Pre-Market IV Report April 19, 2023

Pre-Market IV Report April 19, 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: TGT DO LZ DISH EXEL SBSW RADI IEP HZNP EMB MUB PRVB

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

Straddle prices into quarter results

Tesla (TSLA) April 185 straddle is priced for a move of 7.5% into the expected release of quarter results today after the bell.

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

Lam Research (LRCX) April 495 straddle is priced for a move of 5% into the expected release of quarter results today after the bell.

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

Ally Financial (ALLY) April 27 straddle is priced for a move of 8% into the expected release of quarter results today before the bell.

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

Alcoa (AA) April 42 straddle is priced for a move of 8% into the expected release of quarter results today after the AA bell.

Zion Bancorporation (ZION) April 30 straddle is priced for a move of 9.5% into the expected release of quarter results today after the bell.

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

Lithia (LAD) April 225 straddle is priced for a move of 10% into the expected release of quarter results today before the bell.

New Oriental Education (EDU) April 39 straddle is priced for a move of 8% into the expected release of quarter results today before the bell.

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 101 straddle is priced for a move of 2.5% 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 165 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 3.5% into the expected release of quarter results before the bell on April 20.

Blackstone (BX) April 91 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 150 straddle is priced for a move of 4% into the expected release of quarter results before the bell on April 20.

Fifth Third (FITB) April 27 straddle is priced for a move of 5.5% 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% 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 10% 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 WW NATI CMA ALLY CFG SCHW PNC BAC JPM
Increasing unusual option volume: GMDA WAL ZION FRC GPN TDOC
Increasing unusual call option volume: GMDA ZION FRC WAL VIPS
Increasing unusual put option volume: WAL ZION FRC GPN CTLT
Popular stocks increasing options volume: BAC COIN JNJ SCHW RIOT JPM GS
Active options: NVDA AAPL BAC TSLA AMZN AMD MSFT NFLX MARA GOOGL AMC GOOG META COIN JNJ SCHW RIOT JPM BBBY GS
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $79, natural gas mixed, gold at $1990