Pre-Market IV Report October 11, 2022

Pre-Market IV Report October 11, 2022

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: EVTL VERU FAZE MSOS NLY TCDA RADI CCL U BROS MNDY WYNN TCDA ZH STSA IMAB MIST

Stocks expected to have increasing option volume: JPM C BAC WFC USB DAL PEP ZS

Option IV as shares near low end of range

Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility is at 33; compared to its 52-week range of 16 to 58 into bank quarter results.

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 30; compared to its 52-week range of 12 to 55.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 37; compared to its 52-week range of 16 to 40 as shares near 52-week low.

Advanced Micro Devices, Inc. (AMD) 30-day option implied volatility is at 68; compared to its 52-week range of 35 to 73 as shares near 52-week low.

IBM (IBM) 30-day option implied volatility is at 38; compared to its 52-week range of 17 to 44 as shares near 52-week low.

Tesla (TSLA) 30-day option implied volatility is at 71; compared to its 52-week range of 36 to 84 as shares near 52-week low.

Carvana Co. (CVNA) 30-day option implied volatility is at 158; compared to its 52-week range of 37 to 200 as shares near 52-week low.

Microsoft (MSFT) 30-day option implied volatility is at 42; compared to its 52-week range of 18 to 47 as shares near 52-week low.

Fastly, Inc.(FSLY) 30-day option implied volatility is at 112; compared to its 52-week range of 60 to 120 as shares near 52-week low.

American Tower (AMT) 30-day option implied volatility is at 41; compared to its 52-week range of 19 to 40 as shares near 52-week low.

NVIDIA (NVDA) 30-day option implied volatility is at 65; compared to its 52-week range of 31 to 82 as shares near 52-week low.

Applied Materials (AMAT) 30-day option implied volatility is at 56; compared to its 52-week range of 30 to 60 as shares near 52-week low.

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 46; compared to its 52-week range of 20 to 49 as shares near 52-week low.

Straddle price into quarter results.

Delta Air Lines (DAL) October weekly 29.50 straddle priced for a move of 8% into the expected release of quarter results before the bell on October 11.

BlackRock (BLK) October weekly 545 straddle priced for a move of 5% into the expected release of quarter results before the bell on October 11.

PepsiCo (PEP) October weekly 160 straddle priced for a move of 3% into the expected release of quarter results before the bell on October 12.

Walgreens Boots Alliance (WBA) October weekly 32 straddle priced for a move of 7.5% into the expected release of quarter results before the bell on October 13.

Commercial (CMC) October 40 straddle priced for a move of 8% into the expected release of quarter results before the bell on October 13.

Domino’s Pizza (DPZ) October 310 straddle priced for a move of 8% into the expected release of quarter results before the bell on October 13.

Options with decreasing option implied volatility: TWTR
Increasing unusual option volume: INVZ ADT KNX PFSI PMT BIO QGEN
Increasing unusual call option volume: ADT FEZ APDN ATUS SABR CS
Increasing unusual put option volume: KNX PFSI CANO TCDA CS CNK
Popular stocks increasing volume: PYPL CCL AMC BAC RIVN
Active options: TSLA AAPL AMD NKLA NVDA AMZN F MSFT TWTR ON META INTC PYPL CCL GOOGL AMC BAC RIVN MARA NFLX
Global S&P Futures mixed to lower in premarket, Nikkei down 2.5%, DAX mixed, WTI Crude oil recently at $90, natural gas up 1%, gold at $1674