Pre-Market IV Report April 28, 2023

Pre-Market IV Report April 28, 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: WWD SGEN SIMO CTLT PLRX PBRA HZNP ULTA BBY CFG TRC FRC CMA

Stocks expected to have increasing option volume: INTC SAM SKX TMUS AMZN AMGN SNAP MDLZ SO NOC PINS MA CAT LUV SIRI HOG

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

Exxon (XOM) April weekly 117 straddle is priced for a move of 2.5% into the expected release of quarter results today before the bell.

Chevron (CVX) April weekly 167.5 straddle is priced for a move of 2.5% into the expected release of quarter results today before the bell.

Stryker (SKK) May 300 straddle is priced for a move of 5% into the expected release of quarter results after the bell on May 1.

NXPI Semiconductor (NXPI) May weekly 162.50 straddle is priced for a move of 7% into the expected release of quarter results after the bell on May 1.

On Semiconductor (ON) May weekly 70 straddle is priced for a move of 8% into the expected release of quarter results before the bell on May 1.

Advanced Micro Devices (AMD) May weekly 88 straddle is priced for a move of 8% into the expected release of quarter results after the bell on May 2.

Starbucks (SBUX) May weekly 113 straddle is priced for a move of 5% into the expected release of quarter results after the bell on May 2.

Ford (F) May weekly 11.50 straddle is priced for a move of 6.5% into the expected release of quarter results after the bell on May 2.

Uber (UBER) May weekly 29.50 straddle is priced for a move of 9% into the expected release of quarter results before the bell on May 2.

Pfizer (PFE) May weekly 38.50 straddle is priced for a move of 3.5% into the expected release of quarter results on May 2.

Options with decreasing option implied volatility: MBLY ROKU SPOT HOT HTZ UPS HAS AMC VKTX
Increasing unusual option volume: PBR VLY MBLY TRUP INVZ BGFV
Increasing unusual call option volume: GLNG PBR MCRB NOVA XP GDS CROX SKX VIPS
Increasing unusual put option volume: INDI NOVA MBLY HTZ SABR ALGM RRC SPT CROX WOLF
Popular stocks increasing options volume: SNAP INTC AMD BABA LCID ATVI NFLX ROKU BAC AAL
Active options: TSLA AMZN META MSFT AAPL NVDA AMC GOOGL FRC SNAP INTC GOOG AMD BABA LCID ATVI NFLX ROKU BAC AAL
Global S&P Futures mixed to lower in premarket, Nikkei up1%, DAX mixed, WTI Crude oil recently at $74, natural gas down 1.5%, gold at $1990