Pre-Market IV Report April 17, 2023

Pre-Market IV Report April 17, 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: AMC MANU SPR CTLT EVER NSSC AUPH SRPT RETA

Stocks expected to have increasing option volume: SCHW STT MTB JBHT BAC NFLX GS LMT BK ISRG UAL PG TSLA ABT MS

Gold near upper end of range

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 36; compared to its 52-week range of 32 to 50 as gold trades $2022.

Boeing option IV into events

Boeing (BA) April call option implied volatility is at 29, May is at 35; compared to its 52-week range of 30 to 63 into its Annual Shareholders meeting on April 18 and the expected release of quarter results on April 26.

Straddle prices into quarter results

Charles Schwab (SCHW) April 50.50 straddle is priced for a move of 9.5% into the expected release of quarter results today before the bell.

State Street (STT) April straddle 80 is priced for a move of 7% into the expected release of quarter results today before the bell.

M&T Bank (MTB) April 115 straddle is priced for a move of 7% into the expected release of quarter results today before the bell.

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

Johnson & Johnson (JNJ) April 165 straddle is priced for a move of 3.5% into the expected release of quarter results before the bell on April 18.

Bank of America (BAC) April 29.50 straddle is priced for a move of 5% into the expected release of quarter results before the bell on April 18.

Netflix (NFLX) April 337 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 487.50 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 337 straddle is priced for a move of 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 267.50 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 41.50 straddle is priced for a move of 6% into the expected release of quarter results before the bell on April 18.

Western Alliance Bancorporation (WAL) April 31.50 straddle is priced for a move of 15% into the expected release of quarter results before the bell on April 18.

Tesla (TSLA) April 185 straddle is priced for a move of 8% into the expected release of quarter results after the bell on April 19.

Abbott Laboratories (ABT) April 104 straddle is priced for a move of 4% into the expected release of quarter results before the bell on April 19.

Morgan Stanley (MS) April 87 straddle is priced for a move of 4.5% into the expected release of quarter results before the bell on April 19.

IBM (IBM) April 128 straddle is priced for a move of 4% into the expected release of quarter results after the bell on April 19.

XPeng Inc. (XPEV) 30-day option implied volatility is at 69; compared to its 52-week range of 69 to 127 into debuting its next production model on Tuesday, April 18, at Auto Shanghai 2023.

Options with decreasing option implied volatility: KMX NATI ACI PNC OSH WFC C JPM BLK NANOS LQD
Increasing unusual option volume: FRC DBRG QFIN KDP HEAR NKLA ARNC SPR WAL INFY
Increasing unusual call option volume: FRC HEAR NKLA RPD SPR WAL HZNP ICLN PACW
Increasing unusual put option volume: KDP FRC NKLA SPR DPST CNK HZNP ARKG ISEE BUD ED SCHW
Popular stocks increasing options volume: BA SCHW MARA C WFC COIN BABA
Active options: TSLA NKLA NVDA AAPL AMZN AMC JPM META BAC MSFT AMD BA GOOGL SCHW MARA C WFC COIN BABA GOOG
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $82, natural gas up 1.5%, gold at $2024