Pre-Market IV Report May 11, 2023

Pre-Market IV Report May 11, 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: IEP CRSR DISH DWAC DNUT SAVE CEQP BKLN NATI MSOS ACI SH SGEN

Stocks expected to have increasing option volume: DIS U ENTG APP TPR CAKE BYND GRPN HOOD SONO RIOT SI TTD YETI JD

Movers option IV

Airbnb (ABNB) May weekly call option implied volatility is at 49, May is at 39; compared to its 52-week range of 41 to 77 after quarter results.

PayPal (PYPL) May weekly call option implied volatility is at 37, May is at 33; compared to its 52-week range of 36 to 76 after quarter results.

Netflix (NFLX) 30-day option implied volatility is at 32; compared to its 52-week range of 31 to 86 into Disney (DIS) results.

Bank option IV

Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility is at 20; compared to its 52-week range of 17 to 36. Call put ratio 1 call to 14 puts.

Ishares U.S. Regional Banks Etf (IAT) 30-day option implied volatility is at 51; compared to its 52-week range of 21 to 116.

Spdr S&P Bank Etf (KBE) 30-day option implied volatility is at 41; compared to its 52-week range of 21 to 71.

SPDR S&P Regional Banking ETF (KRE) 30-day option implied volatility is at 51; compared to its 52-week range of 21 to 81. Call put ratio 1 call to 4 puts.

Ishares Msci Thailand Capped Etf (THD) 30-day option implied volatility is at 12; compared to its 52-week range of 11 to 25 into Thailand general elections on May 14.

Straddle prices into quarter results

JD.com (JD) May weekly 35 straddle is priced for a move of 8% into the expected release of quarter results today before the bell.

Entegris (ENTG) May 80 straddle is priced for a move of 12% into the expected release of quarter results today before the bell.

Tapestry (TPR) May weekly 37 straddle is priced for a move of 8% into the expected release of quarter results today before the bell.

Yeti (YETI) May weekly 43 straddle is priced for a move of 14% into the expected release of quarter results today before the bell.

Options with decreasing option implied volatility: MSOS ACI SH SGEN ABNB PYPL
Increasing unusual option volume: APP FRG NNOX BHC SQM FTAI TPR RPD MODG MVST IEP EDR
Increasing unusual call option volume: FTAI RPD MODG MVST EDR HSBC
Increasing unusual put option volume: MET BHC IEP BGS RILY TUP
Popular stocks increasing volume: PLTR PYPL ABNB RIVN UPST AFRM CVNA HOG GD
Active options: TSLA AMD AMZN AAPL PLTR NVDA PYPL CHPT GOOGL MSFT ABNB RIVN UPST META BAC AMC GOOG MARA AFRM CVNA
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $73, natural gas mixed, gold at $2031