Pre-Market IV Report February 17, 2023

Pre-Market IV Report February 17, 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: RETA WWE SVC TVTX PATH DH GKOS BITO XAIR TNP GLOB DIA OSH

Stocks expected to have increasing option volume: COIN MSTR DE AN HUBS MRNA DASH AMAT RDFN DBX WMB TOL WMT DKNG

Tesla (TSLA) February call option implied volatility is at 87, March is at 73; compared to its 52-week range of 49 to 96 into 2023 Investor Day on March 1, 2023.

Goldman Sachs Group, Inc. (GS) February call option implied volatility is at 26, March is at 22; compared to its 52-week range of 22 to 44 into hosting an Investor Day on February 28th, 2023.

Interest rate stocks option IV

Proshares Trust Ultrashort Lehman 20+ Year Treasury (TBT) 30-day option implied volatility is at 36; compared to its 52-week range of 33 to 60 as shares rally 4.2%. Call put ratio 2.9 call to 1 put.

iShares 20+ Year Treasury Bond ETF (TLT) 30-day option implied volatility is at 18; compared to its 52-week range of 17 to 30.

SPDR Bloomberg Barclays High Yield Bond ETF (JNK) 30-day option implied volatility is at 9; compared to its 52-week range of 8 to 33. Call put ratio 1 call to 157 puts.

iShares iBoxx $ High Yield Corporate Bond ETF (HYG) 30-day option implied volatility is at 10; compared to its 52-week range of 9 to 23. Call put ratio 1 call to 5.3 puts.

Ishares Iboxx $ Investment Grade Corporate Bond Etf (LQD) 30-day option implied volatility is at 11; compared to its 52-week range of 9 to 19. Call put ratio 1 call to 5.5 puts.

Straddle prices into quarter results

Williams Cos. (WMB) February weekly 32 straddle priced for a move of 4% into the expected release of quarter results after the bell of February 20.

Adtran (ADTN) March straddle priced for a move of 11% into the expected release of quarter results after the bell of February 21.

Coin (COIN) February weekly 66 straddle priced for a move of 18% into the expected release of quarter results after the bell of February 21.

Walmart (WMT) February weekly 145 straddle priced for a move of 4.5% into the expected release of quarter results before the bell of February 21.

Home Depot (HD) February weekly 320 straddle priced for a move of 5% into the expected release of quarter results before the bell of February 21.

Medtronic (MDT) February weekly 84 straddle priced for a move of 5% into the expected release of quarter results before the bell of February 21.

Palo Alto Network (PANW) February weekly 172.50 straddle priced for a move of 8% into the expected release of quarter results after the bell of February 21.

Caesars (CZR) February weekly 52 straddle priced for a move of 8% into the expected release of quarter results after the bell of February 21.

Exact Sciences (EXAS) February weekly 64 straddle priced for a move of 8% into the expected release of quarter results after the bell of February 21.

Toll Brothers (TOL) February weekly 59 straddle priced for a move of 8% into the expected release of quarter results after the bell of February 21.

Flour (FLR) March 36 straddle priced for a move of 11% into the expected release of quarter results before the bell of February 21.

Expeditors (EXPD) March straddle priced for a move of 7% into the expected release of quarter results before the bell of February 21.

Options with decreasing option implied volatility: AMC TWLO CAR LYFT CROX TTD ROKU SEDG BE BTU
Increasing unusual option volume: RVNC CYH SGEN SKIN CANO AVTR AI AB BKKT LQD TTCF FIVN
Increasing unusual call option volume: PHG SHY FOXA FIVN FSLY RVNC CYH SGEN SKIN CANO AVTR AI AB BKKT LQD TTCF FIVN
Increasing unusual put option volume: SIRI TTCF LQD ALT TOST NSC WE AI FOUR IGT FSLY CAG
Popular stocks increasing options volume: MARA COIN ROKU PLTR CSCO DKNG BBBY ABNB SI
Active options: TSLA AAPL AMZN NVDA AMC GOOGL SHOP META AMD MARA MSFT COIN ROKU GOOG PLTR CSCO DKNG BBBY ABNB SI
Global S&P Futures down in premarket, Nikkei mixed, DAX down, WTI Crude oil recently at $77, natural gas down 2%, gold at $1831