Pre-Market IV Report October 31, 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: DELL SPLK SAVE IMTX DWAC CYTK ASC COCO ABAT AEHR BKLN AMBA ZETA
Stocks expected to have increasing option volume: PINS AMD PFE SPG RMBS WDC VFC BB CHGG CTLT LSCC WOLF ABNB PYPL
Option IV into Treasury funding outlook and FOMC policy meeting
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.
PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 23; compared to its 52-week range of 16 to 32.
Russel 2000 Index (RUT) 30-day option implied volatility is at 22; compared to its 52-week range of 16 to 30.
ARK Innovation ETF (ARKK) 30-day option implied volatility is at 43; compared to its 52-week range of 33 to 63.
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.
Straddle prices into quarter results
Advanced Micro Devices (AMD) November weekly 96 straddle is priced for a move of 8% into the expected release of quarter results today after the bell.
Qualcomm (QCOM) November weekly 108 straddle is priced for a move of 7% into the expected release of quarter results after the bell on November 1.
Mondelez (MDLZ) November weekly 66 straddle is priced for a move of 4.5% into the expected release of quarter results after the bell on November 1.
CVS Health (CVS) November weekly 68 straddle is priced for a move of 6% into the expected release of quarter results before the bell on November 1.
Airbnb (ABNB) November weekly 117 straddle is priced for a move of 8.5% into the expected release of quarter results after the bell on November 1.
PayPay (PYPL) November weekly 51 straddle is priced for a move of 10% into the expected release of quarter results after the bell on November 1.
Estee Lauder (EL) November 130 straddle is priced for a move of 10% into the expected release of quarter results before the bell on November 1.
Apollo (APO) November weekly 80 straddle is priced for a move of 7% into the expected release of quarter results before the bell on November 1.
American International Group (AIG) November weekly 61 straddle is priced for a move of 4% into the expected release of quarter results after the bell on November 1.
Kraft Heinz (KHC) November weekly 32 straddle is priced for a move of 4% into the expected release of quarter results before the bell on November 1.
Door Dash (DASH) November weekly 73 straddle is priced for a move of 11% into the expected release of quarter results after the bell on November 1.
Zillow (Z) November weekly 39 straddle is priced for a move of 11% into the expected release of quarter results after the bell on November 1.
Roku (ROKU) November weekly 56 straddle is priced for a move of 14% into the expected release of quarter results after the bell on November 1.
Etsy (ETSY) November weekly 61 straddle is priced for a move of 12.5% into the expected release of quarter results after the bell on November 1.
MicroStrategy (MSTR) November weekly 420 straddle is priced for a move of 8% into the expected release of quarter results after the bell on November 1.
e.l.f. Beauty (ELF) November weekly 103 straddle is priced for a move of 11% into the expected release of quarter results after the bell on November 1.
Norwegian Cruise Lines (NCLH) November weekly 13.50 straddle is priced for a move of 7.5% into the expected release of quarter results before the bell on November 1.
Options with decreasing option implied volatility: VKTX SNAP VRT TDOC FRHC SOFI ALGN SPOT
Increasing unusual option volume: COMM GGAL MHK IJR BKLN BMBL
Increasing unusual call option volume: IJR GGAL COMM ETRN AEP DQ
Increasing unusual put option volume: PBRA BMBL XRX RMBS IGT
Popular stocks with increasing volume: PLTR PFE PINS AMC BAC GM MARA RIVN
Active options: TSLA AMZN NVDA AAPL SOFI F META GOOGL AMD PLTR PFE GOOG PINS AMC BAC GM MARA RIVN ENPH
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $83, natural gas up 1%, gold at $2006
