Pre-Market IV Report March 10, 2023

Pre-Market IV Report March 10, 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: SBNY ALT AUPH HBAN RF FITB SCHW KEY TFC NYCB KRE BAC WFC JPM C USB OSH XLF ARCC SIVB PACW WAL CMA RF CBRE ERIC SYF GS KMX

Stocks expected to have increasing option volume: ULTA ORCL GPS NNDM SIVB SI SSYS MTN SBNY DOCU ZUMZ HOOD PYPL

SVB Financial Group (SIVB) 30-day option implied volatility is at 167; compared to its 52-week range of 39 to 280. Call put ratio 1.1 calls to 1 put as venture funds tell companies to back away from the bank.

Bank option IV amid fears over value of bond portfolios into February employment release

Wells Fargo (WFC) 30-day option implied volatility is at 35; compared to its 52-week range of 22 to 51.

Bank of America (BAC) 30-day option implied volatility is at 34; compared to its 52-week range of 22 to 48.

Citigroup (C) 30-day option implied volatility is at 34; compared to its 52-week range of 23 to 51.

Goldman Sachs (GS) 30-day option implied volatility is at 29; compared to its 52-week range of 22 to 44.

JPMorgan (JPM) 30-day option implied volatility is at 31; compared to its 52-week range of 20 to 44.
option IV increases amid wide price movement

Morgan Stanley (MS) 30-day option implied volatility is at 30; compared to its 52-week range of 21 to 47.

U.S. Bancorp (USB) 30-day option implied volatility is at 32; compared to its 52-week range of 20 to 41.

Truist (TFC) 30-day option implied volatility is at 35; compared to its 52-week range of 23 to 88.

PNC Financial (PNC) 30-day option implied volatility is at 32; compared to its 52-week range of 22 to 40.

Charles Schwab (SCHW) 30-day option implied volatility is at 40; compared to its 52-week range of 26 to 47.

Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility is at 25; compared to its 52-week range of 17 to 35.

Spdr S&P Bank Etf (KBE) 30-day option implied volatility is at 33; compared to its 52-week range of 20 to 40. Call put ratio 1 call to 10 puts.

Silvergate Capital (SI) 30-day option implied volatility is at 287; compared to its 52-week range of 74 to 315.

Signature Bank (SBNY) 30-day option implied volatility is at 111 compared to its 52-week range of 40 to 107.

First Republic Bank (FRC) 30-day option implied volatility is at 56; compared to its 52-week range of 24 to 89. Call put ratio 1 call to 4.3 puts.

Comerica (CMA) 30-day option implied volatility is at 44; compared to its 52-week range of 26 to 81. Call put ratio 1 call to 2.6 puts.

East West Bancorp (EWBC) 30-day option implied volatility is at 35; compared to its 52-week range 23 to 55. Call put ratio 1 call to 7.9 puts.

Western Alliance (WAL) 30-day option implied volatility is at 51; compared to its 52-week range of 30 to 53.

Wintrust Financial (WTFC) 30-day option implied volatility is at 27; compared to its 52-week range of 24 to 45.

Zions Bancorp (ZION) 30-day option implied volatility is at 48; compared to its 52-week range of 27 to 94. Call put ratio 1 call to 8.4 puts.

Bank OZK (OZK) 30-day option implied volatility is at 41; compared to its 52-week range of 24 to 96. Call put ratio 1 call to 34 puts.

Huntington Bancshares (HBAN) 30-day option implied volatility is at 35; compared to its 52-week range of 20 to 49.

Fifth Third Bancorp (FITB) 30-day option implied volatility is at 39; compared to its 52-week range of 24 to 75. Call put ratio 1 call to 6.8 puts.

Zions Bancorp (ZION) 30-day option implied volatility is at 48; compared to its 52-week range of 27 to 94. Call put ratio 1 call to 8.4 puts.

REITS option IV

Boston Properties (BXP) 30-day option implied volatility is at 33; compared to its 52-week range of 20 to 80. Call put ratio 1 call to 3.9 puts.

SL Green Realty (SLG) 30-day option implied volatility is at 47; compared to its 52-week range of 24 to 94. Call put ratio 1 call to 12 puts.

Vornado Realty Trust (VNO) 30-day option implied volatility is at 45; compared to its 52-week range of 26 to 56.

Simon Property Group (SPG) 30-day option implied volatility is at 28; compared to its 52-week range of 23 to 270.

Starwood Property Trust (STWD) 30-day option implied volatility is at 27; compared to its 52-week range of 17 to 79. Call put ratio 1 call to 13.4 puts.

WeWork (WE) 30-day option implied volatility is at 149; compared to its 52-week range of 59 to 223. Call put ratio 1 call to 5.2 puts.

Crypto themed stocks

Coinbase (COIN) 30-day option implied volatility is at 105; compared to its 52-week range of 62 to 174.

Marathon Patent Group (MARA) 30-day option implied volatility is at 129; compared to its 52-week range of 99 to 183.

Riot Blockchain (RIOT) 30-day option implied volatility is at 103; compared to its 52-week range of 90 to 176.

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 85; compared to its 52-week range of 70 to 221.

Microvision (MVIS) 30-day option implied volatility is at 62; compared to its 52-week range of 65 to 142. Call put ratio 3.1 calls to 1 put.

Bit Digital (BTBT) 30-day option implied volatility is at 140; compared to its 52-week range of 75 to 191.

Stratasys (SSYS) 30-day option implied volatility is at 39; compared to its 52-week range of 39 to 87 up into confirming unsolicited bid from Nano Dimension (NNDM).

Straddle prices into quarter results

Lennar Corp. (LEN) March straddle priced for a move of 6.5% into the expected release of quarter results after the bell on March 14.

Adobe (ADBE) March straddle 337 priced for a move of 8% into the expected release of quarter results after the bell on March 15.

Options with decreasing option implied volatility: PRVB AMC MDB SAVE SE NTNX ASAN
Increasing unusual option volume: SIVB MAXN ZION VSCO MQ WW IEP HST
Increasing unusual call option volume: SIVB IEP MAXN BBW WW KRE TK SBNY
Increasing unusual put option volume: MQ VSCO SIVB DM HTGC ARCC MAC URA SBNY
Popular stocks increasing options volume: BAC COIN SI BABA AMC INTC JPM WFC JD X
Active options: TSLA AAPL NVDA BAC AMZN AMD COIN MSFT META SI GOOGL BABA AMC INTC JPM WFC GOOG JD NFLX X
Global S&P Futures mixed in premarket, Nikkei down 1.6%, DAX down 1.6%, WTI Crude oil recently at $75, natural gas down 1.5%, gold at $1836