddle priced for a move of 7% into the expected release of quarter results before the bell on October 28.

Options with decreasing option implied volatility: WEBR SNAP GME JBLU DB TSLA HOG UPS SAVE DFS
Increasing unusual option volume: PRVB CSTM RLX XP PACB BKLN
Increasing unusual call option volume: PRVB RLX FRPT VGK CSTM
Increasing unusual put option volume: NYCB BKLN PACB SKX REM
Popular stocks increasing volume: SNAP PBR F T BA NIO DKNG BAC
Active options: TSLA BABA GOOGL AAPL MSFT META GOOG AMZN AMD NVDA NFLX TWTR SNAP PBR F T BA NIO DKNG BAC
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $88, natural gas mixed, gold at $1668

Subscribe to Daily IV Report

Never miss a Daily IV Report—let us deliver it right to your inbox.

By clicking Subscribe, you agree to receive marketing offers from Market Rebellion, and its affiliates, subsidiaries, or agents in the form of emails, pre-recorded messages, text messages, and autodialed calls at the email address and phone number provided above, even if the phone number is present on a state or national Do Not Call list. You recognize that you are not required to provide this consent as a condition of purchase and that you can withdraw consent at any time. Data rates may apply. By clicking below, you also agree to our  Terms of Use  and acknowledge our  Privacy Policy.

Black Friday Deal—Save 15% OFF Any Trading Service!

Use Code blackfriday2022 at checkout.

Days
Hours
Minutes
Seconds