Pre-Market IV Report February 21, 2023

Pre-Market IV Report February 21, 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: BHP HZNP AMC NDAQ WWE RETA ADPT TGNA ACET ETNB DSGN OII MDGL DRIP MYOV ABCL PLL OSW SQM CVE

Stocks expected to have increasing option volume: WMT HD ADTN CON PANW CZR TOL FLR NVDA EXPD

Meta Platforms (META) option implied volatility low as share price up before the bell

Meta Platforms (META) February weekly call option implied volatility is at 35, March is at 39; compared to its 52-week range of 37 to 79 into Meta Verified is available for direct purchase on Instagram or Facebook in Australia and New Zealand starting later this week.

Tesla (TSLA) February weekly call option implied volatility is at 62, March is at 70; 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 20, March is at 23; compared to its 52-week range of 22 to 44 into hosting an Investor Day on February 28th

Straddle prices into quarter results

Coinbase (COIN) February weekly 65 straddle priced for a move of 18% into the expected release of quarter results today after the bell.

Walmart (WMT) February weekly 146 straddle priced for a move of 4.5% into the expected release of quarter results today before the bell.

Home Depot (HD) February weekly 317 straddle priced for a move of 4.5% into the expected release of quarter results today before the bell.

Medtronic (MDT) February weekly 85 straddle priced for a move of 5.5% into the expected release of quarter results today before the bell.

Palo Alto Network (PANW) February weekly 170 straddle priced for a move of 8% into the expected release of quarter results today after the bell.

Caesars (CZR) February weekly 53 straddle priced for a move of 7.5% into the expected release of quarter results today after the bell. Call put ratio 3.4 calls to 1 put.

Exact Sciences (EXAS) February weekly 63 straddle priced for a move of 8% into the expected release of quarter results today after the bell.

Toll Brothers (TOL) February weekly 58 straddle priced for a move of 6% into the expected release of quarter results today after the bell.

Flour (FLR) March 36 straddle priced for a move of 11% into the expected release of quarter results today before the bell. Call put ratio 18 calls to 1 put.

Expeditors (EXPD) March 110 straddle priced for a move of 7% into the expected release of quarter results today before the bell.

NVIDIA (NVDA) February weekly 214 straddle priced for a move of 7.5% into the expected release of quarter results after the bell of February 22. Call put ratio 1.1 calls to 1 put.

TJX (TJX) February weekly 80 straddle priced for a move of 5% into the expected release of quarter results before the bell of February 22.

Pioneer Resources (PXD) February weekly 210 straddle priced for a move of 5% into the expected release of quarter results after the bell of February 22.

Lucid (LCID) February weekly 11 straddle priced for a move of 19% into the expected release of quarter results after the bell of February 22.

eBay (EBAY) February weekly 48 straddle priced for a move of 7% into the expected release of quarter results after the bell of February 22.

Etsy (ETSY) February weekly 130 straddle priced for a move of 12% into the expected release of quarter results after the bell of February 22.

Unity Software (U) February weekly 39.50 straddle priced for a move of 15% into the expected release of quarter results after the bell of February 22.

Bath & Body Works (BBWI) February weekly 43 straddle priced for a move of 9.5% into the expected release of quarter results February 22.

Teledoc (TDOC) February weekly 30 straddle priced for a move of 19% into the expected release of quarter results after the bell of February 22.

Interest rate stocks option IV

Proshares Trust Ultrashort Lehman 20+ Year Treasury (TBT) 30-day option implied volatility is at 34; compared to its 52-week range of 33 to 60.

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 18 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 4.1 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 5.4 puts.

World Wrestling Entertainment (WWE) 30-day option implied volatility is at 248; compared to its 52-week range of 28 to 248. Call put ratio 2.2 calls to 1 put amid Vince McMahon asking $9B, Bloomberg.

Sigma Lithium (SGML) 30-option implied volatility is at 58 into Bloomberg reports Tesla (TSLA) mulls offer.

Options with decreasing option implied volatility: APLS CAR TWLO UPST CROX ROKU TTD FSLY TOST SEDG LYFT RNG DKNG STEM FIS DASH RBLX TRIP
Increasing unusual option volume: XP NATI AZUL INDA DVY RETA AVTR TIP ISEE WWE
Increasing unusual call option volume: ISEE VRT FLR GGAL RETA WWE AN TAP SMAR GLNG BEN NATI
Increasing unusual put option volume: XP INDA RETA AI IEF KDP WWE DBX FOUR HZNP NRG NSC STEM RAD PHM
Popular stocks increasing options volume: ROKU COIN PLTR CSCO DKNG BBBY ABNB SI
Active options: TSLA AAPL AMZN NVDA AMC GOOGL META SHOP AMD MARA MSFT ROKU COIN GOOG PLTR CSCO DKNG BBBY ABNB SI
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $77, natural gas down 1%, gold at $1840