Daily IV Report
Pre-Market IV Report April 4, 2023
Pre-Market IV Report April 4, 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: GETY VERI ASND CVNA […]
Pre-Market IV Report April 4, 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: GETY VERI ASND CVNA USUA FIGS APLS BEAM BILL SMCI CALX EBS SPT SRPT LYFT TEAM FSLY KC TAL
Stocks expected to have increasing option volume: AMC CAG UNG USO XOM COP CVX MCD
Tesla (TSLA) 30-day option implied volatility is at 62; compared to its 52-week range of 49 to 96 into the expected release of quarter results on April 19.
AMC Entertainment (AMC) 30-day option implied volatility is at 132; compared to its 52-week range of 108 to 477 amid wide after-hours price movement.
Energy option IV as oil bid for five days, OPEC+ production cut, WTI Crude trades $81
United States Oil Fund (USO) 30-day option implied volatility is at 37; compared to its 52-week range of 32 to 54 into as WTI Crude oil trades $81. Call put ratio 2.5 calls to 1 put.
Energy Select Sector SPDR ETF (XLE) 30-day option implied volatility is at 27; compared to its 52-week range of 26 to 49.
SPDR S&P Oil & Gas Exploration & Production Etf (XOP) 30-day option implied volatility is at 36; compared to its 52-week range 34 to 62.
Market Vectors Oil Services Etf (OIH) 30-day option implied volatility is at 39; compared to its 52-week range 36 to 62.
Apache Corp. (APA) 30-day option implied volatility is at 46; compared to its 52-week range of 41 to 74.
Murphy Oil (MUR) 30-day option implied volatility is at 42; compared to its 52-week range of 39 to 114.
Hess Corp. (HES) 30-day option implied volatility is at 37; compared to its 52-week range of 35 to 60.
Occidental Petroleum (OXY) 30-day option implied volatility is at 34; compared to its 52-week range of 33 to 77.
ConocoPhillips (COP) 30-day option implied volatility is at 34; compared to its 52-week range of 32 to 56.
Phillips 66 (PSX) 30-day option implied volatility is at 32; compared to its 52-week range of 29 to 54.
Marathon (MRO) 30-day option implied volatility is at 42; compared to its 52-week range of 37 to 71.
Sunoco LP (SUN) 30-day option implied volatility is at 20; compared to its 52-week range of 17 to 81.
Devon Energy (DVN) 30-day option implied volatility is at 40; compared to its 52-week range of 35 to 70.
ConocoPhillips (COP) 30-day option implied volatility is at 34; compared to its 52-week range of 32 to 56.
Pioneer Natural Resources (PXD) 30-day option implied volatility is at 31; compared to its 52-week range of 29 to 54.
Valero Energy (VLO) 30-day option implied volatility is at 37; compared to its 52-week range of 34 to 61.
Marathon Petroleum (MPC) 30-day option implied volatility is at 34; compared to its 52-week range of 31 to 53.
EOG Resources (EOG) 30-day option implied volatility is at 35; compared to its 52-week range of 31 to 60.
Kinder Morgan (KMI) 30-day option implied volatility is at 22; compared to its 52-week range of 20 to 38.
ExxonMobil (XOM) 30-day option implied volatility is at 27; compared to its 52-week range of 26 to 47 as WTI Crude oil trades $81.
Chevron (CVX) 30-day option implied volatility is at 26; compared to its 52-week range of 24 to 44 as WTI Crude oil trades $81.
Halliburton (HAL) 30-day option implied volatility is at 43; compared to its 52-week range of 37 to 63 as WTI Crude oil trades $81.
SLB (SLB) 30-day option implied volatility is at 40; compared to its 52-week range of 34 to 61 as WTI Crude oil trades $81.
Options with decreasing option implied volatility: VKTX DB LULU WWE ALLY OSH RH ZIM BXP STWD HBAN BCS WBA PRU BKLN ET
Increasing unusual option volume: FRC TIP PACW HEAR AGI FIGS KC
Increasing unusual call option volume: FRC TIP HEAR PACW AGI FIGS LEVI TTE
Increasing unusual put option volume: DM NYCB CMA WEN VNO SCO SLG LEVI CAG SPR
Popular stocks increasing options volume: XOM INTC OXY COIN BBBY NIO FRC
Active options: TSLA AAPL NVDA AMZN AMD AMC MSFT BAC BABA GOOGL META XOM INTC OXY COIN ZIM BBBY NIO FRC MARA
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $81, natural gas mixed, gold at $1996
