Pre-Market IV Report October 4, 2022

Pre-Market IV Report October 4, 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: NLY AGNC SAVE TCDA EVEX LVWR LGFB VSAT DB ATVI FNHC TCDA SPPI FAZE RLMD APRN

Stocks expected to have increasing option volume: SPY QQQ RUT RIVN

Option movers

Tesla (TSLA) 30-day option implied volatility is at 70; compared to its 52-week range of 36 to 84 the expected release of quarter results on October 19.

Ishares Msci Usa Etf (EWU) 30-day option implied volatility is at 32; compared to its 52-week range of 13 to 40. Call put ratio 1.2 calls to 1 put.

Credit Suisse (CS) 30-day option implied volatility is at 99; compared to its 52-week range of 19 to 95 announces its new strategic plan on Oct. 27.

UBS AG (UBS) 30-day option implied volatility is at 42; compared to its 52-week range of 17 to 59.

Deutsche Bank (DB) 30-day option implied volatility is at 6; compared to its 52-week range of 26 to 82. Call put ratio 1 call to 6 puts.

United Stats Oil Fund (USO) 30-day option implied volatility is at 52; compared to its 52-week range of 30 to 81 into OPEC meeting. Call put ratio 3.1 calls to 1 put as WTI oil trades $83.

United States Natural Gas (UNG) 30-day option implied volatility is at 93; compared to its 52-week range of 35 to 149. Call put ratio 3 calls to 1 put.

Exxon Mobil (XOM) 30-day option implied volatility is at 40; compared to its 52-week range of 24 to 47. Call put ratio 1.9 calls to 1 put into OPEC meeting.

Chevron (CVX) 30-day option implied volatility is at 38; compared to its 52-week range of 21 to 46.

Occidental Petroleum (OXY) 30-day option implied volatility is at 56; compared to its 52-week range of 45 to 89 as WTI crude trades $83.

ConocoPhillips (COP) 30-day option implied volatility is at 49; compared to its 52-week range of 29 to 56.

Halliburton (HAL) 30-day option implied volatility is at 57; compared to its 52-week range of 38 to 63. Call put ratio 2.9 calls to 1 put.

Schlumberger Ltd. (SLB) 30-day option implied volatility is at 54; compared to its 52-week range of 36 to 61. Call put ratio 5.5 calls to 1 put.

Freeport-McMoran (FCX) 30-day option implied volatility is at 63; compared to its 52-week range of 42 to 65.

iShares MSCI Brazil (EWZ) October weekly call option implied volatility is at 56, October is at 47; compared to its 52-week range of 29 to 52 into Brazil’s presidential elections runoff in two weeks.

Petrobras (PBR) 30-day option implied volatility is at 68; compared to its 52-week range of 37 to 109 into Brazil’s presidential elections runoff in two weeks.

Hasbro (HAS) 30-day option implied volatility is at 47; compared to its 52-week range of 23 to 84 investor day on October 4. Call put ratio 5.5 calls to 1 put.

Norwegian Cruise Line (NCLH) 30-day option implied volatility is at 91; compared to its 52-week range of 46 to 100 into investor & analyst event on October 6.

Straddle price into quarter results.

Lamb Wesson (LW) October 75 straddle priced for a move of 8% into the expected release of quarter results before the bell on October 5. Call put ratio 1 call to 8 puts.

Conagra (CAG) October weekly 33 straddle priced for a move of 5% into the expected release of quarter results before the bell on October 6. Call put ratio 4 calls to 1 put.

Constellation Brands (STZ) October weekly 235 straddle priced for a move of 5.5% into the expected release of quarter results after the bell on October 6.

Options with decreasing option implied volatility: AMLX EVTL BIIB ICPT FAZE KMX NKE
Increasing unusual option volume: XP FXB CS CANO TCDA ABEV
Increasing unusual call option volume: XP EWU CANO CS ABEV TIP AVTR
Increasing unusual put option volume: CS INDA PLTK LAZR VMW
Popular stocks increasing volume: PLTR NIO OXY BBBY BABA MU INTC BAC
Active options: TSLA AAPL AMZN AMD NVDA NFLX META F CCL GOOGL MSFT PLTR NIO AGNC OXY BBBY BABA MU INTC BAC
Global S&P Futures up in premarket, Nikkei up 1%, DAX up 1.5%, WTI Crude oil recently at $83, natural gas mixed, gold at $1718