Pre-Market IV Report April 24, 2023

Pre-Market IV Report April 24, 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: STLA SQM PBR FHN MGI PLCE EYPT LZ MRUS TFC APLS FOLD USB ARNC FHN

Stocks expected to have increasing option volume: KO WHR CNI FRC MSFT GOOGL AMZN CMCSA

First Republic Bank (FRC) 30-day option implied volatility is at 194; compared to its 52-week range of 24 to 407 into expected release of quarter results and outlook today after the bell.

Option IV into TV’s upfront annual ad sale season and the end of April into May

Comcast (CMCSA) 30-day option implied volatility is at 27; compared to its 52-week range of 24 to 47 into TV’s upfront annual ad sale season, and the expected release of quarter results on April 27.

Paramount Global (PARA) 30-day option implied volatility is at 53; compared to its 52-week range of 43 to 65 into TV’s upfront annual ad sale season.

Netflix (NFLX) 30-day option implied volatility is at 33; compared to its 52-week range of 34 to 86 into TV’s upfront annual ad sale season.

Walt Disney (DIS) 30-day option implied volatility is at 32; compared to its 52-week range of 28 to 58 into TV’s upfront annual ad sale season.

Warner Bros. Discovery (WBD) 30-day option implied volatility is at 55; compared to its 52-week range of 48 to 75 into TV’s upfront annual ad sale season.

Alphabet (GOOGL) 30-day option implied volatility is at 35; 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 41; compared to its 52-week range of 32 to 61 into the expected release of quarter results after the bell on April 27.

Microsoft (MSFT) 30-day option implied volatility is at 27; compared to its 52-week range of 22 to 45 into the expected release of quarter results after the bell on April 25.

Apple (APPL) 30-day option implied volatility is at 26; compared to its 52-week range of 23 to 45.

Tesla (TSLA) April weekly call option implied volatility is at 47, May is at 48; compared to its 52-week range of 48 to 96.

NVIDIA (NVDA) April weekly call option implied volatility is at 36, May is at 39; compared to its 52-week range of 41 to 82.

CDW (CDW) 30-day option implied volatility is at 28; compared to its 52-week range of 21 to 76.
Straddle prices into quarter results

First Republic Bank (FRC) April weekly 14 straddle is priced for a move of 28% 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% 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 102 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 252 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 7.5% into the expected release of quarter results after the bell on April 25.

Halliburton (HAL) April weekly 33.50 straddle is priced for a move of 5.5% into the expected release of quarter results before the bell on April 25.

Chubb (CB) May 200 straddle is priced for a move of 5.5% into the expected release of quarter results after the bell on April 25.

Texas Instruments (TXN) April weekly 177 straddle is priced for a move of 5.5% into the expected release of quarter results after the bell on April 25.

3M (MMM) April weekly 104 straddle is priced for a move of 6% into the expected release of quarter results before the bell on April 25.

Biogen (BIIB) April weekly 295 straddle is priced for a move of 4.5% into the expected release of quarter results before the bell on April 25.

IIluminna (ILMN) April weekly 227.50 straddle is priced for a move of 7% into the expected release of quarter results after the bell on April 25.

Corning (GLW) April weekly 34 straddle is priced for a move of 6% into the expected release of quarter results before the bell on April 25.

Spotify (SPOT) April weekly 134 straddle is priced for a move of 9% into the expected release of quarter results before the bell on April 25.

PulteGroup (PHM) May 62.50 straddle is priced for a move of 7% into the expected release of quarter results before the bell on April 25.

Boston Properties (BXP) April weekly 50 straddle is priced for a move of 12% into the expected release of quarter results after the bell on April 25.

JetBLue (JBLU) April 7 weekly straddle is priced for a move of 14% into the expected release of quarter results before the bell on April 25.

Polaris (PII) May straddle is priced for a move of 8% into the expected release of quarter results before the bell on April 25.

PacWest (PACW) April weekly 11 straddle is priced for a move of 13% into the expected release of quarter results after the bell on April 25.

Options with decreasing option implied volatility: CMA OZK WAL ZION SCHW NFLX ALLY HBAN
Increasing unusual option volume: PLCE STLA ARNC TIP EWJ FRC LOVE
Increasing unusual call option volume: STLA EWJ TIP FRC IGT XPO MCRB OBE WAL
Increasing unusual put option volume: FRC HTGC LTHM CDE BSX SQM ICLN HZO WISH DPST
Popular stocks increasing options volume: AMC BAC T COIN UBER LYFT PG
Active options: TSLA AMZN AAPL NVDA GOOGL META BABA AMC AMD MSFT NFLX BAC T GOOG COIN BBBY UBER LYFT MARA PG
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $77.50, natural gas down 1%, gold at $1993