Pre-Market IV Report March 15, 2023

Pre-Market IV Report March 15, 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: LEN FDX GRWG WSM KEY FITB TFC SHCW NYCB TFC KRE HBAN ALLY RF

Stocks expected to have increasing option volume: LEN FDX ADBE SCHW RAD SMAR S

Bank IV elevated

JPMorgan (JPM) 30-day option implied volatility is at 32; compared to its 52-week range of 20 to 44.

Wells Fargo (WFC) 30-day option implied volatility is at 42; compared to its 52-week range of 22 to 49.

Bank of America (BAC) 30-day option implied volatility is at 43; compared to its 52-week range of 22 to 48.

Citigroup (C) 30-day option implied volatility is at 40; compared to its 52-week range of 23 to 51.

Goldman Sachs (GS) 30-day option implied volatility is at 34; compared to its 52-week range of 22 to 44.

Morgan Stanley (MS) 30-day option implied volatility is at 33; compared to its 52-week range of 22 to 46.

U.S. Bancorp (USB) 30-day option implied volatility is at 46; compared to its 52-week range of 20 to 59.

KeyCorp (KEY) 30-day option implied volatility is at 99; compared to its 52-week range of 24 to 187.

Truist (TFC) 30-day option implied volatility is at 79; 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 78; compared to its 52-week range of 26 to 104.

First Republic Bank (FRC) 30-day option implied volatility is at 289; compared to its 52-week range of 24 to 407.

Comerica (CMA) 30-day option implied volatility is at 85; compared to its 52-week range of 26 to 163.

Northern Trust (NTRS) 30-day option implied volatility is at 42; compared to its 52-week range 22 to 48.

Wintrust Financial (WTFC) 30-day option implied volatility is at 80; compared to its 52-week range of 24 to 84.

Zions Bancorp (ZION) 30-day option implied volatility is at 114; compared to its 52-week range of 27 to 149.

Bank OZK (OZK) 30-day option implied volatility is at 65; compared to its 52-week range of 24 to 96.

Bank of New York (BK) 30-day option implied volatility is at 42; compared to its 52-week range of 20 to 52.

State Street (STT) 30-day option implied volatility is at 47; compared to its 52-week range of 26 to 89.

Regions Financial (RF) 30-day option implied volatility is at 69; compared to its 52-week range of 24 to 122.

M&T Bank Corp. (MTB) 30-day option implied volatility is at 49; compared to its 52-week range of 21 to 80.

Citizens Financial Group (CFG) 30-day option implied volatility is at 66; compared to its 52-week range of 23 to 90.

Western Alliance Bancorporation (WAL) 30-day option implied volatility is at 258; compared to its 52-week range of 30 to 398.

East-West Bancorp (EWBC) 30-day option implied volatility is at 92; compared to its 52-week range of 23 to 147.

Huntington Bancshares (HBAN) 30-day option implied volatility is at 69; compared to its 52-week range of 20 to 93.

Fifth Third Bancorp (FITB) 30-day option implied volatility is at 92; compared to its 52-week range of 24 to 108.

BankUnited (BKU) 30-day option implied volatility is at 80; compared to its 52-week range of 27 to 89.

Credit Suisse (CS) 30-day option implied volatility is at 113; compared to its 52-week range of 30 to 107.

Deutsche Bank (DB) 30-day option implied volatility is at 46; compared to its 52-week range of 25 to 69.

UBS AG (UBS) 30-day option implied volatility is at 41; compared to its 52-week range of 19 to 52.

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

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

Straddle prices into quarter results

Adobe (ADBE) March straddle 335 priced for a move of 7% into the expected release of quarter results after the bell on March 15.

Five Below (FIVE) March 197.5 straddle priced for a move of 7.5% into the expected release of quarter results today after the bell.

Williams-Sonoma (WSM) March 119 straddle priced for a move of 8.5% into the expected release of quarter results today after the bell.

PagerDuty (PD) March 30 straddle priced for a move of 18% into the expected release of quarter results today after the bell.

Grow Generation (GRWG) March 4straddle priced for a move of 22% into the expected release of quarter results today after the bell.

FedEx (FDX) March 197.50 straddle priced for a move of 6% into the expected release of quarter results after the bell on March 16.

Options with decreasing option implied volatility: ASAN AVXL MDB CRWD DOCU ULTA
Increasing unusual option volume: ZION UNIT DPST KEY UMC CP CMA FITB
Increasing unusual call option volume: DPST KEY FITB SCHW WWE CMA
Increasing unusual put option volume options volume: SCHW C CHPT COIN FRC WFC BBBY INTC
Popular stocks increasing: CP KEY MQ GTLB SLG ABR SCHW WE
Active options: TSLA AAPL NVDA AMC BAC META AMZN AMD SCHW MSFT MARA GOOGL C CHPT COIN FRC GOOG WFC BBBY INTC
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $73, natural gas mixed, gold at $1906