Pre-Market IV Report October 6, 2022

Market Rebellion

This article was last updated on 10/06/2022.

Pre-Market IV Report October 6, 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: FAZE NLY EVTL ATVI AVDL RLMD VERU KLXE LILA TCDA RLMD NGM CEI QNCX

Stocks expected to have increasing option volume: TWTR SPY QQQ RUT COST

Option IV movers

Twitter (TWTR) October weekly call option implied volatility is at 90, October is at 47; compared to its 52-week range of 21 to 87 amid Elon Musk buyout headlines.

Tesla (TSLA) October weekly call option implied volatility is at 69, October is at 73; compared to its 52-week range of 21 to 88 amid Elon Musk headlines to purchase Twitter (TWTR). Call put ratio 1 call to 1 put into expected release of quarter results on October 19.

Option IV into September jobs report

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 26; compared to its 52-week range of 12 to 55 into September jobs report.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 33; compared to its 52-week range of 16 to 40.

iShares Russell 2000 ETF (IWM) 30-day option implied volatility is at 32 compared to its 52-week range of 18 to 38.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 62; compared to its 52-week range of 28 to 91.

IV movers

Tricida (TCDA) 30-day option implied volatility is at 436; compared to its 52-week range of 71 to 436.

Relmada Therapeutics (RLMD) 30-day option implied volatility is at 269; compared to its 52-week range of 68 to 271.

Humanigen Inc. (HGEN) 30-day option implied volatility is at 123; compared to its 52-week range of 21 to 360.

Straddle price into quarter results.

Conagra (CAG) October weekly 34 straddle priced for a move of 5% into the expected release of quarter results today before the bell. Call put ratio 2.1 calls to 1 put.

Constellation Brands (STZ) October weekly 235 straddle priced for a move of 5.5% into the expected release of quarter results today after the bell.

Levi’s (LEVI) October 16 straddle priced for a move of 15% into the expected release of quarter results today.

Tilray (TLRY) October straddle 3 priced for a move of 12% into the expected release of quarter results before the bell on October 7.

iShares China Large-Cap (FXI) 30-day option implied volatility is at 38; compared to its 52-week range of 23 to 55 ahead of Communist party congress. Call put ratio 14 calls to 1 put.

Options with decreasing option implied volatility: AMLX VIX ICPT TWTR ILMN KMX NKE
Increasing unusual option volume: COMM CS TCDA FRPT BNO HLT
Increasing unusual call option volume: COMM HLT BNO TCDA VALE TIP
Increasing unusual put option volume: CS CANO TCDA SPR REM
Popular stocks increasing volume: NKLA BAC AMC CCL OXY CS
Active options: TSLA AAPL TWTR AMD AMZN BABA META NVDA XOM F SNAP NFLX NKLA MSFT GOOGL BAC AMC CCL OXY CS
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $88, natural gas up 1%, gold at $1724

Subscribe to Daily IV Report

Never miss a Daily IV Report—let us deliver it right to your inbox.

By clicking Subscribe, you agree to receive marketing offers from Market Rebellion, and its affiliates, subsidiaries, or agents in the form of emails, pre-recorded messages, text messages, and autodialed calls at the email address and phone number provided above, even if the phone number is present on a state or national Do Not Call list. You recognize that you are not required to provide this consent as a condition of purchase and that you can withdraw consent at any time. Data rates may apply. By clicking below, you also agree to our  Terms of Use  and acknowledge our  Privacy Policy.

Black Friday Deal—Save 15% OFF Any Trading Service!

Use Code blackfriday2022 at checkout.

Days
Hours
Minutes
Seconds