Pre-Market IV Report October 24, 2022

Pre-Market IV Report October 24, 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: BRDS MGTA CEI MDGL GNRC KMX AMLX SI TWTR TCDA AMPX KMX

Stocks expected to have increasing option volume: BABA JD NIO VIPS PDD ASHR FXI MSFT GOOGL GOOG AAPL AMZN TWTR UPS KO INTC BA TSLA TWTR

Federal Reserve officials meet November 1-2, October employment report on November 4.

China tech stocks option IV into China’s Xi expands power as head of China’s ruling power

JD.com (JD) 30-day option implied is at 71; compared to its 52-week range of 42 to 96 into China’s Xi expands power as head of China’s ruling power.

Alibaba (BABA) 30-day option implied is at 67; compared to its 52-week range of 41 to 99.

Vipshop Holdings (VIPS) 30-day option implied is at 69; compared to its 52-week range of 55 to 87. Call put ratio 1 call to 65 puts.

NIO Inc. (NIO) 30-day option implied is at 93; compared to its 52-week range of 53 to 132 into China’s Xi expands power as head of China’s ruling power.

Pinduoduo (PDD) 30-day option implied is at 85; compared to its 52-week range of 59 to 162.

Db X-trackers Harvest Csi 300 China A – Shares Fund (ASHR) 30-day option implied is at 28; compared to its 52-week range of 19 to 37 into China’s Xi expands power as head of China’s ruling power.

iShares China Large-Cap (FXI) 30-day option implied is at 42; compared to its 52-week range of 23 to 55.

Tesla (TSLA) 30-day option implied is at 60; compared to its 52-week range of 37 to 84 into China’s Xi expands power as head of China’s ruling power.

Option Movers

Twitter (TWTR) October weekly call option implied volatility is at 100, November is at 60; compared to its 52-week range of 21 to 88 into Delaware Judge deadline for Elon Musk buyout.

Straddle price into quarter results.

Alphabet (GOOGL) October weekly 100 straddle priced for a move of 6% into the expected release of quarter results after the bell on October 25.

Microsoft (MSFT) October weekly 240 straddle priced for a move of 6% into the expected release of quarter results after the bell on October 25.

Visa (V) October weekly 190 straddle priced for a move of 4.5% into the expected release of quarter results after the bell on October 25.

Coca-Cola (KO) October weekly 56 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 165 straddle priced for a move of 7% into the expected release of quarter results before the bell on October 25.

Texas Instruments (TXN) October weekly 160 straddle priced for a move of 7% into the expected release of quarter results before the bell on October 25.

Raytheon Technologies (RTX) October weekly 88 straddle priced for a move of 5.5% into the expected release of quarter results before the bell on October 25.

General Electric (GE) October weekly 73 straddle priced for a move of 7.5% into the expected release of quarter results before the bell on October 25.

General Motors (GM) October weekly 35 straddle priced for a move of 7% into the expected release of quarter results before the bell on October 25.

Chipotle (CMG) October weekly 1550 straddle priced for a move of 8% into the expected release of quarter results after the bell on October 25.

Twitter (TWTR) October weekly 50 straddle priced for a move of 10% into the expected release of quarter results on October 25.

Skechers (SKX) October weekly 35 straddle priced for a move of 10% into the expected release of quarter results after the bell on October 25.

Mattel (MAT) October weekly 20 straddle priced for a move of 8% into the expected release of quarter results after the bell on October 25.

Valero (VLO) October weekly 128 straddle priced for a move of 6% into the expected release of quarter results before the bell on October 25.

JetBlue (JBLU) October weekly 7 straddle priced for a move of 11% into the expected release of quarter results before the bell on October 25.

Polaris (PII) November 90 straddle priced for a move of 12% into the expected release of quarter results before the bell on October 25.

Corning (GLW) October weekly 32 straddle priced for a move of 6.5% into the expected release of quarter results before the bell on October 25.

Cleveland Cliffs (CLF) October weekly 16.50 straddle priced for a move of 9% into the expected release of quarter results before the bell on October 25.

Archer-Daniels Midland (ADM) October weekly 90 straddle priced for a move of 5.5% into the expected release of quarter results before the bell on October 25.

Biogen (BIIB) October weekly 267 straddle priced for a move of 5.5% into the expected release of quarter results before the bell on October 25.

Canadian National Railway (CNI) November 112 straddle priced for a move of 6.5% into the expected release of quarter results before the bell on October 25.

Options with decreasing option implied volatility: EVTL CLR SNAP RLMD NFLX TSLA HCA IBM LMT T PG
Increasing unusual option volume: XP INVZ CIM THC ERIC TCDA FTI
Increasing unusual call option volume: INVZ XP THC ITUB FTI FXY
Increasing unusual put option volume: CIM TCDA BGS THC UAA
Popular stocks increasing volume: INTC TWTR VZ PBR MSFT BAC T BABA XOM AAL NIO
Active options: TSLA AAPL SNAP AMZN TWTR NFLX META NVDA AMD PBR GOOGL MSFT BAC T BABA XOM AAL NIO INTC VZ
Global S&P Futures mixed to lower in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $84, natural gas down 1.5%, gold at $1653