Pre-Market IV Report March 2, 2023

Pre-Market IV Report March 2, 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: PRVB TSLA DELL M KR BBY BURL CRM OKTA BOX SNOW SPLK PLUG ZTO SAVE LOGI FIS VMW

Stocks expected to have increasing option volume: M DELL COST KR HRL BBY BURL SIX CRM OKTA AEO VEEV PSTG BOX SNOW SPLK PLUG SI PBR

Tesla (TSLA) March weekly call option implied volatility is at 107, March is at 70; compared to its 52-week range of 49 to 96. Call put ratio 1.4 calls to 1 put into shares trade $192 before the bell.

Straddle prices into quarter results

Costco (COST) March weekly 480 straddle priced for a move of 3.5% into the expected release of quarter results today after the bell.

Marvell Tech (MRVL) March weekly 45 straddle priced for a move of 8.5% into the expected release of quarter results today after the bell.

Kroger (KR) March weekly 43.50 straddle priced for a move of 6% into the expected release of quarter results today before the bell.

Dell Technology (DELL) March 40 straddle priced for a move of 6.5% into the expected release of quarter results today after the bell.

Hormel (HRL) March weekly 44 straddle priced for a move of 4.5% into the expected release of quarter results today before the bell.

Broadcom (AVGO) March weekly 595 straddle priced for a move of 4.5% into the expected release of quarter results today after the bell.

Burlington Stores (BURL) March weekly 217.50 straddle priced for a move of 11% into the expected release of quarter results today before the bell.

Hewlett Packard (HPE) March 15 straddle priced for a move of 8% into the expected release of quarter results today after the bell. Call put ratio 1 call to 5.5 puts.

Zscaler (ZS) March weekly 128 straddle priced for a move of 13% into the expected release of quarter results today after the bell.

Best Buy (BBY) March weekly 83 straddle priced for a move of 8% into the expected release of quarter results today before the bell.

Macy’s (M) March weekly 20.50 straddle priced for a move of 8% into the expected release of quarter results after today.

Nordstrom (JWN) March weekly 19 straddle priced for a move of 9% into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.1 puts.

C3.ai, Inc (AI) March weekly 20.50 straddle priced for a move of 14% the expected release of quarter results today after the bell. Call put ratio 1.8 calls to 1 put.

Hibbett (HIBB) call put ratio 11 calls to 1 put into the expected release of quarter results before the bell of March 3.

REITS option IV

Boston Properties (BXP) 30-day option implied volatility is at 31; compared to its 52-week range of 21 to 80. Call put ratio 1 call to 4.4 puts.

SL Green Realty (SLG) 30-day option implied volatility is at 42; compared to its 52-week range of 24 to 94. Call put ratio 1 call to 44 puts.

Vornado Realty Trust (VNO) 30-day option implied volatility is at 38; compared to its 52-week range of 26 to 56. Call put ratio 1 call to 1.7 puts.

Simon Property Group (SPG) 30-day option implied volatility is at 25; compared to its 52-week range of 27 to 270. Call put ratio 2.6 calls to 1 put.

Starwood Property Trust (STWD) 30-day option implied volatility is at 26; compared to its 52-week range of 17 to 77. Call put ratio 7.8 calls to 1 put.

Movers

FIS (FIS) 30-day option implied volatility is at 39; compared to its 52-week range of 24 to 87. Call put ratio 23 calls to 1 put with focus on March 62.50 and 65 calls.

Radius Global Infrastructure, Inc. (RADI) 30-day option implied volatility is at 44; compared to its 52-week range of 31 to 110 .Call put ratio 3.2 calls to 1 put.

MP Materials (MP) 30-day option implied volatility is at 49; compared to its 52-week range of 49 to 89.

Increasing unusual option volume: MQ PTEN UNVR XP RETA FIS
Increasing unusual call option volume: MQ UNVR HSBC EOSE RETA
Increasing unusual put option volume: MQ XP RETA WE SLG IMGN CP
Popular stocks increasing options volume: RIVN PBR LAZR F INTC FSLR PBR MARA
Active options: TSLA AMZN NVDA AAPL AMC GOOGL META RIVN NIO BBBY BABA GOOG MSFT AMD LAZR F INTC FSLR PBR MARA
Global S&P Futures lower in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $78, natural gas down 1%, gold at $1839