Pre-Market IV Report April 26, 2023

Pre-Market IV Report April 26, 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: SCLX FRC EHTH PACW MAX ASRT CMA MCB ZION KEY DPST OZK TNA WAL GUSH DLTR ULTA DKS LOW BSX HZNP NANOS GD CP HLT

Stocks expected to have increasing option volume: JNPR CMG GOOG GOOGL MSFT BXP HLT V TXN META BA TMO AMT NOW CME FRC INTC CVNA

Straddle prices into quarter results

Meta Platforms (META) April weekly 207.50 straddle is priced for a move of 5% into the expected release of quarter results today after the bell.

ServiceNow (NOW) April weekly 442 straddle is priced for a move of 6.5% into the expected release of quarter results today after the bell.

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

Amazon (AMZN) April weekly 102 straddle is priced for a move of 6.5% into the expected release of quarter results after the bell on April 27.

Mastercard (MA) April weekly 367 straddle is priced for a move of 4% into the expected release of quarter results before the bell on April 27.

Eli Lilly (LLY) April weekly 385 straddle is priced for a move of 3% into the expected release of quarter results before the bell on April 27.

Merck (MRK) April weekly 116 straddle is priced for a move of 3% into the expected release of quarter results before the bell on April 27.

AbbVie (ABBV) April weekly 165 straddle is priced for a move of 3% into the expected release of quarter results before the bell on April 27.

T-Mobile (TMUS) April weekly 148 straddle is priced for a move of 4.5% into the expected release of quarter results after the bell on April 27.

Comcast (CMCSA) April weekly 37 straddle is priced for a move of 4% into the expected release of quarter results before the bell on April 27.

Honeywell (HON) April weekly 195 straddle is priced for a move of 3% into the expected release of quarter results before the bell on April 27.

Amgen (AMGN) April weekly 245 straddle is priced for a move of 3.5% into the expected release of quarter results after the bell on April 27.

Intel (INTC) April weekly 29 straddle is priced for a move of 6% into the expected release of quarter results after the bell on April 27.

Caterpillar (CAT) April weekly 217.50 straddle is priced for a move of 4.5% into the expected release of quarter results before the bell on April 27.

Mondelez (MDLZ) April weekly 72 straddle is priced for a move of 3.5% into the expected release of quarter results after the bell on April 27.

Altria (MO) April weekly 47 straddle is priced for a move of 2.5% into the expected release of quarter results before the bell on April 27.

Southern Company (SO) April weekly 74 straddle is priced for a move of 3% into the expected release of quarter results before the bell on April 27.

Northrop Grumman (NOC) April weekly 465 straddle is priced for a move of 3.5% into the expected release of quarter results before the bell on April 27.

Activision (ATVI) April weekly 86 straddle is priced for a move of 8% into the expected release of quarter results after the bell on April 27.

Capital One Financial (COF) April weekly 95 straddle is priced for a move of 7% into the expected release of quarter results after the bell on April 27.

Tractor Supply (TSCO) April weekly 245 straddle is priced for a move of 4.5% into the expected release of quarter results before the bell on April 27.

First Solar (FSLR) April weekly 210 straddle is priced for a move of 8% into the expected release of quarter results after the bell on April 27.

Baxter (BAX) April weekly 45 straddle is priced for a move of 7% into the expected release of quarter results before the bell on April 27.

Pinterest (PINS) April weekly 27.50 straddle is priced for a move of 11% into the expected release of quarter results after the bell on April 27.

Snap (SNAP) April weekly 10 straddle is priced for a move of 16% into the expected release of quarter results after the bell on April 27.

Activision Blizzard (ATVI) April weekly call option implied volatility is at 117, May is at 44; compared to its 52-week range of 12 to 46 into the expected release of quarter results after the bell on April 27.

First Republic Bank (FRC) 30-day option implied volatility is at 337; compared to its 52-week range of 24 to 406.

Northern Trust (NTRS) 30-day option implied volatility is at 31; compared to its 52-week range of 22 to 49.
Options with decreasing option implied volatility: FHN NFLX SPOT IBM ISRG UPS
Increasing unusual option volume: URTY PHG OWL EHTH INVZ MCRB FRC
Increasing unusual call option volume: RPD PHG SAN ESTC THC CXW VYM GDS AMBA
Increasing unusual put option volume: PCT HBAN RSP RVLV EWJ XPO PACW WIX ARKG
Popular stocks increasing options volume: AAL F FRC COIN GM NFLX BBBY
Active options: TSLA FRC AMC AAPL NVDA MSFT AMZN AMD BABA GOOGL BAC GOOG NIO META AAL F COIN GM NFLX BBBY
Global S&P Futures mixed in premarket, Nikkei mixed to lower, DAX mixed to lower, WTI Crude oil recently at $77, natural gas down 1.5%, gold at $2005