Pre-Market IV Report May 1, 2023

Pre-Market IV Report May 1, 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: AMD BP SBUX SPG CFG HBAN IEP DLTR VLY SCLX RAIN IMGN

Stocks expected to have increasing option volume: JPM AMD QCOM MAR BP UBER SBUX

JPMorgan (JPM) 30-day option implied volatility is at 19; compared to its 52-week range of 18 to 44 into First Republic Bank (FRC) seized by regulators and sold to (JPM), reports WSJ.

First Republic Bank (FRC) 30-day option implied volatility is at 601; compared to its 52-week range of 24 to 602 into seized by regulators, sold to JPMorgan (JPM), reports WSJ.

Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility is at 18; compared to its 52-week range of 17 to 37.

Spdr S&P Bank Etf (KBE) 30-day option implied volatility is at 33; compared to its 52-week range of 21 to 71.

SPDR S&P Regional Banking ETF (KRE) 30-day option implied volatility is at 38; compared to its 52-week range of 21 to 81.

Berkshire Hathaway (BRK.B) 30-day option implied volatility is at 15; compared to its 52-week range of 15 to 31 into company’s annual meeting on May 6.

Straddle prices into quarter results, end of month and FOMC policy meeting

NXPI Semiconductor (NXPI) May weekly 162.50 straddle is priced for a move of 7.5% into the expected release of quarter results today after the bell.

Advanced Micro Devices (AMD) May weekly 89 straddle is priced for a move of 7.5% into the expected release of quarter results after the bell on May 2.

Starbucks (SBUX) May weekly 114 straddle is priced for a move of 5% into the expected release of quarter results after the bell on May 2.

Ford (F) May weekly 12 straddle is priced for a move of 6% into the expected release of quarter results after the bell on May 2.

Uber (UBER) May weekly 31 straddle is priced for a move of 9% into the expected release of quarter results before the bell on May 2.

Pfizer (PFE) May weekly 39 straddle is priced for a move of 3% into the expected release of quarter results on May 2.

BP (BP) May weekly 40 straddle is priced for a move of 3.5% into the expected release of quarter results before the bell on May 2.

Marriott (MAR) May weekly 170 straddle is priced for a move of 4% into the expected release of quarter results before the bell on May 2.

Sysco (SYY) May weekly 77 straddle is priced for a move of 5.5% into the expected release of quarter results before the bell on May 2.

Dupont (DD) May weekly 70 straddle is priced for a move of 5% into the expected release of quarter results before the bell on May 2.

Clorox (CLX) May weekly 165 straddle is priced for a move of 5% into the expected release of quarter results before the bell on May 2.

Expeditors (EXPD) May 115 straddle is priced for a move of 6% into the expected release of quarter results before the bell on May 2.

Match Group (MTCH) May weekly 37 straddle is priced for a move of 10% into the expected release of quarter results after the bell on May 2.

Caesars (CZR) May weekly 45 straddle is priced for a move of 10% into the expected release of quarter results after the bell on May 2.

Qualcomm (QCOM) May weekly 116 straddle is priced for a move of 7% into the expected release of quarter results after the bell on May 3.

Options with decreasing option implied volatility: STLA FHN WISH TAL SQM AMC
Increasing unusual option volume: PAGP IMGN ERJ INVZ PTEN OWL DLO
Increasing unusual call option volume: JOBY PAGP DLO ERJ IMGN AGI
Increasing unusual put option volume: BHC IMGN ICLN ALGM GPN FRC ATUS
Popular stocks increasing options volume: FRC INTC SNAP AMC BAC XOM ATVI PINS UBER SOFI
Active options: TSLA AMZN AAPL MSFT FRC META NVDA INTC SNAP GOOGL AMD AMC GOOG BAC XOM NFLX ATVI PINS UBER SOFI
Global S&P Futures mixed to lower in premarket, Nikkei down 1%, DAX down .50%, WTI Crude oil recently at $75.50, natural gas down 2.5%, gold at $1990