Pre-Market IV Report October 14, 2022

Pre-Market IV Report October 14, 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: VERU DWAC TEN SVC JEPI TCDA MIST BSGM NGM CGA

Stocks expected to have increasing option volume: JPM C BAC WFC MS USB UNH BAC SCHW BK BYND ACI KR NFLX JNJ

Straddle price into quarter results.

Bank of America (BAC) October 32 straddle priced for a move of 6% into the expected release of quarter results before the bell on October 17.

The Charles Schwab Corp (SCHW) October 74 straddle priced for a move of 6.5% into the expected release of quarter results before the bell on October 17.

Bank of New York (BK) October 40 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on October 17.

Johnson & Johnson (JNJ) October 165 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on October 18.

Lockheed Martin (LMT) October 405 straddle priced for a move of 5% into the expected release of quarter results before the bell on October 18.

Netflix (NFLX) October 232 straddle priced for a move of 12.5% into the expected release of quarter results after the bell on October 18.

Intuitive Surgical (ISRG) October 190 straddle priced for a move of 8% into the expected release of quarter results after the bell on October 18.

State Street (STT) October 62.50 straddle priced for a move of 7% into the expected release of quarter results before the bell on October 18.

J.B. Hunt Transport (JBHT) October 165 straddle priced for a move of 8% into the expected release of quarter results after the bell on October 18.

United Airlines (UAL) October 35.50 straddle priced for a move of 9% into the expected release of quarter results after the bell on October 18.

Hasbro (HAS) October 67.50 straddle priced for a move of 8% into the expected release of quarter results before the bell on October 18.

Albertsons (ACI) October 29 straddle priced for a move of 7.5% into the expected release of quarter results before the bell on October 18.

Tesla (TSLA) October 222.50 straddle priced for a move of 9% into the expected release of quarter results after the bell on October 19.

M&A option IV

Twitter (TWTR) 30-day option implied volatility is at 40; compared to its 52-week range of 21 to 88.

Kroger (KR) October weekly call option implied volatility is at 84, October is at 45; compared to its 52-week range of 23 to 52 amid reports of merger with Albertsons (ACI). Call put ratio 1 call to 1.2 puts.

Albertsons (ACI) October call option implied volatility is at 50, November is at 49; compared to its 52-week range of 33 to 94 amid reports a merger being discussed with Kroger (KR). Call put ratio 3.7 calls to 1 put.

Options with decreasing option implied volatility: DPZ
Increasing unusual option volume: REM MDGL MOMO ACI FXB RLMD TCDA
Increasing unusual call option volume: FEZ ACI RLMD BPT IGT ADT
Increasing unusual put option volume: REM ACI TCDA RLMD YANG CFLT
Popular stocks increasing volume: AMC BAC TSM INTC TWTR C NKLA XOM
Active options: TSLA AAPL AMZN NVDA AMD META MSFT AMC F NFLX BAC GOOGL TSM INTC LAZR TWTR C GOOG NKLA XOM
Global S&P Futures mixed in premarket, Nikkei up 3%, DAX up 1%, WTI Crude oil recently at $89, natural gas down 1%, gold at $1670