Pre-Market IV Report October 31, 2022

Market Rebellion

This article was last updated on 10/31/2022.

Pre-Market IV Report October 31, 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: RUM AVLX CLR GOSS AVXL NGM GME AMED HBI MCHI

Stocks expected to have increasing option volume: AMD QCOM NXPI EWZ PBR NXPI UNG

Option IV into end of month and quarter

SPDR S&P 500 ETF Trust (SPY) 30-day option implied is at 25; 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 31; compared to its 52-week range of 16 to 40 into Federal Reserve officials meet November 1-2, October employment report on November 4.

iShares MSCI Brazil (EWZ) November weekly call option implied volatility is at 97, November is at 73; compared to its 52-week range of 29 to 57 into Lulu wins Brazil’s presidential election. Call put ratio 3.8 calls to 1 put.

Petrobras (PBR) November weekly call option implied volatility is at 175, November is at 140; compared to its 52-week range of 37 to 110 into Lulu wins Brazil’s presidential election.

United States Natural Gas (UNG) 30-day option implied volatility is at 94; compared to its 52-week range of 35 to 149 into Lulu wins Brazil’s presidential election. Call put ratio 2.3 calls to 1 put.

Straddle price into quarter results.

Airbnb (ABNB) November weekly 115 straddle priced for a move of 9% into the expected release of quarter results after the bell on November 1.

Uber (UBER) November weekly 27.50 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 360 straddle priced for a move of 4% into the expected release of quarter results before the bell on November 1.

Pfizer (PFE) November weekly 47.50 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on November 1.

Advanced Micro Devices (AMD) November weekly 62 straddle priced for a move of 9% 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 18% into the expected release of quarter results after the bell on November 1.

BP (BP) November weekly 33 straddle priced for a move of 5% into the expected release of quarter results before the bell on November 1.

Newmont Mining (NEM) November weekly 43 straddle priced for a move of 6% into the expected release of quarter results before the bell on November 1.

Clorox (CLX) November weekly 148 straddle priced for a move of 6% into the expected release of quarter results after the bell on November 1.

Match Group (MTCH) November weekly 44 straddle priced for a move of 12% into the expected release of quarter results after the bell on November 1.

Caesars (CZR) November weekly 44 straddle priced for a move of 12% into the expected release of quarter results after the bell on November 1.

Mondelez (MDLZ) November weekly 62 straddle priced for a move of 4% into the expected release of quarter results after the bell on November 1.

Marathon Petroleum (MPC) November weekly 114 straddle priced for a move of 5% into the expected release of quarter results before the bell on November 1.\

Devon (DVN) November weekly 75 straddle priced for a move of 7% into the expected release of quarter results after the bell on November 1.

Options with decreasing option implied volatility: GNRC PSQ KMX SI AMLX WEBR PINS TDOC
Increasing unusual option volume: PMT R TEN GOL SHLS COMM LSCC PFSI
Increasing unusual call option volume: R FEZ EWY NOV COMM NWL PERI
Increasing unusual put option volume: TEN TAL PFSI PACB NYCB
Popular stocks increasing volume: INTC PBR GME BABA XOM NIO SNAP T PINS BAC
Active options: AAPL AMZN TSLA META NVDA AMD MSFT INTC GOOGL PBR GME GOOG NFLX BABA XOM NIO SNAP T PINS BAC
Global S&P Futures lower in premarket, Nikkei down 1.4%, DAX mixed, WTI Crude oil recently at $87, natural gas up 7%, gold at $1638

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