Pre-Market IV Report April 14, 2023

Pre-Market IV Report April 14, 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: WISH SCPH PDSB IRWD PTCT SRPT WAFD SWAV ZYME JWN CG CTSH TSEM VTRS EA TEVA TGTX

Stocks expected to have increasing option volume: BA SPR JPM WFC C BLK PNC USB

Boeing (BA) 30-day option implied volatility is at 33; compared to its 52-week range of 30 to 63 into media reports of pause in 737 Max deliveries. Call put ratio 1.5 calls to 1 put into quarter results on April 25.

Spirit AeroSystems (SPR) 30-day option implied volatility is at 48; compared to its 52-week range of 41 to 108 into media reports of pause in Boeing (BA) 737 Max deliveries. Call put ratio 30 calls to 1 put.

Straddle prices into quarter results

United Health Group (UNH) April weekly 525 straddle is priced for a move of 3% into the expected release of quarter results today before the bell.

J P Morgan (JPM) April weekly 129 straddle is priced for a move of 3.5% into the expected release of quarter results today before the bell.

Wells Fargo (WFC) April weekly 39.50 straddle is priced for a move of 4.5% into the expected release of quarter results today before the bell.

BlackRock (BLK) April weekly 670 straddle is priced for a move of 3.5% into the expected release of quarter results today before the bell.

Citigroup (C) April weekly 47.50 straddle is priced for a move of 4.5% into the expected release of quarter results today before the bell.

PNC Financial (PNC) April weekly 121 straddle is priced for a move of 4% into the expected release of quarter results today before the bell.

Charles Schwab (SCHW) April 51.50 straddle is priced for a move of 9% into the expected release of quarter results before the bell on April 17.

State Street (STT) April straddle 77.50 is priced for a move of 7% into the expected release of quarter results before the bell on April 17.

M&T Bank (MTB) April 115 straddle is priced for a move of 7.5% into the expected release of quarter results before the bell on April 17.

J.B. Hunt Transport (JBHT) April 175 straddle is priced for a move of 6% into the expected release of quarter results after the bell on April 17.

Johnson & Johnson (JNJ) April 165 straddle is priced for a move of 4% into the expected release of quarter results before the bell on April 18.

Bank of America (BAC) April 28.50 straddle is priced for a move of 6% into the expected release of quarter results before the bell on April 18.

Netflix (NFLX) April 345 straddle is priced for a move of 8.5% into the expected release of quarter results after the bell on April 18.

Lockheed Martin (LMT) April 492.50 straddle is priced for a move of 3% into the expected release of quarter results before the bell on April 18.

Prologis (PLD) April 120 straddle is priced for a move of 5% into the expected release of quarter results before the bell on April 18.

Goldman Sachs (GS) April 330 straddle is priced for a move of 5.5% into the expected release of quarter results before the bell on April 18.

Bank of New York (BK) April 45 straddle is priced for a move of 6% into the expected release of quarter results before the bell on April 18.

Intuitive Surgical (ISRG) April 265 straddle is priced for a move of 7% into the expected release of quarter results after the bell on April 18.

United Airlines (UAL) April 42 straddle is priced for a move of 5.5% into the expected release of quarter results before the bell on April 18.

Western Alliance Bancorporation (WAL) April 32 straddle is priced for a move of 15% into the expected release of quarter results before the bell on April 18.

Silvergate Capital (SI) April 1.5 straddle is priced for a move of 25%.

Options with decreasing option implied volatility: KMX NATI DWAC ACI STZ
Increasing unusual option volume: TUP FTC INFY WW XP EGO CG WALNKLA PACW
Increasing unusual call option volume: XP TUP FRC CG WW EGO ACI WAL NKLA PACW KRE BIG
Increasing unusual put option volume: FRC SBSW XP HZNP DPST BUD ABR NAT FAST HRL PACW KNX KBE
Popular stocks increasing options volume: BAC RIOT COIN DAL NKLA JPM AAL
Active options: TSLA AAPL AMZN NVDA AMZN META AMC MARA MSFT BAC AMD RIOT COIN DAL NFLX GOOGL BABA NKLA JPM AAL GOOG
Global S&P Futures mixed in premarket, Nikkei up 1.2%, DAX mixed, WTI Crude oil recently at $82, natural gas mixed, gold at $2048