Pre-Market IV Report March 29, 2023

Pre-Market IV Report March 29, 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: AUPH SPOT ALGN OSH DPZ UPS OSCR HRMY BUR ALDX TAL BABA ABR AGI BCRX HUM JEF CALM NATI HESM

Stocks expected to have increasing option volume: BABA MU LULU LYFT AFRM AMC BB RH PAYX

Option IV into end of month and quarter

First Republic Bank (FRC) 30-day option implied volatility is at 282; compared to its 52-week range of 24 to 404.

AMC Entertainment (AMC) 30-day option implied volatility is at 133; compared to its 52-week range of 107 to 528. Call put ratio 2.1 calls to 1 put on 852K contracts.

Bed Bath & Beyond (BBBY) 30-day option implied volatility is at 208; compared to its 52-week range of 93 to 633 as shares trade .79 cents.

DraftKings (DKNG) 30-day option implied volatility is at 60; compared to its 52-week range of 56 to 111.

Lucid Group (LCID) 30-day option implied volatility is at 78; compared to its 52-week range of 70 to 172.

Crocs (CROX) 30-day option implied volatility is at 56; compared to its 52-week range of 48 to 263.

Camber Energy (CEI) 30-day option implied volatility is at 73; compared to its 52-week range of 20 to 365. Call put ratio 4.2 calls to 1 put.

Vinco Ventures (BBIG) 30-day option implied volatility is at 127; compared to its 52-week range of 108 to 298. Call put ratio 145 calls to 1 put.

GameStop (GME) 30-day option implied volatility is at 82; compared to its 52-week range of 84 to 157.

Peloton (PTON) 30-day option implied volatility is at 82; compared to its 52-week range of 70 to 152.

Nikola (NKLA) 30-day option implied volatility is at 131; compared to its 52-week range of 81 to 171.

Penn National Gaming (PENN) 30-day option implied volatility is at 49; compared to its 52-week range of 40 to 80.

Carnival Corp. (CCL) 30-day option implied volatility is at 58; compared to its 52-week range of 50 to 101.

Norwegian Cruise Line (NCLH) 30-day option implied volatility is at 60; compared to its 52-week range of 49 to 100.

Spero Therapeutics (SPRO) 30-day option implied volatility is at 60; compared to its 52-week range of 20 to 201.

Digital World Acquisition Corp (DWAC) 30-day option implied volatility is at 74; compared to its 52-week range of 59 to 189.

SoFi Technologies (SOFI) 30-day option implied volatility is at 61; compared to its 52-week range of 52 to 122.

Straddle prices into quarter results

Cintas (CTAS) April 440 straddle priced for a move of 7.5% into the expected release of quarter results today before the bell.

RH (RH) March weekly 240 straddle priced for a move of 8.5% into the expected release of quarter results today after the bell.

Black Berry (BB) March weekly 4 straddle priced for a move of 10.5% into the expected release of quarter results after the bell on March 30.

Options with decreasing option implied volatility: ETNB VKTX NKE REGN BNTX WBA GIS
Increasing unusual option volume: FRC ABEV IAG PVH BTG MKC REI PHG
Increasing unusual call option volume: IAG BTG TAL ABEV HMY KEY OPK REI DPST
Increasing unusual put option volume: PHG VNQ ABR BCS VKTX USB LNC STLA SCHW CHGG
Popular stocks increasing options volume: BAC FRC CCL NFLX SNAP COIN GME MU OXY
Active options: TSLA BABA AMC NVDA AAPL AMZN AMD BAC GOOGL MSFT FRC META CCL GOOG NFLX SNAP COIN GME MU OXY
Global S&P Futures mixed to higher in premarket, Nikkei up 1.3%, DAX mixed to higher, WTI Crude oil recently at $73.50, natural gas down 1.5%, gold at $1980