Pre-Market IV Report September 30, 2022

Pre-Market IV Report September 30, 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: AGNC EVTL NLY RITM SAVE STWD BUD AVCT TCDA CLNN AEMD ATHX

Stocks expected to have increasing option volume: SPY QQQ RUT ARKW MU NKE CCL TSLA

Tesla (TSLA) option implied volatility into Tesla AI Day 2022.

Tesla (TSLA) 30-day option implied volatility is at 71; compared to its 52-week range of 36 to 84 into Tesla AI Day 2022.

Option Movement

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.

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 69; compared to its 52-week range of 28 to 91. Call put ratio 1 call to 1.2 put.

United Stats Oil Fund (USO) 30-day option implied volatility is at 52; compared to its 52-week range of 30 to 81.

Large tech option IV

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

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

Amazon (AMZN) 30-day option implied volatility is at 54; compared to its 52-week range of 22 to 56.

Microsoft (MSFT) 30-day option implied volatility is at 39; compared to its 52-week range of 18 to 47.

Meta Platforms (META) 30-day option implied volatility is at 63; compared to its 52-week range of 29 to 79.

Netflix (NFLX) October weekly call option implied volatility is at 65, October is at 84; compared to its 52-week range of 25 to 86.

Straddle price into quarter results

Lamb Wesson (LW) October 80 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 6.5% into the expected release of quarter results before the bell on October 6.

Constellation Brands (STZ) October weekly 232 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 15 straddle priced for a move of 15% into the expected release of quarter results before the bell on October 6.

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 General elections are scheduled to be held October 2, 2022 in Brazil to elect the President, Vice President, and the National Congress. Elections for state Governors and Vice Governors.

Petrobras (PBR) 30-day option implied volatility is at 71; compared to its 52-week range of 37 to 109 into General elections.

Options with decreasing option implied volatility: BIIB FAZE
Increasing unusual option volume: AKRW PFSI INDA PLTK KOS REAL
Increasing unusual call option volume: REAL AGNC PLTK OUST SAVE MUR
Increasing unusual put option volume: INDA CIM PFSI STWD
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 to higher in premarket, Nikkei down 1.8%, DAX up 1%, WTI Crude oil recently at $81, natural gas mixed, gold at $1682