Pre-Market IV Report April 25, 2023

Pre-Market IV Report April 25, 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: ULTA DLTR HZNP CVAC APLS ZM IQ ANF BURL LOW FOX SNOW

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

Straddle prices into quarter results

Microsoft (MSFT) April weekly 280 straddle is priced for a move of 4% into the expected release of quarter results today after the bell.

Alphabet (GOOGL) April weekly 106 straddle is priced for a move of 5% into the expected release of quarter results today after the bell.

Visa (V) April weekly 232.5 straddle is priced for a move of 3.5% into the expected release of quarter results today after the bell.

Chipotle (CMG) April weekly 1795 straddle is priced for a move of 7.5% into the expected release of quarter results today after the bell.

Texas Instruments (TXN) April weekly 175 straddle is priced for a move of 5% into the expected release of quarter results today after the bell.

Meta Platforms (META) April weekly 212 straddle is priced for a move of 8.5% into the expected release of quarter results after the bell on April 26.

Boeing (BA) April weekly 205 straddle is priced for a move of 4% into the expected release of quarter results before the bell on April 26.

Thermo Fisher Scientific (TMO) April weekly 575 straddle is priced for a move of 3.5% into the expected release of quarter results before the bell on April 26.

American Tower (AMT) May 200 straddle is priced for a move of 6% into the expected release of quarter results before the bell on April 26.

ServiceNow (NOW) April weekly 472 straddle is priced for a move of 6.5% into the expected release of quarter results after the bell on April 26.

Canadian Pacific (CP) April weekly 80 straddle is priced for a move of 5% into the expected release of quarter results after the bell on April 26.

CME Group (CME) April weekly 187 straddle is priced for a move of 5% into the expected release of quarter results before the bell on April 26.

General Dynamics (GD) April weekly 225 straddle is priced for a move of 4% into the expected release of quarter results before the bell on April 26.

Norfolk Southern (NSC) April weekly 210 straddle is priced for a move of 5% into the expected release of quarter results before the bell on April 26.

KLA Corp (KLAC) April weekly 372.50 straddle is priced for a move of 4.5% into the expected release of quarter results after the bell on April 26.

Hess Corp (HESS) April weekly 145 straddle is priced for a move of 4.5% into the expected release of quarter results before the bell on April 26.

Hilton (HLT) May 150 straddle is priced for a move of 5.5% into the expected release of quarter results before the bell on April 26.

eBay (EBAY) April weekly 44 straddle is priced for a move of 6% the expected release of quarter results after the bell on April 26.

Roku (ROKU) April weekly 59 straddle is priced for a move of 11% into the expected release of quarter results after the bell on April 26.

Deutsche Bank (DB) April weekly 11 straddle is priced for a move of 4.5% into the expected release of quarter results on April 26.

Mattel (MAT) April weekly 17 straddle is priced for a move of 8% into the expected release of quarter results after the bell on April 26.

United Rentals (URI) April weekly 382 straddle is priced for a move of 6.5% into the expected release of quarter results after the bell on April 26.

Activision Blizzard (ATVI) April weekly call option implied volatility is at 100, May is at 53; compared to its 52-week range of 12 to 46.

Coinbase (COIN) 30-day option implied volatility is at 103; compared to its 52-week range of 91 to 174 amid wide price movement.

Zoom (ZM) 30-day option implied volatility is at 54; compared to its 52-week range of 43 to 115 as shares near three-year low.

Options with decreasing option implied volatility: ULTA LOW CARR APLS CVAC RUM MSOS ZM IQ
Increasing unusual option volume: S COOP GETY FGEN FRC VIPS
Increasing unusual call option volume: EC VIPS TXT SPB PHG
Increasing unusual put option volume: FOXA RILY SGEN ICLN TUR ELF PACW FRC
Popular stocks increasing options volume: FRC AMC BBBY COIN F ATVI JD T BAC
Active options: TSLA AMZN AAPL NVDA FRC AMC AMD BBBY COIN MSFT GOOGL BABA META GOOG NFLX F ATVI JD T BAC
Global S&P Futures lower in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $79, natural gas down 2%, gold at $2000