Pre-Market IV Report March 14, 2023

Pre-Market IV Report March 14, 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: KEY ALT RF TFC NYCB FITB SCHW ALLY HBAN KRE USB LNC FIS WAL FRC EWBC ZION WTFC

Stocks expected to have increasing option volume: UAL BG CAT MNTV LEN AMLX DCGO CDMO OMER FOA AVD GTLB WPRT

Bank IV elevated

JPMorgan (JPM) 30-day option implied volatility is at 38; compared to its 52-week range of 20 to 44.

Wells Fargo (WFC) 30-day option implied volatility is at 49; compared to its 52-week range of 22 to 49.

Bank of America (BAC) 30-day option implied volatility is at 49; compared to its 52-week range of 22 to 48.

Citigroup (C) 30-day option implied volatility is at 49; compared to its 52-week range of 23 to 51.

Goldman Sachs (GS) 30-day option implied volatility is at 39; compared to its 52-week range of 22 to 44.

Morgan Stanley (MS) 30-day option implied volatility is at 37; compared to its 52-week range of 22 to 46.

U.S. Bancorp (USB) 30-day option implied volatility is at 59; compared to its 52-week range of 20 to 59.

KeyCorp (KEY) 30-day option implied volatility is at 186; compared to its 52-week range of 24 to 187.

Truist (TFC) 30-day option implied volatility is at 113; compared to its 52-week range of 23 to 113.

PNC Financial (PNC) 30-day option implied volatility is at 48; compared to its 52-week range of 22 to 48.

Charles Schwab (SCHW) 30-day option implied volatility is at 104; compared to its 52-week range of 26 to 104.

First Republic Bank (FRC) 30-day option implied volatility is at 406; compared to its 52-week range of 24 to 407.

Comerica (CMA) 30-day option implied volatility is at 163; compared to its 52-week range of 26 to 163.

Northern Trust (NTRS) 30-day option implied volatility is at 48; compared to its 52-week range 22 to 48.

Wintrust Financial (WTFC) 30-day option implied volatility is at 84; compared to its 52-week range of 24 to 84.

Zions Bancorp (ZION) 30-day option implied volatility is at 148; compared to its 52-week range of 27 to 149.

Bank OZK (OZK) 30-day option implied volatility is at 80; compared to its 52-week range of 24 to 96.

Bank of New York (BK) 30-day option implied volatility is at 52; compared to its 52-week range of 20 to 52.

State Street (STT) 30-day option implied volatility is at 65; compared to its 52-week range of 26 to 89.

Regions Financial (RF) 30-day option implied volatility is at 122; compared to its 52-week range of 24 to 122.

M&T Bank Corp. (MTB) 30-day option implied volatility is at 55; compared to its 52-week range of 21 to 80.

Citizens Financial Group (CFG) 30-day option implied volatility is at 85; compared to its 52-week range of 23 to 90.

Western Alliance Bancorporation (WAL) 30-day option implied volatility is at 398; compared to its 52-week range of 30 to 398.

East-West Bancorp (EWBC) 30-day option implied volatility is at 146; compared to its 52-week range of 23 to 147.

Huntington Bancshares (HBAN) 30-day option implied volatility is at 93; compared to its 52-week range of 20 to 93.

Fifth Third Bancorp (FITB) 30-day option implied volatility is at 108; compared to its 52-week range of 24 to 108.

BankUnited (BKU) 30-day option implied volatility is at 89; compared to its 52-week range of 27 to 89.

Credit Suisse (CS) 30-day option implied volatility is at 107; compared to its 52-week range of 30 to 107.

Deutsche Bank (DB) 30-day option implied volatility is at 56; compared to its 52-week range of 25 to 69.

UBS AG (UBS) 30-day option implied volatility is at 51; compared to its 52-week range of 19 to 52.

HSBC Holdings (HSBC) 30-day option implied volatility is at 32; compared to its 52-week range of 19 to 40.

Interactive Brokers (IBKR) 30-day option implied volatility is at 50; compared to its 52-week range of 25 to 93.

Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility is at 36; compared to its 52-week range of 17 to 37.

Spdr S&P Bank Etf (KBE) 30-day option implied volatility is at 71; compared to its 52-week range of 20 to 71.

Apollo Global Management (APO) 30-day option implied volatility is at 59; compared to its 52-week range of 32 to 59.

Blackstone (BX) 30-day option implied volatility is at 60; compared to its 52-week range of 36 to 60.

The Carlyle Group (CG) 30-day option implied volatility is at 52; compared to its 52-week range of 31 to 99.

KKR & Co. (KKR) 30-day option implied volatility is at 50; compared to its 52-week range of 33 to 56.

Airlines IV into United Airlines (UAL) pre-announcing Q1 results

United Airlines (UAL) 30-day option implied volatility is at 47; compared to its 52-week range of 35 to 77 into United Airlines (UAL) pre-announcing Q1 results.

American Airlines (AAL) 30-day option implied volatility is at 51; compared to its 52-week range of 38 to 81.

Delta (DAL) 30-day option implied volatility is at 42; compared to its 52-week range of 29 to 66.

Southwest (LUV) 30-day option implied volatility is at 40; compared to its 52-week range of 28 to 54.

Uber (UBER) 30-day option implied volatility is at 40; compared to its 52-week range of 41 to 80 into a California appeals court decision preserves the independent-contractor model in the state.

Lyft (LYFT) 30-day option implied volatility is at 72; compared to its 52-week range of 50 to 110 into a California appeals court decision preserves the independent-contractor model in the state. Call put ratio 5 calls to 1 put.

Caterpillar (CAT) March call option implied volatility is at 48, April is at 35; compared to its 52-week range of 24 to 45 into a company hosted investor meeting on March 14.

Momentive (MNTV) 30-day option implied volatility is at 124; compared to its 52-week range of 50 to 135 into, the maker of SurveyMonkey, today announced it has entered into a definitive agreement to be acquired by a consortium led by Symphony Technology Group (STG). Call put ratio 42 calls to 1 put.      
Straddle prices into quarter results

Lennar Corp. (LEN) March 97.50 straddle priced for a move of 6.5% into the expected release of quarter results today after the bell.

Adobe (ADBE) March straddle 325 priced for a move of 7.5% into the expected release of quarter results after the bell on March 15.

Five Below (FIVE) March 195 straddle priced for a move of 7.5% into the expected release of quarter results after the bell on March 15.

Williams-Sonoma (WSM) March 118 straddle priced for a move of 9% into the expected release of quarter results after the bell on March 15.

Lithium America (LAC) March 21 straddle priced for a move of 8.5% into the expected release of quarter results on March 15.

PagerDuty (PD) March 30 straddle priced for a move of 15% into the expected release of quarter results after the bell on March 15.

Grow Generation (GRWG) March 4straddle priced for a move of 20% into the expected release of quarter results after the bell on March 15.

FedEx (FDX) March 197.50 straddle priced for a move of 6.5% into the expected release of quarter results after the bell on March 16.

Options with decreasing option implied volatility: NTNX ASAN MDB SAVE SE DKS ULTA
Increasing unusual option volume: ZION DPST MQ COOP BKLN KEY FSK ARVL
Increasing unusual call option volume: DPST FSK KBE KEY KRE SCHW CMA
Increasing unusual put option volume: MQ COOP BKLN KEY HTGC TFC HBAN
Popular stocks increasing options volume: SCHW COIN MARA F JPM SOFI AMC PLTR
Active options: TSLA BAC AAPL AMZN NVDA SCHW COIN AMD C WFC MARA MSFT META F JPM GOOGL SOFI GOOG AMC PLTR
Global S&P Futures mixed in premarket, Nikkei lower, DAX mixed, WTI Crude oil recently at $77, natural gas mixed, gold at $1906