Pre-Market IV Report October 19, 2022

Pre-Market IV Report October 19, 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: GH DEN LFG QYLD GOSS DNUT HAS

Stocks expected to have increasing option volume: ADBE JBHT PG TRV ABT ALLY CFG NDAQ NFLX ISRG AA UAL CCL RCL NCLH

Straddle price into quarter results.

Tesla (TSLA) October 220 straddle priced for a move of 8% into the expected release of quarter results today after the bell.

Alcoa (AA) October 39.50 straddle priced for a move of 8% into the expected release of quarter results today after the bell.

Union Pacific (UNP) October 200 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on October 20.

AT&T (T) October 15.50 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on October 20.

Blackstone (BX) October 90 straddle priced for a move of 6% into the expected release of quarter results before the bell on October 20.

Freeport (FCX) October 28.50 straddle priced for a move of 7% into the expected release of quarter results before the bell on October 20.

Tractor Supply (TSCO) October 200 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on October 20.

Snap (SNAP) October 10.50 straddle priced for a move of 17% into the expected release of quarter results after the bell on October 20.

American Airlines (AAL) October 13.50 straddle priced for a move of 7% into the expected release of quarter results before the bell on October 20.

Crocs (CROX) October 80 straddle priced for a move of 8% into the expected release of quarter results on October 20.

Boston Beer (SAM) October 350 straddle priced for a move of 14% into the expected release of quarter results after the bell on October 20.

Danaher (DHR) October 265 straddle priced for a move of 4% into the expected release of quarter results before the bell on October 20.

Uranium stocks option IV

Cameco Corp. (CCJ) 30-day option implied volatility is at 65; compared to its 52-week range of 49 to 76. Call put ratio 2.9 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.

Denison Mines Corp. (DNN) 30-day option implied volatility is at 89; compared to its 52-week range of 65 to 125.

Energy Fuels Inc. (UUUU) 30-day option implied volatility is at 82; compared to its 52-week range of 69 to 142.

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

Options with decreasing option implied volatility: RLMD CLR AXSM ACI DPZ WPA BAC JPM TWTR
Increasing unusual option volume: DNUT INVZ R ADT TCDA AVEO REM HAS
Increasing unusual call option volume: AVEO TCDA XP KBH ADT ACI
Popular stocks increasing volume: AMC NIO BABA AAL INTC JPM F
Active options: TSLA AAPL AMZN AMD NVDA BAC NFLX CCL CHPT TWTR MSFT META AMC GOOGL NIO BABA AAL INTC JPM F
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $84, natural gas mixed, gold at $1645