Pre-Market IV Report April 20, 2023

Pre-Market IV Report April 20, 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: CLBT EXTR NVRO RUM STLA MRTX PBR ATVI CSCO PAYX TA UNH WISH MANU TTWO CSCO CL

Stocks expected to have increasing option volume: TSLA T BX CSX STX KEY ALK OZK PG LVS ZION DFS SLG AAL PM TFC FITB CMA ALK FFIV

Tesla (TSLA) option implied volatility bid into shares trading $167 before the bell

Tesla (TSLA) April call option implied volatility is at 133, May is at 60; compared to its 52-week range of 59 to 96 into shares trading $167 before the bell.

Ishares Msci Mexico Capped Etf (EWW) 30-day option implied volatility is at 21; compared to its 52-week range of 19 to 33. Call put ratio 1 call to 7.8 puts as shares near upper end of of range.

iShares MSCI Brazil (EWZ) 30-day option implied volatility is at 31; compared to its 52-week range of 29 to 57.

Straddle prices into quarter results

American Express (AXP) April 165 straddle is priced for a move of 3.5% into the expected release of quarter results today before the bell.

Blackstone (BX) April 92.50 straddle is priced for a move of 4.5% into the expected release of quarter results today before the bell. Call put ratio 1 call to 2.1 puts.

Seagate (STX) April 63 straddle is priced for a move of 7% into the expected release of quarter results today after the bell.

American Airlines (AAL) April 13.50 straddle is priced for a move of 4% into the expected release of quarter results today.

Proctor & Gamble (PG) April 150 straddle is priced for a move of 2.5% into the expected release of quarter results before the bell on April 21.

HCA Healthcare (HCA) April 275 straddle is priced for a move of 5.5% into the expected release of quarter results before the bell on April 21.

SLB (SLB) April 52.50 straddle is priced for a move of 4% into the expected release of quarter results before the bell on April 21.

Regions Financial (RF) April 19 straddle is priced for a move of 4.5% into the expected release of quarter results before the bell on April 21.

Freeport-McMoran (FCX) April 42 straddle is priced for a move of 5% into the expected release of quarter results before the bell on April 21.

Options with decreasing option implied volatility: KOLD WW ALLY CMA OZK NFLX ZION USB SCHW HBAN PNC C TFC FITB
Increasing unusual option volume: VRAY CL WAL FRC TIP GMDA ARVL ZION BEN
Increasing unusual call option volume: CL FRC WAL ZION TIP GMDA OZK WRK CG PG
Increasing unusual put option volume: WAL FRC DM PACW FOUR BMBL RSP SFM INVH CTLT
Popular stocks increasing options volume: BABA AMD CL PG SQ SCHW FRC UAL
Active options: TSLA AMZN AAPL NFLX BBBY NVDA BAC META AMC BABA AMD CL PG SQ MSFT GOOGL SCHW FRC UAL GOOG
Global S&P Futures lower in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $78, natural gas mixed, gold at $2009