Pre-Market IV Report October 21, 2022

Pre-Market IV Report October 21, 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: GNRC SNAP TCDA GNRC RUM

Stocks expected to have increasing option volume: WHR VZ THC IMUX AXP RF HCA SNAP PINS META TWTR PINS META GOOGL GOOG

Advertisers option IV into Snap (SNAP) results

Meta Platforms (META) 30-day option implied volatility is at 73; compared to its 52-week range of 29 to 79 into Snap (SNAP) trading 27% lower in premarket.

Pinterest (PINS) 30-day option implied volatility is at 100; compared to its 52-week range of 45 to 114.

Yelp (YELP) 30-day option implied volatility is at 54; compared to its 52-week range of 36 to 102.

Alphabet (GOOG) 30-day option implied volatility is at 45; compared to its 52-week range of 20 to 49.

Twitter (TWTR) 30-day option implied volatility is at 26; compared to its 52-week range of 21 to 88.

Straddle prices into quarter results.

Alphabet (GOOGL) October weekly 100 straddle priced for a move of 7.5% into the expected release of quarter results after the bell on October 25.

Microsoft (MSFT) October weekly 235 straddle priced for a move of 6% into the expected release of quarter results after the bell on October 25.

Visa (V) October weekly 187 straddle priced for a move of 6% into the expected release of quarter results after the bell on October 25.

Coca-Cola (KO) October weekly 55 straddle priced for a move of 4% into the expected release of quarter results before the bell on October 25.

United Parcel (UPS) October weekly 160 straddle priced for a move of 8% into the expected release of quarter results before the bell on October 25.

Texas Instruments (TXN) October weekly 155 straddle priced for a move of 7.5% into the expected release of quarter results before the bell on October 25.

Raytheon Technologies (RTX) October weekly 5 straddle priced for a move of 6.5% into the expected release of quarter results before the bell on October 25.

General Electric (GE) October weekly 70 straddle priced for a move of 9% into the expected release of quarter results before the bell on October 25.

3M (MMM) October weekly 113 straddle priced for a move of 6% into the expected release of quarter results before the bell on October 25.

General Motors (GM) October weekly 33 straddle priced for a move of 8% into the expected release of quarter results before the bell on October 25.

Chipotle (CMG) October weekly 1535 straddle priced for a move of 9% into the expected release of quarter results after the bell on October 25.

Twitter (TWTR) October weekly 52 straddle priced for a move of 7% into the expected release of quarter results on October 25.

Skechers (SKX) October weekly 34 straddle priced for a move of 10% into the expected release of quarter results after the bell on October 25.

Mattel (MAT) October weekly 19 straddle priced for a move of 8% into the expected release of quarter results after the bell on October 25.

Options with decreasing option implied volatility: RLMD CLR ACI NFLX TWTR ACI IBM C PG UNH
Increasing unusual option volume: TCDA PFF R CSTM ERIC ADT
Increasing unusual call option volume: ADT CSTM REI MTB XP NTNX FRPT
Increasing unusual put option volume: TCDA PFF SBLK RF ACI ALL
Popular stocks increasing volume: NIO AAL AMC SHOP AA GME TWTR
Active options: TSLA AAPL NVDA AMD AMZN T NFLX SNAP META TWTR NIO GOOGL AAL MSFT BABA AMC BAC SHOP AA GME
Global S&P Futures lower in premarket, Nikkei lower, DAX down 1.6%, WTI Crude oil recently at $84, natural gas down 3.4%, gold at $1623