Pre-Market IV Report February 13, 2023

Pre-Market IV Report February 13, 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: APLS MANU DOCU SAVE ULTA ORCL BHC ZIM SIGA OWL FSK ULTA VMW WEAT DB

Stocks expected to have increasing option volume: AN ABNB CAR CHKP GOOG GOOGL

Goldman Sachs Group, Inc. (GS) February call option implied volatility is at 27, March is at 24; compared to its 52-week range of 22 to 44 into hosting an Investor Day on February 28th, 2023.

Energy IV

Exxon Mobil (XOM) 30-day option implied volatility is at 28; compared to its 52-week range of 27 to 47.

Chevron (CVX) 30-day option implied volatility is at 27; compared to its 52-week range of 25 to 46. Call put ratio 2.3 calls to 1 put.

Occidental Petroleum (OXY) 30-day option implied volatility is at 44; compared to its 52-week range of 35 to 89 as WTI crude trades $78.50. Call put ratio 2.9 calls to 1 put.

ConocoPhillips (COP) 30-day option implied volatility is at 35; compared to its 52-week range of 33 to 56. Call put ratio 4.1 calls to 1 put.

Halliburton (HAL) 30-day option implied volatility is at 42; compared to its 52-week range of 38 to 63. Call put ratio 2.6 calls to 1 put.

Schlumberger Ltd. (SLB) 30-day option implied volatility is at 37; compared to its 52-week range of 34 to 61. Call put ratio 2.6 calls to 1 put.

United Stats Oil Fund (USO) 30-day option implied volatility is at 34; compared to its 52-week range of 34 to 81.

Straddle prices into quarter results

Palantir (PLTR) February 7.5 straddle priced for a move of 15% into the expected release of quarter results today after the bell.

Avis Budget Group (CAR) February 215 straddle priced for a move of 19% into the expected release of quarter results today after the bell.

Airbnb (ABNB) February 109 straddle priced for a move of 8.5% into the expected release of quarter results after the bell of February 14.

Coca-Cola (KO) February 60 straddle priced for a move of 3.5% into the expected release of quarter results before the bell of February 14.

Cleveland Cliff (CLF) February 20 straddle priced for a move of 8.5% into the expected release of quarter results before the bell of February 14.

Marriott (MAR) February 70 straddle priced for a move of 3.5% into the expected release of quarter results before the bell of February 14.

Devon Energy (DVN) February 63 straddle priced for a move of 7% into the expected release of quarter results after the bell of February 14.

Akami (AKAM) February 85 straddle priced for a move of 8% into the expected release of quarter results after the bell of February 14. Call put ratio 1 call to 19 puts.

Options with decreasing option implied volatility: F OSH AFRM APP APPS SONO NET HTZ PINS JWN
Increasing unusual option volume: PCAR SSRM FORG APPH CTLT NWL AI
Increasing unusual call option volume: PCAR SSRM APPH FSK ETNB XM RYAM
Increasing unusual put option volume: XP TPX APRN AI NWL PCG RAD TOST LYFT OCGN
Popular stocks increasing options volume: PYPL BBBY XOM DIS UBER F LYFT
Active options: TSLA NVDA GOOGL AAPL AMZN META LYFT GOOG AMC MSFT PYPL AMD COIN BBBY XOM NFLX DIS UBER BABA F
Global S&P Futures mixed in premarket, Nikkei mixed, DAX up 1%, WTI Crude oil recently at $79, natural gas up 1%, gold at $1866