Pre-Market IV Report October 30, 2023

Pre-Market IV Report October 30, 2023

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Pre-Market IV Report October 30, 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: XPO ANF IGT BITO DKS SBSW DLTR SPLK ITCI PRGO BIP AOS LRN CPRI BKLN FXY

Stocks expected to have increasing option volume: MCD ON PINS SOFI CHKP XPO VNO GT AMD PFE AMGN

Option IV into FOMC policy meeting

NVIDIA (NVDA) 30-day option implied volatility is at 58; compared to its 52-week range of 37 to 68.

Tesla (TSLA) 30-day option implied volatility is at 51; compared to its 52-week range of 42 to 96.

Microsoft (MSFT) 30-day option implied volatility is at 27; 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.

Intel (INTC) 30-day option implied volatility is at 35; compared to its 52-week range of 30 to 59 into 5th Gen Intel® Xeon® processors launch on December 14.

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 19; compared to its 52-week range of 11 to 29.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 24; compared to its 52-week range of 16 to 32.

iShares 20+ Year Treasury Bond ETF (TLT) 30-day option implied volatility is at 22; compared to its 52-week range of 13 to 26.

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 33; compared to its 52-week range of 25 to 45. Call put ratio 4.3 calls to 1 put as gold trades above $2000.

Straddle prices into quarter results

McDonald’s (MCD) November weekly 255 straddle is priced for a move of 4% into the expected release of quarter results today before the bell. Call put ratio 1.9 calls to 1 put.

ON Semiconductor (ON) November weekly 84 straddle is priced for a move of 8% into the expected release of quarter results today before the bell.

Pinterest (PINS) November weekly 24.50 straddle is priced for a move of 11% into the expected release of quarter results today after the bell.

XPO (XPO) November 67.50 straddle is priced for a move of 14% into the expected release of quarter results today before the bell.

SoFi (SOFI) November weekly 7 straddle is priced for a move of 18% into the expected release of quarter results today before the bell.

Pfizer (PFE) November weekly 30 straddle is priced for a move of 4% into the expected release of quarter results before the bell on October 31.

Advanced Micro Devices (AMD) November weekly 96 straddle is priced for a move of 8% into the expected release of quarter results after the bell on October 31.

Amgen (AMGN) November weekly 260 straddle is priced for a move of 4% into the expected release of quarter results before the bell on October 31.

Caterpillar (CAT) November weekly 237 straddle is priced for a move of 5.5% into the expected release of quarter results before the bell on October 31.

BP (BP) November weekly 38 straddle is priced for a move of 4% into the expected release of quarter results before the bell on October 31.

Anheuser-Busch (BUD) November weekly 52 straddle is priced for a move of 5% into the expected release of quarter results before the bell on October 31.

Stellantis (STLA) November 18 straddle is priced for a move of 7% into the expected release of quarter results before the bell on October 31.

GE Healthcare (GEHC) November weekly 63 straddle is priced for a move of 5.5% into the expected release of quarter results before the bell on October 31.

Marathon Petroleum (MPC) November weekly 145 straddle is priced for a move of 4.5% into the expected release of quarter results before the bell on October 31.

Ecolab (ECL) November 160 straddle is priced for a move of 5% into the expected release of quarter results before the bell on October 31.

First Solar (FSLR) November weekly 143 straddle is priced for a move of 11% into the expected release of quarter results after the bell on October 31.

Match (MTCH) November weekly 34 straddle is priced for a move of 10% into the expected release of quarter results after the bell on October 31. Call put ratio 1 call to 8.2 puts.

Chesapeake (CHK) November 85 straddle is priced for a move of 8% into the expected release of quarter results after the bell on October 31.

Caesars (CZR) November weekly 39 straddle is priced for a move of 8% into the expected release of quarter results after the bell on October 31.

Sirius (SIRI) November weekly 4 straddle is priced for a move of 15% into the expected release of quarter results before the bell on October 31.

Options with decreasing option implied volatility: SNAP VET VKTX VRT TDOC ENPH ALGN SPOT QS CMG
Increasing unusual option volume: EDR BKLN FLEX AX PAGP PAA XPO PSEC DECK
Increasing unusual call option volume: EDR FKEX PAGP PAA TPX XLI XPO NWL GDDY
Increasing unusual put option volume: EDR BKLN PSEC XPO AX NWL VNQ IBB CVE DECK OIH THC
Popular stocks with increasing volume: INTC BAC SQ CVX SOFI COIN XOM PLTR
Active options: AMZN TSLA NVDA AAPL F GOOGL META MSFT INTC AMD GOOG BAC ENPH SQ NFLX CVX SOFI COIN XOM PLTR
Global S&P Futures mixed to higher in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $84, natural gas down 3.5%, gold at $2005

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