Pre-Market IV Report April 21, 2023

Pre-Market IV Report April 21, 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: MANU CL CSCO NATI HTGC SYNH NETI CL USB XPO CFR NATI VZ ULTA VMW NANOS VTI

Stocks expected to have increasing option volume: MSFT GOOG GOOGL PG HCA OZK RF DIS FRC HAL

Large Cap tech option IV

Tesla (TSLA) April call option implied volatility is at 65, May is at 53; compared to its 52-week range of 59 to 96.

NVIDIA (NVDA) April weekly call option implied volatility is at 38, May is at 42; compared to its 52-week range of 41 to 82.

Microsoft (MSFT) 30-day option implied volatility is at 28; compared to its 52-week range of 22 to 45 into the expected release of quarter results after the bell on April 25.

Alphabet (GOOGL) 30-day option implied volatility is at 36; compared to its 52-week range of 26 to 49 into the expected release of quarter results after the bell on April 25.

Amazon (AMZN) 30-day option implied volatility is at 42; compared to its 52-week range of 33 to 61 into the expected release of quarter results after the bell on April 27.

Netflix (NFLX) 30-day option implied volatility is at 34; compared to its 52-week range of 34 to 86.

Straddle prices into quarter results

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

Coca-Cola (KO) April weekly 64 straddle is priced for a move of 4% into the expected release of quarter results before the bell on April 24.

Canadian National Railway (CNI) May 120 straddle is priced for a move of 6% into the expected release of quarter results after the bell on April 24.

Whirlpool (WHR) April weekly 141 straddle is priced for a move of 5% into the expected release of quarter results after the bell on April 24.

First Republic Bank (FRC) April weekly 14 straddle is priced for a move of 29% into the expected release of quarter results on April 24.

McDonalds (MCD) April weekly 290 straddle is priced for a move of 3% into the expected release of quarter results before the bell on April 25.

PepsiCo (PEP) April weekly 185 straddle is priced for a move of 3% into the expected release of quarter results before the bell on April 25.

United Parcel (UPS) April weekly 195 straddle is priced for a move of 5.5% into the expected release of quarter results before the bell on April 25.

Verizon (VZ) April weekly 37 straddle is priced for a move of 4% into the expected release of quarter results before the bell on April 25.

Raytheon (RTX) April weekly 103 straddle is priced for a move of 3% into the expected release of quarter results before the bell on April 25.

General Electric (GE) April weekly 100 straddle is priced for a move of 5% into the expected release of quarter results before the bell on April 25.

Microsoft (MSFT) April weekly 285 straddle is priced for a move of 4% into the expected release of quarter results after the bell on April 25.

Alphabet (GOOGL) April weekly 105 straddle is priced for a move of 6% into the expected release of quarter results after the bell on April 25.

Danaher (DHR) April weekly 247 straddle is priced for a move of 4.5% into the expected release of quarter results before the bell on April 25.

Visa (V) April weekly 235 straddle is priced for a move of 3.5% into the expected release of quarter results after the bell on April 25.

Chipotle (CMG) April weekly 1800 straddle is priced for a move of 8% into the expected release of quarter results after the bell on April 25.

Halliburton (HAL) April weekly 34 straddle is priced for a move of 6.5% into the expected release of quarter results before the bell on April 25.

Movers

Seagate (STX) April call option implied volatility is at 55, May is at 35; compared to its 52-week range of 31 to 58 after quarter results and outlook.

XPO Logistics (XPO) 30-day option implied volatility is at 48; compared to its 52-week range of 38 to 102 after naming new COO. Call put ratio 2.9 calls to 1 put.

Options with decreasing option implied volatility: CMA ZION ALLY NFLX HBAN SCHW CFG TFC KEY OZK DFS FITB AA SYF LVS BAC ISRG
Increasing unusual option volume: ATUS BKLN FRC PTEN WAL HTGC WW TAP VERU
Increasing unusual call option volume: FRC WAL FOXA CTLT ZION XPO NYCB TAP CMC WW VERU
Increasing unusual put option volume: HTGC BKLN ATUS FRC POOK ERIC WAL DM BZFD USB
Popular stocks increasing options volume: BAC NIO COIN VALE SCHW
Active options: TSLA AMZN NVDA AAPL AMD NFLX T AMC BBBY GOOGL BABA META MSFT BAC F GOOG NIO COIN VALE SCHW
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $77.50, natural gas down 1%, gold at $1996