Pre-Market IV Report April 27, 2023

Pre-Market IV Report April 27, 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: USB ZM BBY MTB DLTR DKS INTU LOW DD LCID META LCID UONE VLY DOCS APLS SJT CMRE SNAP FRC MAX FSR

Stocks expected to have increasing option volume: META NOW ROKU MA LLY MRK TDOC TMUS AMZN CMCSA AMGN INTC SNAP MDLZ MO SO NOC PINS MA CAT LUV SIRI DPZ AAL HAS HOG MO BAX

Straddle prices into quarter results, end of month and FOMC policy meeting

Amazon (AMZN) April weekly 105 straddle is priced for a move of 6.5% into the expected release of quarter results today after the bell.

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

Eli Lilly (LLY) April weekly 376 straddle is priced for a move of 3% into the expected release of quarter results today before the bell.

Merck (MRK) April weekly 114 straddle is priced for a move of 3% into the expected release of quarter results today before the bell.

AbbVie (ABBV) April weekly 160 straddle is priced for a move of 3% into the expected release of quarter results today before.

T-Mobile (TMUS) April weekly 148 straddle is priced for a move of 4% into the expected release of quarter results today after the bell.

Comcast (CMCSA) April weekly 36.50 straddle is priced for a move of 4% into the expected release of quarter results today before the bell.

Honeywell (HON) April weekly 190 straddle is priced for a move of 3% into the expected release of quarter results today before the bell.

Amgen (AMGN) April weekly 240 straddle is priced for a move of 3% into the expected release of quarter results today after the bell.

Intel (INTC) April weekly 29 straddle is priced for a move of 7% into the expected release of quarter results today after the bell.

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

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

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

Southern Company (SO) April weekly 73 straddle is priced for a move of 3% into the expected release of quarter results today before the bell.

Northrop Grumman (NOC) April weekly 450 straddle is priced for a move of 3.5% into the expected release of quarter results today before the bell.

Capital One Financial (COF) April weekly 95 straddle is priced for a move of 6% into the expected release of quarter results today after the bell.

First Solar (FSLR) April weekly 200 straddle is priced for a move of 7% into the expected release of quarter results today after the bell.

Baxter (BAX) April weekly 46 straddle is priced for a move of 7% into the expected release of quarter results today before the bell.

Pinterest (PINS) April weekly 26.50 straddle is priced for a move of 11% into the expected release of quarter results today after the bell.

Snap (SNAP) April weekly 10 straddle is priced for a move of 19% into the expected release of quarter results today after the bell.

American Airlines (AAL) April weekly straddle is priced for a move of % into the expected release of quarter results today before the bell on April 27.

Exxon (XOM) April weekly 115 straddle is priced for a move of 2.5% into the expected release of quarter results before the bell on April 28.

Chevron (CVX) April weekly 165 straddle is priced for a move of 3% into the expected release of quarter results before the bell on April 28.

Charter Communications (CHTR) April weekly 320 straddle is priced for a move of 6.5% into the expected release of quarter results before the bell on April 28.

Colgate (CL) May straddle is priced for a move of 5.5% into the expected release of quarter results before the bell on April 28.

First Republic Bank (FRC) 30-day option implied volatility is at 428; compared to its 52-week range of 24 to 406. Call put ratio 1 call to 2.9 puts.

Options with decreasing option implied volatility: AMC ATVI SPOT GEO CMG IBM
Increasing unusual option volume: JKS BN COOP BTG FOXA EDR SAN
Increasing unusual call option volume: HLF XP EPD CMG UMC PAGS JCI MCRB FOXA CFG
Increasing unusual put option volume: PACW HBAN VSTO VLY JKS ICLN ACI SPR KDP FRC EWJ PPL
Popular stocks increasing options volume: ATVI MARA AMC SNAP BABA COIN LCID
Active options: TSLA MSFT FRC GOOGL NVDA AAPL AMZN ATVI GOOG META MARA AMC ENPH AMD BAC COIN LCID SNAP BA FSR
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $74.50, natural gas mixed, gold at $2008