Pre-Market IV Report October 3, 2022

Pre-Market IV Report October 3, 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: AEO VIX AGNC RITM SAVE MPW STWD SIRI BKLN EBON TCDA CLNN RLMD KORU

Stocks expected to have increasing option volume: SPY QQQ RUT ARKW

Option Movement

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 28; compared to its 52-week range of 12 to 55.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 35; compared to its 52-week range of 16 to 40.

iShares Russell 2000 ETF (IWM) 30-day option implied volatility is at 34; compared to its 52-week range of 18 to 38.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 68; compared to its 52-week range of 28 to 91.

United Stats Oil Fund (USO) 30-day option implied volatility is at 52; compared to its 52-week range of 30 to 81 into OPEC+ to consider oil cut of over than 1 million barrels per day, Reuters says.

Tesla (TSLA) 30-day option implied volatility is at 71; compared to its 52-week range of 36 to 84 into delivered 343,830 electric vehicles in Q3.

Illumina (ILMN) 30-day option implied volatility is at 70; compared to its 52-week range of 29 to 77 into an investor day on October 3.

Hasbro (HAS) 30-day option implied volatility is at 46; compared to its 52-week range of 23 to 84 investor day on October 4.

Norwegian Cruise Line (NCLH) 30-day option implied volatility is at 91; compared to its 52-week range of 46 to 100 into investor & analyst event on October 6.

Ishares National Amt-free Muni Bond Etf (MUB) 30-day option implied volatility is at 10; compared to its 52-week range of 3 to 11.

Straddle price into quarter results.

Lamb Wesson (LW) October 75 straddle priced for a move of 8% into the expected release of quarter results before the bell on October 5.

Conagra (CAG) October weekly straddle priced for a move of 6% into the expected release of quarter results before the bell on October 6.

Constellation Brands (STZ) October weekly 230 straddle priced for a move of 5.5% into the expected release of quarter results after the bell on October 6.

Levi’s (LEVI) October 14 straddle priced for a move of 15% into the expected release of quarter results before the bell on October 6.

Tilray (TLRY) October straddle 2.5 priced for a move of 21 % into the expected release of quarter results before the bell on October 7.

iShares MSCI Brazil (EWZ) September weekly call option implied volatility is at 65, October is at 59; compared to its 52-week range of 29 to 52 into Brazil’s presidential elections runoff in two weeks.

Options with decreasing option implied volatility: NLY EVTL BIIB
Increasing unusual option volume: TCDA AVCT GES KOS BXMT INDA
Increasing unusual call option volume: TIP FTAI SKX TCDA KD PLTK ITUB
Increasing unusual put option volume: BXMT AMLX INDA UAA PLTK
Popular stocks increasing volume: PLTR NIO OXY BBBY BABA MU INTC BAC
Active options: TSLA AAPL AMZN AMD NVDA NFLX META F CCL GOOGL MSFT PLTR NIO AGNC OXY BBBY BABA MU INTC BAC
Global S&P Futures mixed in premarket, Nikkei up 1%, DAX down 1%, WTI Crude oil recently at $84, natural gas mixed, gold at $1673