Pre-Market IV Report May 17, 2023

Pre-Market IV Report May 17, 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: ORCL ISEE KR KDNY XELA DAWN NVCR CPRX SGEN EBS OPCH KEYS ISEE ARGX FLNG FRPT HTGC SPHR MODG ENB DLR SPG

Stocks expected to have increasing option volume: ROST FL BABA WMT TGT TJX HZNP AMAT WAL CSCO KD TCS

Tesla (TSLA) May call option implied volatility is at 58, June is at 49; compared to its 52-week range of 45 to 96 into annual shareholder meeting.

Gold Option IV

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 34; compared to its 52-week range of 32 to 50 as gold trades below $2000.

SPDR Gold Trust (GLD) 30-day option implied volatility is at 16; compared to its 52-week range of 13 to 21 as gold trades below $2000.

Newmont (NEM) 30-day option implied volatility is at 34; compared to its 52-week range of 31 to 50.

Straddle prices into quarter results

Target (TGT) May 157.50 straddle is priced for a move of 7.5% into the expected release of quarter results today before the bell.

Alibaba (BABA) May 89 straddle is priced for a move of 7% into the expected release of quarter results today.

Cisco Systems (CSCO) May 47 straddle is priced for a move of 5.5% into the expected release of quarter results today after the bell.

TJX Cos. (TJX) May 78 straddle is priced for a move of 6% into the expected release of quarter results today.

Take-Two Interactive (TTWO) May 124 straddle is priced for a move of 6% into the expected release of quarter results today after the bell.

Jack In the Box (JACK) May 95 straddle is priced for a move of 7% into the expected release of quarter results today before the bell.

Ross Stores (ROST) May 103 straddle is priced for a move of 7.5% into the expected release of quarter results on May 18.

Walmart (WMT) May 150 straddle is priced for a move of 4% into the expected release of quarter results before the bell on May 18.

Applied Material (AMAT) May 120 straddle is priced for a move of 4% into the expected release of quarter results after the bell on May 18.

Canadian Solar (CSIQ) May 36 straddle is priced for a move of 8% into the expected release of quarter results before the bell on May 18.

Canada Goose (GOOS) May 20 straddle is priced for a move of 14% into the expected release of quarter results before the bell on May 18.

Farfetch (FTCH) May 4 straddle is priced for a move of 15% into the expected release of quarter results after the bell on May 18.

Deere (DE) May 362 straddle is priced for a move of 4.5% into the expected release of quarter results before the bell on May 19.

Foot Locker (FL) May 39 straddle is priced for a move of 11% into the expected release of quarter results before the bell on May 19.

Into events

Activision Blizzard (ATVI) 30-day option implied volatility is at 24; compared to its 52-week range of 15 to 46.

Sarepta Therapeutics (SRPT) 30-day option implied volatility is at 73; compared to its 52-week range of 39 to 143 into PDUFA on May 29.

RH (RH) 30-day option implied volatility is at 53; compared to its 52-week range of 37 to 84.

Japanese stocks option IV as indexes near upper end of range and into President Biden visiting

Ishares Msci Japan Etf (EWJ) 30-day option implied volatility is at 13; compared to its 52-week range of 13 to 57.

Mizuho Financial Group, Inc. (MFG) 30-day option implied volatility is at 21; compared to its 52-week range of 20 to 47.

Nomura Holdings (NMR) 30-day option implied volatility is at 24; compared to its 52-week range of 20 to 40.

Mitsubishi UFJ Financial Group Inc (MUFG) 30-day option implied volatility is at 33; compared to its 52-week range of 21 to 43.
Toyota Motor (TM) 30-day option implied volatility is at 18; compared to its 52-week range of 17 to 78.

Sony (SONY) 30-day option implied volatility is at 22; compared to its 52-week range of 20 to 45.

Honda Motor (HMC) 30-day option implied volatility is at 15; compared to its 52-week range of 13 to 32.

Options with decreasing option implied volatility: SRPT WAL MCB SRPT VLY ZION CVNA AFRM RNG TWLO U TTD RIVN BYND UPST NVAX TOST RETA XP IMGN
Increasing unusual option volume: DT CPRX XP HZNP DBI FYBR INVZ CHK SGEN NNOX CPRT KD XFOR
Increasing unusual call option volume: HZNP DBI CHK NNOX SYF ZI XP DOCS CPRT KEYS KD TPR
Increasing unusual put option volume: WIX PACW HRB HZNP INVZ SGEN MAXN BHC DT RSP STLA ISEE ONON
Popular stocks increasing volume: NKLA INTC HZNP HD PYPL PBR UPST AI TSM SE
Active options: TSLA AMD NVDA AMZN GOOGL AAPL GOOG MSFT AMC HZNP NKLA INTC META HD PYPL PBR UPST AI TSM SE
Global S&P Futures mixed in premarket, Nikkei mixed to higher, DAX mixed, WTI Crude oil recently at $70.70, natural gas mixed, gold at $1994