Pre-Market IV Report April 5, 2023

Pre-Market IV Report April 5, 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: CDLX DWAC ZIM DLO AGQ URI USB VLY AVAV BHC DK STLD VIRT LYFT APLS CLX

Stocks expected to have increasing option volume: JNJ WMT FDX WM CAG LW AI

Johnson & Johnson (JNJ) April weekly call option implied volatility is at 17, April is at 18; compared to its 52-week range of 13 to 24 into proposes to pay $8.9B to resolve current and future talc claims.

Option implied volatility for Gold stocks as gold trades $2039, near 1-year high

Royal Gold (RGLD) 30-day option implied volatility is at 32; compared to its 52-week range of 28 to 85. Call put ratio 9.8 calls to 1 put.

Newmont (NEM) 30-day option implied volatility is at 38; compared to its 52-week range of 31 to 50.
Agnico Eagle Mines (AEM) 30-day option implied volatility is at 38; compared to its 52-week range of 29 to 98.

Kinross Gold (KGC) 30-day option implied volatility is at 47; compared to its 52-week range of 36 to 65. Call put ratio 9.6 calls to 1 put.

AngloGold Ashanti (AU) 30-day option implied volatility is at 42; compared to its 52-week range of 34 to 102 as gold near one-year high. Call put ratio 4.1 calls to 1 put.

Barrick Gold (GOLD) 30-day option implied volatility is at 38; compared to its 52-week range of 32 to 50.

Iam Gold (IAG) 30-day option implied volatility is at 61; compared to its 52-week range of 37 to 116 as gold near 1-year high. Call put ratio 14 calls to 1 put.

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 37; compared to its 52-week range of 32 to 50. Call put ratio 3.4 calls to 1 put.

Direxion Daily Gold Miners Bull 3x Shares (NUGT) 30-day option implied volatility is at 73; compared to its 52-week range of 62 to 98. Call put ratio 4 calls to 1 put.

SPDR Gold Trust (GLD) 30-day option implied volatility is at 19; compared to its 52-week range of 13 to 21. Call put ratio 2.8 calls to 1 put.

Market Vector Junior Gold Miners Etf (GDXJ) 30-day option implied volatility is at 42; compared to its 52-week range of 35 to 57. Call put ratio 2 calls to 1 put.

Direxion Daily Junior Gold Miners Index Bull 3x Shares (JNUG) 30-day option implied volatility is at 82; compared to its 52-week range of 70 to 112. Call put ratio 3.1 calls to 1 put.

iShares Gold Trust (IAU) 30-day option implied volatility is at 18; compared to its 52-week range of 13 to 41. Call put ratio 10.6 calls to 1 put.

Ishares Silver Trust (SLV) 30-day option implied volatility is at 34; compared to its 52-week range of 25 to 37. Call put ratio 2.7 calls to 1 put.

Straddle prices into quarter results

ConAgra (CAG) April 38 weekly straddle priced for a move of 3.5% into the expected release of quarter results today before the bell.

Constellation Brands (STZ) April weekly 217 straddle priced for a move of 8.5% into the expected release of quarter results before the bell on April 6.

Lamb Weston (LW) April 100 straddle priced for a move of 5% into the expected release of quarter results before the bell on April 6.

Levi Strauss (LEVI) April 18 straddle priced for a move of 9% into the expected release of quarter results after the bell on April 6.

Movers

C3 AI (AI) 30-day option implied volatility is at 110; compared to its 52-week range of 55 to 180. Call put ratio 1.2 calls to 1 put.

Snowflake (SNOW) 30-day option implied volatility is at 53; compared to its 52-week range of 50 to 114.

Options with decreasing option implied volatility: AEHR DB OSH LULU ALLY RH BCS WWE STWD
Increasing unusual option volume: FRC PACW WAL TIP BFLY BTG ZION NEXT ERIC SSYS
Increasing unusual call option volume: FRC ZION BFLY TIP BTG PACW BCLI NEXT AGI DPST
Increasing unusual put option volume: HBAN PCT DM XP ABR USB GES CAG AI SCHW
Popular stocks increasing options volume: SCHW SNOW NIO INTC
Active options: TSLA AMC AAPL AMZN NVDA BAC AI META MSFT GOLD GOOG INTC AMD BABA GOOG NIO SNOW SCHW COIN CHPT
Global S&P Futures mixed in premarket, Nikkei down 1.6%, DAX mixed, WTI Crude oil recently at $81, natural gas down 1%, gold at $2043