Pre-Market IV Report October 18, 2022

Pre-Market IV Report October 18, 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: TWTR DAC RUT ERIC FOXA RELL IMUX ACI MDGL TCDA REE FNHC MGTA ACOR

Stocks expected to have increasing option volume: NFLX GS ISRG HAS

Option IV market rally

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 29; compared to its 52-week range of 12 to 55 as shares up in premarket.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 36; compared to its 52-week range of 16 to 40 as shares up in premarket.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 69; compared to its 52-week range of 28 to 91 as shares up in premarket.

Straddle price into quarter results.

Netflix (NFLX) October 245 straddle priced for a move of 12% into the expected release of quarter results today after the bell.

Goldman Sachs (GS) October 307 straddle priced for a move of 5% into the expected release of quarter results today before the bell.

United Airlines (UAL) October 36 straddle priced for a move of 7% into the expected release of quarter results today after the bell.

Tesla (TSLA) October 220 straddle priced for a move of 9% into the expected release of quarter results after the bell on October 19.

Proctor & Gamble (PG) October 127 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on October 19.

Abbott (ABT) October 103 straddle priced for a move of 4% into the expected release of quarter results before the bell on October 19.

Lam Research (LRCX) October 315 straddle priced for a move of 7% into the expected release of quarter results after the bell on October 19.

Las Vegas Sands (LVS) October 35 straddle priced for a move of 7.5% into the expected release of quarter results on October 19.

Alcoa (AA) October 39.50 straddle priced for a move of 8.5% into the expected release of quarter results after the bell on October 19.

NASDAQ (NDAQ) October 55 straddle priced for a move of 6% into the expected release of quarter results on October 19.

Uranium stocks option volume & IV

Cameco Corp. (CCJ) 30-day option implied volatility is at 68; compared to its 52-week range of 49 to 76. Call put ratio 4 calls to 1 put.

Uranium Energy (UEC) 30-day option implied volatility is at 85; compared to its 52-week range of 69 to 142. Call put ratio 5 calls to 1 put with focus on November calls.

Denison Mines Corp. (DNN) 30-day option implied volatility is at 90; compared to its 52-week range of 65 to 125. Call put ratio 4.9 calls to 1 put.

Energy Fuels Inc. (UUUU) 30-day option implied volatility is at 85; compared to its 52-week range of 69 to 142. Call put ratio 2.1 calls to 1 put.

Centrus Energy (LEU) 30-day option implied volatility is at 97; compared to its 52-week range of 70 to 148. Call put ratio 3.4 calls to 1 put.

Options with decreasing option implied volatility: RLMD EVTL CLR ACI WBA DPZ LFG
Increasing unusual option volume: RBLX LFG R TCDA ERIC MDGL CANO ADT
Increasing unusual call option volume: LFG TCDA XRX JBHT CANO ADT IGT
Increasing unusual put option volume: CANO TCDA CNK ACI LAZR CS IBN
Popular stocks increasing volume: AAL AMC SNAP NIO BABA TWTR F
Active options: TSLA AAPL AMZN BAC NVDA RBLX AMD META LAZR NFLX GOOGL CANO MSFT AAL AMC SNAP NIO BABA TWTR F
Global S&P Futures up in premarket, Nikkei up 1.5%, DAX up 1.4%, WTI Crude oil recently at $86, natural gas down 1.7%, gold at $1662