Pre-Market IV Report May 12, 2023

Pre-Market IV Report May 12, 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: MSOS NATI MSTR BOH IRBT NNOX AMXL MTB

Stocks expected to have increasing option volume: MSTR PBR SOUR EGHT GETY DIS

Banks

JPMorgan (JPM) 30-day option implied volatility is at 24; compared to its 52-week range of 18 to 44.

Bank of America (BAC) 30-day option implied volatility is at 30; compared to its 52-week range of 22 to 51 as shares near low end of range.

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 2.7 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 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 51; compared to its 52-week range of 21 to 81.

Movers

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 76; compared to its 52-week range of 70 to 221.

Peloton (PTON) 30-day option implied volatility is at 80; compared to its 52-week range of 70 to 137 amid wide price movement.

Straddle prices into quarter results

Petrobras (PBR) May weekly 11.5 straddle is priced for a move of 5% into the expected release of quarter results.

Monday.com (MNDY) May 135 straddle is priced for a move of 14% into the expected release of quarter results before the bell on May 15.

Home Depot (HD) May 287 straddle is priced for a move of 5.5% into the expected release of quarter results before the bell on May 16.

iQIYI (IQ) May 6 straddle is priced for a move of 13% into the expected release of quarter results before the bell on May 16.

Ishares Msci Thailand Capped Etf (THD) 30-day option implied volatility is at 13; compared to its 52-week range of 11 to 25 into Thailand general elections on May 14.

Options with decreasing option implied volatility: KEY HBAN WAL ZION FHN CMA UPST LYFT
Increasing unusual option volume: UAN ARMK SAP MGNI SIMO NNOX SO OWL
Increasing unusual call option volume: SAP NNOX SIMO VIPS MGNI IBRX MVST
Increasing unusual put option volume: OWL BE IEP TRUP AES KBH RILY PACW COHR
Popular stocks increasing volume: DIS BABA NFLX PLTR AMC PYPL PBR BAC PACW JD
Active options: TSLA GOOGL AAPL AMZN GOOG NVDA DIS AMD META MSFT BABA NFLX PLTR AMC PYPL PBR BAC PACW MARA JD
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $70.50, natural gas down 1%, gold at $2011