Pre-Market IV Report October 13, 2022

Pre-Market IV Report October 13, 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: AMC JPM BAC C WFC USB PNC UNH DAL VERU AFRM AXSM MSOS RBLX LOCO VTRS TWTR TCDA PSIL ENOB CYTO RLMD

Stocks expected to have increasing option volume: AMAT LUV KSS UNH JPM C BAC WFC USB DAL
Straddle price into quarter results.

JPMorgan (JPM) October weekly 104 straddle priced for a move of 6% into the expected release of quarter results before the bell on October 14.

PNC Financial (PNC) October weekly 146 straddle priced for a move of 5% into the expected release of quarter results before the bell on October 14.

Morgan Stanley (MS) October weekly 77 straddle priced for a move of 7% into the expected release of quarter results before the bell on October 14.

US Bancorp (USB) October weekly 39 straddle priced for a move of 5% into the expected release of quarter results before the bell on October 14.

Wells Fargo (WFC) October weekly 40.50 straddle priced for a move of 6.5% into the expected release of quarter results before the bell on October 14.

Citigroup (C) October weekly 41 straddle priced for a move of 7% into the expected release of quarter results before the bell on October 14.

UnitedHealth (UNH) October weekly 500 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on October 14.

Euro banks option IV

Credit Suisse (CS) 30-day option implied volatility is at 100; compared to its 52-week range of 19 to 104.

Deutsche Bank (DB) 30-day option implied volatility is at 60; compared to its 52-week range of 26 to 82. Call put ratio 1 call to 3.4 puts.

UBS AG (UBS) 30-day option implied volatility is at 43; compared to its 52-week range of 17 to 59. Call put ratio 1 call to 4.6 puts.

Barclays plc (BCS) 30-day option implied volatility is at 61; compared to its 52-week range of 22 to 84.

Vanguard Ftse Europe Etf (VGK) 30-day option implied volatility is at 33; compared to its 52-week range of 12 to 41. Call put ratio 3.4 calls to 1 put.

Movement

Applied Materials (AMAT) 30-day option implied volatility is at 58; compared to its 52-week range of 30 to 60. Call put ratio 1 call to 2 puts into lower Q4 guidance.

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 49; compared to its 52-week range of 20 to 49. Call put ratio 1 call to 1.9 puts

Options with decreasing option implied volatility: GETY
Increasing unusual option volume: TCDA MDGL ADT CNK DICE APDN HA
Increasing unusual call option volume: TCDA VGK EWU ADT VOD APDN
Increasing unusual put option volume: CNK TCDA YANG KNX BK
Popular stocks increasing volume: NFLX AMC CCJ TWTR INTC UBER CCL BAC SNAP NIO
Active options: TSLA AAPL AMZN BABA AMD META NVDA NFLX MSFT AMC GOOGL CCJ TWTR INTC UBER CCL GOOG BAC SNAP NIO
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $88, natural gas up 1%, gold at $1676