Pre-Market IV Report October 28, 2022

Market Rebellion

This article was last updated on 10/28/2022.

Pre-Market IV Report October 28, 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: PINS TMUS AAPL AMZN CLR INTC AAPL STSA TNCH XELA CEI

Stocks expected to have increasing option volume: AAPL AMZN XOM CVX CHTR PINS TMUS META X CHTR NWL

SPDR S&P 500 ETF Trust (SPY) 30-day option implied is at 26; compared to its 52-week range of 12 to 56 into Federal Reserve officials meet November 1-2, October employment report on November 4.

PowerShares QQQ Trust (QQQ) 30-day option implied is at 33; compared to its 52-week range of 16 to 40 into 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 82, November is at 71; compared to its 52-week range of 29 to 79 after lower than expected outlook. Call put ratio 1 call to 1.2 puts.

Twitter (TWTR) October weekly call option implied volatility is at 22, November is at 16; compared to its 52-week range of 21 to 88 amid Elon Musk buyout. Call put ratio 2.4 calls to 1 put.

Straddle price into quarter results.

Exxon (XOM) October weekly 108 straddle priced for a move of 3.5% into the expected release of quarter results today before the bell.

Chevron (CVX) October weekly 177 straddle priced for a move of 4% into the expected release of quarter results today before the bell.

NXP Semiconductors (NXPI) November weekly 145 straddle priced for a move of 8% into the expected release of quarter results after the bell on October 31.

Airbnb (ABNB) November weekly 112 straddle priced for a move of 10% into the expected release of quarter results after the bell on November 1.

Uber (UBER) November weekly 28 straddle priced for a move of 12% into the expected release of quarter results after the bell on November 1.

Electronic Arts (EA) November weekly 128 straddle priced for a move of 6% into the expected release of quarter results after the bell on November 1.

Eli Lilly (LLY) November weekly 355 straddle priced for a move of 4% into the expected release of quarter results before the bell on November 1.

Pfizer (PFE) November weekly 45.50 straddle priced for a move of 5.5% into the expected release of quarter results before the bell on November 1.

Advanced Micro Devices (AMD) November weekly 58.50 straddle priced for a move of 9.5% into the expected release of quarter results after the bell on November 1.

SoFi (SOFI) November weekly 5.5 straddle priced for a move of 15% into the expected release of quarter results after the bell on November 1.

Options with decreasing option implied volatility: SNAP WEBR GME JBLU TDOC TWTR WDC SPOT UPS
Increasing unusual option volume: BKLN R WB HEAR HST CHS NWL IGT
Increasing unusual call option volume: WB R HEAR IGT MODG VNO
Increasing unusual put option volume: BKLN HST VNQ TEN NWL HRL RVLV XRX
Popular stocks increasing volume: PINS NIO BA SHOP BABA PBR SNAP
Active options: META TSLA AAPL AMZN NVDA TWTR MSFT F SHOP GOOGL AMD INTC GOOG NFLX BABA PBR SNAP PINS NIO BA
Global S&P Futures mixed to lower in premarket, Nikkei down 0.8%, DAX down 1%, WTI Crude oil recently at $88, natural gas down 1%, gold at $1654

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