Pre-Market IV Report March 16, 2023

Pre-Market IV Report March 16, 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: ALT KEY FITB NYCB KRE TFC SCHW ABR HBAN ALLY RF DB CS LNC

Stocks expected to have increasing option volume: FDX ADBE GRPN FIVE PATH PD GRWG SNAP META PINS USO HAL SLB

Option IV, WTI Crude oil trades below $70

United States Oil Fund (USO) 30-day option implied volatility is at 48; compared to its 52-week range of 32 to 70 as WTI Crude oil trades below $70.

Halliburton (HAL) 30-day option implied volatility is at 55; compared to its 52-week range of 37 to 63.

SLB (SLB) 30-day option implied volatility is at 51; compared to its 52-week range of 34 to 61.

Option IV for Social Media Stocks into White House calls for TikTok owner to sell stake or face U.S. ban, WSJ says

Snap (SNAP) 30-day option implied volatility is at 67; compared to its 52-week range of 57 to 128.

Meta Platforms (META) 30-day option implied volatility is at 43; compared to its 52-week range of 37 to 79.

Alphabet (GOOG) 30-day option implied volatility is at 34; compared to its 52-week range of 25 to 49.

Pinterest (PINS) 30-day option implied volatility is at 53; compared to its 52-week range of 46 to 107.

Yelp (YELP) 30-day option implied volatility is at 35; compared to its 52-week range of 28 to 102.

Euro money center-investment bank option IV

Credit Suisse (CS) 30-day option implied volatility is at 301; compared to its 52-week range of 30 to 301.

Deutsche Bank (DB) 30-day option implied volatility is at 70; compared to its 52-week range of 25 to 69. Call put ratio 1 call to 10.4 puts.

Barclays plc (BCS) 30-day option implied volatility is at 69; compared to its 52-week range of 24 to 84. Call put ratio 1 call to 22 puts.

UBS AG (UBS) 30-day option implied volatility is at 62; compared to its 52-week range of 19 to 63. Call put ratio 1 call to 4.2 puts.

HSBC Holdings (HSBC) 30-day option implied volatility is at 34; compared to its 52-week range of 19 to 40.

Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility is at 35; compared to its 52-week range of 17 to 37.

Spdr S&P Bank Etf (KBE) 30-day option implied volatility is at 64; compared to its 52-week range of 21 to 71.
SPDR S&P Regional Banking ETF (KRE) 30-day option implied volatility is at 75; compared to its 52-week range of 21 to 81.

Interest rate option IV

Proshares Trust Ultrashort Lehman 20+ Year Treasury (TBT) 30-day option implied volatility is at 50; compared to its 52-week range of 32 to 60.

iShares 20+ Year Treasury Bond ETF (TLT) 30-day option implied volatility is at 25; 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 15; compared to its 52-week range of 8 to 33. Call put ratio 1 call to 106 puts.

iShares iBoxx $ High Yield Corporate Bond ETF (HYG) 30-day option implied volatility is at 15; compared to its 52-week range of 9 to 23. Call put ratio 1 call to 8 puts.

Ishares Iboxx $ Investment Grade Corporate Bond Etf (LQD) 30-day option implied volatility is at 15; compared to its 52-week range of 10 to 19.
      
Straddle prices into quarter results

FedEx (FDX) March 195 straddle priced for a move of 6% into the expected release of quarter results today after the bell.

Dollar General (DG) March 217 straddle priced for a move of 5% into the expected release of quarter results today.

Jabil (JBL) March 80 straddle priced for a move of 8% into the expected release of quarter results today.

Academy Sports (ASO) March 60 straddle priced for a move of 10% into the expected release of quarter results.

Signet Jewelers (SIG) March 68 straddle priced for a move of 14% into the expected release of quarter results today.

XPeng (XPEV) March 8 straddle priced for a move of 10% into the expected release of quarter results before the bell on March 17.

Options with decreasing option implied volatility: AUPH ASAN AVXL MDB STNE ULTA
Increasing unusual option volume: BKLN FTI CS RWM ZION LU
Increasing unusual call option volume: LU CS DPST FTI FEZ GFI
Increasing unusual put option volume: BCS APRN UBS STWD BKLN CS
Popular stocks increasing options volume: CS BAC SCHW JPM WFC C FRC COIN
Active options: TSLA AMZN AAPL CS NVDA BAC META MSFT AMC BABA GOOGL AMD SCHW GOOG NFLX JPM WFC C FRC COIN
Global S&P Futures mixed in premarket, Nikkei mixed, DAX up 1%, WTI Crude oil recently at $69, natural gas mixed, gold at $1921