Pre-Market IV Report March 30, 2023

Pre-Market IV Report March 30, 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 OSH SPOT BKLN DPZ BBIO RLAY MANU BEEM MGI GOGL NATI

Stocks expected to have increasing option volume: RH BB SPY QQQ IWM

BridgeBio Pharma Inc. (BBIO) 30-day option implied volatility is at 120; compared to its 52-week range of 68 to 159. Call put ratio 3.3 calls to 1 put after the company cancelled from an upcoming investor conference.

Country ETF option implied volatility into end of month and quarter

iShares MSCI Brazil (EWZ) 30-day option implied volatility is at 34; compared to its 52-week range of 29 to 57.
Vanguard Ftse Europe Etf (VGK) 30-day option implied volatility is at 19; compared to its 52-week range of 17 to 35.

Ishares Msci Emerging Markets Etf (EEM) 30-day option implied volatility is at 18; compared to its 52-week range of 17 to 31.

Ishares Msci Chile Capped Etf (ECH) 30-day option implied volatility is at 34; compared to its 52-week range of 25 to 87.

Ishares Msci South Korea Capped Etf (EWY) 30-day option implied volatility is at 27; compared to its 52-week range of 21 to 35.

Ishares Msci Hong Kong Etf (EWH) 30-day option implied volatility is at 19; compared to its 52-week range of 15 to 72.

Ishares Msci India Etf (INDA) 30-day option implied volatility is at 19; compared to its 52-week range of 16 to 29.

Ishares Msci Japan Etf (EWJ) 30-day option implied volatility is at 16; compared to its 52-week range of 14 to 26. Call put ratio 202 calls to 1 put with focus on September 60 calls.

iShares MSCI Turkey ETF (TUR) 30-day option implied volatility is at 47; compared to its 52-week range of 29 to 94.

Ishares Msci Italy Capped Etf (EWI) 30-day option implied volatility is at 33; compared to its 52-week range of 22 to 88.

Ishares Msci Mexico Capped Etf (EWW) 30-day option implied volatility is at 23; compared to its 52-week range of 19 to 33.

iShares China Large-Cap (FXI) 30-day option implied volatility is at 32; compared to its 52-week range of 22 to 88.

Db X-trackers Harvest Csi 300 China A – Shares Fund (ASHR) 30-day option implied volatility is at 24; compared to its 52-week range of 19 to 38.

Ishares Msci France Etf (EWQ) 30-day option implied volatility is at 24; compared to its 52-week range of 21 to 37.

iShares MSCI Spain Capped ETF (EWP) 30-day option implied volatility is at 21; compared to its 52-week range of 18 to 78.

Ishares Msci Germany Etf (EWG) 30-day option implied volatility is at 21; compared to its 52-week range of 18 to 86. Call put ratio 1 call to 59 puts.

Spdr S&P Emerging Markets Small Cap Etf (EWX) 30-day option implied volatility is at 17; compared to its 52-week range of 14 to 62.

Ishares Msci Malaysia Etf (EWM) 30-day option implied volatility is at 16; compared to its 52-week range of 13 to 24.

Straddle prices into quarter results

Black Berry (BB) March weekly 4 straddle priced for a move of 11% into the expected release of quarter results today after the bell.

Options with decreasing option implied volatility: VKTX GME ETNB CCL CHWY LULU FUTU CFG SCHW TFC BNTX KBH REGN ACN WBA GIS
Increasing unusual option volume: FRC BBIO FHN ACI EPR
Increasing unusual call option volume: BBIO EWJ ACI SPB WW KDP RH TUR
Increasing unusual put option volume: EPR FHN HAS BBIO DM VOYA SPB
Popular stocks increasing options volume: INTC BABA MU BAC M COIN LULU NIO FRC SQ ATVI SHOP
Active options: TSLA AMZN AAPL INTC BABA NVDA AMC MU BAC MSFT AMD GOOGL COIN META LULU NIO FRC SQ ATVI SHOP
Global S&P Futures mixed in premarket, Nikkei mixed, DAX up 1%, WTI Crude oil recently at $74, natural gas down 3%, gold at $1984