Pre-Market IV Report April 18, 2023

Pre-Market IV Report April 18, 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: AUPH SRPT DFLI MCRB TRUP RCUS MANU PTGX TVTX PAYO WWE MGI NCT TGT BK TJX

Stocks expected to have increasing option volume: JBHT BAC NFLX GS LMT BK ISRG UAL PG TSLA ABT MS JWN T BX CSX STX KEY AN ALK OZK WAL

Straddle prices into quarter results

Bank of America (BAC) April 30.50 straddle is priced for a move of 4.5% into the expected release of quarter results today before the bell.

Netflix (NFLX) April 332 straddle is priced for a move of 9.5% into the expected release of quarter results today after the bell.

Lockheed Martin (LMT) April 490 straddle is priced for a move of 3.5% into the expected release of quarter results today before the bell.

Prologis (PLD) April 125 straddle is priced for a move of 4% into the expected release of quarter results today before the bell.

Goldman Sachs (GS) April 340 straddle is priced for a move of 4% into the expected release of quarter results today before the bell.

Bank of New York (BK) April 45 straddle is priced for a move of 5.5% into the expected release of quarter results today before the bell.

Intuitive Surgical (ISRG) April 270 straddle is priced for a move of 5.5% into the expected release of quarter results today after the bell.

United Airlines (UAL) April 42.50 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 32.50 straddle is priced for a move of 11% into the expected release of quarter results before the bell on April 18.

Tesla (TSLA) April 187 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 105 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 89 straddle is priced for a move of 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.

Lam Research (LRCX) April 500 straddle is priced for a move of 5% into the expected release of quarter results after the bell on April 19.

Baker Hughes (BKR) April 29 straddle is priced for a move of 3.5% into the expected release of quarter results before the bell on April 19.

Ally Financial (ALLY) April 27 straddle is priced for a move of 9% into the expected release of quarter results before the bell on April 19.

F5 (FFIV) April 145 straddle is priced for a move of 6.5% into the expected release of quarter results after the bell on April 19.

Alcoa (AA) April 41 straddle is priced for a move of 8% into the expected release of quarter results after the bell on April 19.

Zion Bancorporation (ZION) April 30 straddle is priced for a move of 12% into the expected release of quarter results after the bell on April 19.

SL Green (SLG) April 25 straddle is priced for a move of 11% into the expected release of quarter results after the bell on April 19.

Lithia (LAD) April 225 straddle is priced for a move of 11% into the expected release of quarter results before the bell on April 19.

New Oriental Education (EDU) April 39 straddle is priced for a move of 9% into the expected release of quarter results before the bell on April 19.

Taiwan Semiconductor (TSM) April 88 straddle is priced for a move of 6% into the expected release of quarter results before the bell on April 20.

AT&T (T) April 20 straddle is priced for a move of 4% into the expected release of quarter results before the bell on April 20.

Philip Morris (PM) April 100 straddle is priced for a move of 3% into the expected release of quarter results before the bell on April 20.

Union Pacific (UNP) April 200 straddle is priced for a move of 3% into the expected release of quarter results before the bell on April 20.

American Express (AXP) April 162.50 straddle is priced for a move of 3.5% into the expected release of quarter results before the bell on April 20.

CSX (CSX) April 30.50 straddle is priced for a move of 4% into the expected release of quarter results before the bell on April 20.

Blackstone (BX) April 87.50 straddle is priced for a move of 6% into the expected release of quarter results before the bell on April 20.

Truist Financial (TFC) April 34 straddle is priced for a move of 7.5% into the expected release of quarter results before the bell on April 20.

Nucor (NUE) April 148 straddle is priced for a move of 4.5% into the expected release of quarter results before the bell on April 20.

Fifth Third (FITB) April 27.50 straddle is priced for a move of 6.5% into the expected release of quarter results before the bell on April 20.

Huntington Bancshares (HBAN) April 12 straddle is priced for a move of 6.5% into the expected release of quarter results before the bell on April 20.

Seagate (STX) April 64 straddle is priced for a move of 7% into the expected release of quarter results after the bell on April 20.

KeyCorp (KEY) April 12.50 straddle is priced for a move of 8% into the expected release of quarter results before the bell on April 20.

American Airlines (AAL) April 13 straddle is priced for a move of 4.5% into the expected release of quarter results on April 20.

AutoNation (AN) April 135 straddle is priced for a move of 7.5% into the expected release of quarter results before the bell on April 20.

Alaska Air (ALK) April 42.50 straddle is priced for a move of 5% into the expected release of quarter results before the bell on April 20.

Bank of Ozark (OZK) April 35 straddle is priced for a move of 11% into the expected release of quarter results on April 20.

Westamerica Bancorp. (WABC) April 40 straddle is priced for a move of 9% into the expected release of quarter results on April 20.

Rite Aid (RAD) April 2.5 straddle is priced for a move of 25% into the expected release of quarter results before the bell on April 20.

Options with decreasing option implied volatility: WISH KMX CMA NATI DWAC FAS FAZ PNC CFG WFC SCHW JPM HBAN C BX ACI BLK DAL
Increasing unusual option volume: VRAY FRC CTLT EXEL AQN STT CTXR JBHT PTEN SIX WAL RXTX
Increasing unusual call option volume: FRC EXEL CTLT XP SIX CTXR ERF WAL ZION RPD
Increasing unusual put option volume: FRC STT BALL SPR CTLT DM DPST WAL JBHT PACW CDE CG TH NU
Popular stocks increasing options volume: BAC SCHW NIO NFLX COIN JPM BABA
Active options: TSLA BAC AAPL AMZN NVDA AMD GOOGL MSFT AMC SCHW META GOOG BBBY NIO NFLX COIN MARA RIOT JPM BABA
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $81, natural gas mixed, gold at $2013