Pre-Market IV Report October 5, 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: CVT KALV LFGB ADT AM ATVI NLY TCDA CEI RLMD HGEN ATIP
Stocks expected to have increasing option volume: TWTR SPY QQQ RUT TSLA GM CAG LW NCLH
Tesla (TSLA) October weekly call option implied volatility is at 66, October is at 70; compared to its 52-week range of 21 to 88 amid Elon Musk revives bid to purchase to Twitter (TWTR). Call put ratio 1 call to 1 put into expected release of quarter results on October 19.
Option implied volatility for Social Media
Twitter (TWTR) October weekly call option implied volatility is at 65, October is at 60; compared to its 52-week range of 21 to 87 amid Elon Musk revives bid to purchase.
Snap (SNAP) 30-day option implied volatility is at 100; compared to its 52-week range of 46 to 128. Call put ratio 3.3 calls to 1 put.
Meta Platforms (META) 30-day option implied volatility is at 61; compared to its 52-week range of 29 to 79 into expected release of quarter results on October 26. Call put ratio 1.6 calls to 1 put.
Pinterest (PINS) 30-day option implied volatility is at 90; compared to its 52-week range of 45 to 114. Call put ratio 2.1 calls to 1 put.
Yelp (YELP) 30-day option implied volatility is at 44; compared to its 52-week range of 36 to 102.
Alphabet (GOOG) 30-day option implied volatility is at 41; compared to its 52-week range of 20 to 49 into expected release of quarter results on October 24.
Straddle price into quarter results.
Lamb Wesson (LW) October 80 straddle priced for a move of 8% into the expected release of quarter results before the bell on October 5. Call put ratio 1 call to 7.5 puts.
Conagra (CAG) October weekly 34 straddle priced for a move of 5% into the expected release of quarter results before the bell on October 6. Call put ratio 2.1 calls to 1 put.
Constellation Brands (STZ) October weekly 237 straddle priced for a move of 5.5% into the expected release of quarter results after the bell on October 6.
Levi’s (LEVI) October 17 straddle priced for a move of 15% into the expected release of quarter results before the bell on October 6.
Tilray (TLRY) October straddle 3 priced for a move of 14% into the expected release of quarter results before the bell on October 7.
Options with decreasing option implied volatility: AMLX BIIB ICPT TWTR VXX UVIX VIXY EVTL KMX NKE
Increasing unusual option volume: CSTM CS CIM INDA STAA PZZA TCDA
Increasing unusual call option volume: CIM POSH INVZ IGT CS PLTK
Increasing unusual put option volume: INDA CS TIGR CIM PLTK MAT
Popular stocks increasing volume: NKLA AMC INTC SHOP NIO AAL OXY BABA
Active options: TSLA AAPL AMZN CCL AMD F NVDA NKLA META MSFT GOOGL AMC NFLX INTC SHOP NIO AAL MARA OXY BABA
Global S&P Futures lower in premarket, Nikkei up 0.5%, DAX down 0.5%, WTI Crude oil recently at $86, natural gas down 2%, gold at $1718
