Pre-Market IV Report October 7, 2022

Market Rebellion

This article was last updated on 10/07/2022.

Pre-Market IV Report October 7, 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: ATVI MSOS VERU FAZE YOLO TWTR VERU TCDA RLMD NGM CEI EBON

Stocks expected to have increasing option volume: TWTR TSLA AMD DKNG LEVI AMD CVS TLRY ACB CGC CRON GRWG HEXO

Option IV movers

Advanced Micro Devices, Inc. (AMD) 30-day option implied volatility is at 63; compared to its 52-week range of 34 to 73 into the company revised estimates for the September quarter.

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 41; compared to its 52-week range of 20 to 49 into Advanced Micro Devices, Inc. (AMD) revised estimates for the September quarter.

DraftKings (DKNG) 30-day option implied volatility is at 89; compared to its 52-week range of 53 to 111 into report of a partnership with ESPN.

Twitter (TWTR) October weekly call option implied volatility is at 98, October is at 83; 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 77, October is at 75; compared to its 52-week range of 21 to 88 amid Elon Musk headlines to purchase to 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 28; compared to its 52-week range of 12 to 55.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 34; compared to its 52-week range of 16 to 40.

iShares Russell 2000 ETF (IWM) 30-day option implied volatility is at 33 compared to its 52-week range of 18 to 38.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 64; compared to its 52-week range of 28 to 91.

Option movers

Tilray, Inc. (TLRY) 30-day option implied volatility is at 162; compared to its 52-week range of 67 to 161 into the expected release of quarter results. Call put ratio 3.5 calls to 1 put.

Aurora Cannabis (ACB) 30-day option implied volatility is at 122; compared to its 52-week range of 71 to 122. Call put ratio 82 calls to 1 put.

Canopy Growth (CGC) 30-day option implied volatility is at 133; compared to its 52-week range of 64 to 136. Call put ratio 8.6 calls to 1 put.

Sundial Growers (SNDL) 30-day option implied volatility is at 124; compared to its 52-week range of 21 to 210. Call put ratio 10 calls to 1 put.

GrowGeneration Corp. (GRWG) 30-day option implied volatility is at 105; compared to its 52-week range of 66 to 114. Call put ratio 16 calls to 1 put.

Cronos Group (CRON) 30-day option implied volatility is at 64; compared to its 52-week range of 53 to 111. Call put ratio 39 calls to 1 put.

HEXO Corp. (HEXO) 30-day option implied volatility is at 112; compared to its 52-week range of 20 to 184. Call put ratio 148 calls to 1 put.

Straddle price into quarter results.

Delta Air Lines (DAL) October weekly 30.50 straddle priced for a move of 8% into the expected release of quarter results before the bell on October 11.

BlackRock (BLK) October weekly 570 straddle priced for a move of 5.5% into the expected release of quarter results before the bell on October 11.

Alcoa (AA) October weekly 40 straddle priced for a move of 9% into the expected release of quarter results after the bell on October 12.

PepsiCo (PEP) October weekly 162 straddle priced for a move of 3% into the expected release of quarter results before the bell on October 12.

iShares China Large-Cap (FXI) 30-day option implied volatility is at 37; compared to its 52-week range of 23 to 55 ahead of Communist party congress. Call put ratio 2 calls to 1 put.

Options with decreasing option implied volatility: EVTL AMLX ICPT TWTR ILMN NKE
Increasing unusual option volume: INVZ TCDA ARVL KNX PRVB MAPS
Increasing unusual call option volume: TCDA NNOX FRPT MAPS GRWG VFF
Increasing unusual put option volume: ARVL TCDA KNX LEVI SYF D MLCO SABR
Popular stocks increasing volume: XOM NFLX NIO BABA OXY F SNAP BAC CCL PTON AMC
Active options: TSLA AAPL TWTR NVDA META AMD AMZN GOOGL XOM NFLX NIO BABA MSFT OXY F SNAP BAC CCL PTON AMC
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $89, natural gas down 3%, gold at $1719

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