Pre-Market IV Report March 23, 2023

Pre-Market IV Report March 23, 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: FRC OZK PHR CVNA FHN MANU ACI SCHW MTB ALLY MLKN ALC CORT VTRS TK PNC ALL GOGL CEG DIA DNUT AAP PNC ALL

Stocks expected to have increasing option volume: COIN GIS DRI FRC CHWY SCS

Option IV for Social Media Stocks amid TikTok headlines

Snap (SNAP) 30-day option implied volatility is at 83; compared to its 52-week range of 57 to 128.

Meta (META) 30-day option implied volatility is at 42; compared to its 52-week range of 37 to 79.

Pinterest (PINS) 30-day option implied volatility is at 49; compared to its 52-week range of 46 to 107.

Yelp (YELP) 30-day option implied volatility is at 31; compared to its 52-week range of 28 to 102.

Alphabet (GOOG) 30-day option implied volatility is at 33; compared to its 52-week range of 26 to 49.

Option IV movers as banks raise prime lending rate to 8% from 7.75%

Coinbase (COIN) 30-day option implied volatility is at 104; compared to its 52-week range of 62 to 174 into Wells Notice from SEC.

Carvana Co. (CVNA) 30-day option implied volatility is at 163; compared to its 52-week range of 77 to 267.

First Republic Bank (FRC) 30-day option implied volatility is at 376; compared to its 52-week range of 24 to 407. Call put ratio 1 call to 1.4 puts on 337K contracts.

Bank of America (BAC) 30-day option implied volatility is at 43; compared to its 52-week range of 22 to 50.

Ford Motor (F) 30-day option implied volatility is at 40; compared to its 52-week range of 33 to 587 into hosting a teach in where it will share details of its new segment and financial reporting as well as a Q&A session with their CFO and Controller today.

Tesla (TSLA) 30-day option implied volatility is at 66; compared to its 52-week range of 49 to 96.

On Holding AG (ONON) 30-day option implied volatility is at 49; compared to its 52-week range of 47 to 129.

Straddle prices into quarter results

Accenture (ACN) March weekly 252 straddle priced for a move of 4% into the expected release of quarter results today before the bell.

General Mills (GIS) April 80 straddle priced for a move of 6% into the expected release of quarter results today before the bell.

Darden (DRI) April 150 straddle priced for a move of 6.5% into the expected release of quarter results today before the bell.

FactSet Research (FDS) April 420 straddle priced for a move of 7% into the expected release of quarter results today before the bell.

Options with decreasing option implied volatility: PCT UVIX PATH NYCB BCS ARRY AXSM FL RF AUPH FITB ABR KRE KEY HAN S TAL WSM SYF PDD LNC ERX ASO NKE NATI SBSW ONON BCRX APO BK STLD WU
Increasing unusual option volume: DBRG BKLN FRC EWY EXEL ZTS OLLI ONON DPST BBIO
Increasing unusual call option volume: DPST UBS SCHW ACI NGD ZTS EXEL VORB DPST ONON DD ETNB TFC CS
Increasing unusual put option volume: KBE URA BKLN CFG SLG HBAN KBE NATI ONON ETNB CS ABR LOVE USB VNO UBS DM BXMT ARRY
Popular stocks increasing options volume: GME BAC AMC CS FRC SOFI LAZR NKE MARA COIN CHPT
Active options: TSLA NVDA AAPL GME AMD GOOGL AMZN BAC AMC MSFT META CS FRC GOOG SOFI LAZR NKE MARA COIN CHPT
Global S&P Futures mixed in premarket, Nikkei up 1.5%, DAX mixed, WTI Crude oil recently at $70, natural gas up 2%, gold at $1982