Pre-Market IV Report March 31, 2023

Pre-Market IV Report March 31, 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: MCB EWBC DAO GRFS SG EDIT VLY SPRT AGL AVXL EXEL SJT ERIC PRVB HZNP EIX AUPH HZNP

Stocks expected to have increasing option volume: BB NKLA MCB

Bank option IV into end of month and quarter

Metropolitan Bank Holding Corp (MCB) 30-day option implied volatility is at 247; compared to its 52-week range of 34 to 248 into says bank remains well capitalized. Call put ratio 1 call to 4.2 puts on contract volume of 34K contracts.

JPMorgan (JPM) 30-day option implied volatility is at 30; compared to its 52-week range of 20 to 44.

Wells Fargo (WFC) 30-day option implied volatility is at 38; compared to its 52-week range of 22 to 51.

Bank of America (BAC) 30-day option implied volatility is at 38; compared to its 52-week range of 22 to 50.

Citigroup (C) 30-day option implied volatility is at 36; compared to its 52-week range of 23 to 51.

Goldman Sachs (GS) 30-day option implied volatility is at 31; compared to its 52-week range of 22 to 44.

Morgan Stanley (MS) 30-day option implied volatility is at 32; compared to its 52-week range of 22 to 46.

U.S. Bancorp (USB) 30-day option implied volatility is at 41; compared to its 52-week range of 20 to 62.

KeyCorp (KEY) 30-day option implied volatility is at 62; compared to its 52-week range of 24 to 187.

Truist (TFC) 30-day option implied volatility is at 51; compared to its 52-week range of 23 to 114.

M&T Bank Corp. (MTB) 30-day option implied volatility is at 49; compared to its 52-week range of 22 to 80.

PNC Financial (PNC) 30-day option implied volatility is at 42; compared to its 52-week range of 22 to 55.

Charles Schwab (SCHW) 30-day option implied volatility is at 57; compared to its 52-week range of 26 to 104.

Capital One Financial (COF) 30-day option implied volatility is at 45; compared to its 52-week range of 30 to 54.

First Republic Bank (FRC) 30-day option implied volatility is at 238; compared to its 52-week range of 24 to 407.

Comerica (CMA) 30-day option implied volatility is at 83; compared to its 52-week range of 26 to 163.

Northern Trust (NTRS) 30-day option implied volatility is at 34; compared to its 52-week range 22 to 49.

Zions Bancorp (ZION) 30-day option implied volatility is at 75; compared to its 52-week range of 27 to 155.

Bank OZK (OZK) 30-day option implied volatility is at 84; compared to its 52-week range of 24 to 106.

State Street (STT) 30-day option implied volatility is at 40; compared to its 52-week range of 26 to 91.

Regions Financial (RF) 30-day option implied volatility is at 49; compared to its 52-week range of 24 to 122.

Citizens Financial Group (CFG) 30-day option implied volatility is at 49; compared to its 52-week range of 23 to 90.

Western Alliance Bancorporation (WAL) 30-day option implied volatility is at 99; compared to its 52-week range of 30 to 398.

East-West Bancorp (EWBC) 30-day option implied volatility is at 79; compared to its 52-week range of 23 to 147.

Huntington Bancshares (HBAN) 30-day option implied volatility is at 48; compared to its 52-week range of 20 to 106.

Pacwest Bancorp (PACW) 30-day option implied volatility is at 127; compared to its 52-week range of 28 to 334.

Fifth Third Bancorp (FITB) 30-day option implied volatility is at 51; compared to its 52-week range of 24 to 108.

BankUnited (BKU) 30-day option implied volatility is at 77; compared to its 52-week range of 27 to 208.

Bank of New York (BK) 30-day option implied volatility is at 42; compared to its 52-week range of 20 to 95.

BlackRock (BLK) 30-day option implied volatility is at 30; compared to its 52-week range of 25 to 47.

Blackstone (BX) 30-day option implied volatility is at 44; compared to its 52-week range of 36 to 60.

Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility is at 24; compared to its 52-week range of 17 to 37.

Spdr S&P Bank Etf (KBE) 30-day option implied volatility is at 42; compared to its 52-week range of 21 to 71.

SPDR S&P Regional Banking ETF (KRE) 30-day option implied volatility is at 48; compared to its 52-week range of 21 to 81.

Straddle prices into quarter results

ConAgra (CAG) April 37 weekly straddle priced for a move of 4% into the expected release of quarter results before the bell on April 5.

Options with decreasing option implied volatility: DB VKTX SLG GME FAZ FAS VNO CFG CCL KEY FUTU FITB SQ ALLY TFC LULU KRE BCS BXP AIG RH HBAN BXMT MET BAC PNC PRU UBS USB C MU OSH BX WBA WFC BNTX XLF
Increasing unusual option volume: FRC VHC PACW TIP BTG
Increasing unusual call option volume: TIP BTG VHC XRX WCC ICLN
Increasing unusual put option volume: CMA XP VOYA SCHW VMW FND RL HAS BKR TFC USB RH BXP
Popular stocks increasing options volume: INTC BAC AMC NIO NFLX SCHW BBBY SQ JD COIN
Active options: TSLA AMZN AAPL BABA NVDA INTC AMD META BAC MSFT AMC GOOGL NIO NFLX SCHW BBBY SQ JD COIN CHPT
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $74, natural gas mixed, gold at $1993