Pre-Market IV Report April 20, 2021

Pre-Market IV Report April 20, 2021

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: BMY INO UVXY VXX CLOV PLBY GSX SNAP SKLZ UNG CLOV RBLX LOW TGT NFLX KEY JNJ MO PM

Stocks expected to have increasing option volume: NFLX IBM UAL JNJ ISRG LMT KEY LMT AAPL

Netflix (NFLX) April weekly call option implied volatility is at 80, May is at 38; compared to its 52-week range of 33 to 76 into the expected release of quarter results today after the bell.

Apple (AAPL) April weekly call option implied volatility is at 31, May is at 30; compared to its 52-week range of 25 to 62. Call put ratio 2.6 calls to 1 put into Apple product event today and the expected release of quarter results on April 28.

Coinbase (COIN) options expected to start trading April 20.

Movers from 2020

Snowflake (SNOW) 30-day option implied volatility is at 49; compared to its 52-week range of 45 to 100

Airbnb (ABNB) 30-day option implied volatility is at 56; compared to its 52-week range of 52 to 114

Lemonade (LMND) 30-day option implied volatility is at 71; compared to its 52-week range of 63 to 134

Palantir (PLTR) 30-day option implied volatility is at 65; compared to its 52-week range of 59 to 174

Peloton (PTON) 30-day option implied volatility is at 71; compared to its 52-week range of 59 to 149

Zoom (ZM) 30-day option implied volatility is at 44; compared to its 52-week range of 42 to 101

Rocket Companies (RKT) 30-day option implied volatility is at 63; compared to its 52-week range of 55 to 221

DoorDash (DASH) 30-day option implied volatility is at 75; compared to its 52-week range of 60 to 118

Shopify (SHOP) 30-day option implied volatility is at 52; compared to its 52-week range of 46 to 105

Cloudflare (NET) 30-day option implied volatility is at 59; compared to its 52-week range of 47 to 119

Coupa Software (COUP) 30-day option implied volatility is at 45; compared to its 52-week range of 44 to 87

Okta, Inc. (OKTA) 30-day option implied volatility is at 43; compared to its 52-week range of 41 to 61

ServiceNow (NOW) 30-day option implied volatility is at 41; compared to its 52-week range of 34 to 63

Roku (ROKU) 30-day option implied volatility is at 64; compared to its 52-week range of 55 to 101

MGM Resorts (MGM) April weekly call option implied volatility is at 49, May is at 47; compared to its 52-week range of 40 to 121 into hosting a analyst and investor virtual meeting on April 21.

Straddle prices into the expected release of quarter results this week

Netflix (NFLX) April weekly 555 straddle priced for a move of 7% into the expected release of quarter results today after the bell

Chiptole (CMG) April weekly 1550 straddle priced for a move of 5.5% into the expected release of quarter results after the bell on April 21

Verizon (VZ) April weekly 58 straddle priced for a move of 3% into the expected release of quarter results before the bell on April 21

Haliburton (HAL) April weekly 20.50 straddle priced for a move of 6% into the expected release of quarter results before the bell on April 21

Lam Research (LRCX) April weekly 620 straddle priced for a move of 6% into the expected release of quarter results after the bell on April 21

NextEra Energy (NEE) May 80 straddle priced for a move of 6% into the expected release of quarter results before the bell on April 21

Spirit Airlines (SAVE) May 36 straddle priced for a move of 13% into the expected release of quarter results after the bell on April 21

Whirlpool (WHR) April weekly 235 straddle priced for a move of 6% into the expected release of quarter results after the bell on April 21

Alaska Air (ALK) May 70 straddle priced for a move of 11% into the expected release of quarter results before the bell on April 22

American Airlines (AAL) April weekly 21.50 straddle priced for a move of 6.5% into the expected release of quarter results before the bell on April 22

AT&T (T) April weekly 30 straddle priced for a move of 3% into the expected release of quarter results before the bell on April 22

Bank OZK (OZK) April weekly 40 straddle priced for a move of 9% into the expected release of quarter results after the bell on April 22

Biogen (BIIB) April weekly 270 straddle priced for a move of 6% into the expected release of quarter results before the bell on April 22

Boston Beer (SAM) May 1290 straddle priced for a move of 12% into the expected release of quarter results after the bell on April 22

Cleveland Cliffs (CLF) April weekly 17.50 straddle priced for a move of 18% into the expected release of quarter results before the bell on April 22

Danaher (DHR) April weekly 240 straddle priced for a move of 6% into the expected release of quarter results before the bell on April 22

Freeport-McMoRan (FCX) April weekly 37.50 straddle priced for a move of 7% into the expected release of quarter results before the bell on April 22

Mattel (MAT) April weekly 21 straddle priced for a move of 9% into the expected release of quarter results after the bell on April 22

Nucor (NUE) April weekly 79 straddle priced for a move of 5% into the expected release of quarter results on April 22

Seagate (STX) April weekly 82 straddle priced for a move of 7% into the expected release of quarter results after the bell on April 22

Snap (SNAP) April weekly 60.50 straddle priced for a move of 14% into the expected release of quarter results after the bell on April 22

Skechers (SKX) April weekly 44 straddle priced for a move of 11% into the expected release of quarter results after the bell on April 22

Southwest Airlines (LUV) April weekly 62 straddle priced for a move of 8% into the expected release of quarter results before the bell on April 22

Union Pacific (UNP) April weekly 222 straddle priced for a move of 3% into the expected release of quarter results before the bell on April 22

Options with decreasing option implied volatility: TME VIAC DISCK NUAN
Increasing unusual option volume: AFL DISCK INDA HOG CSTM NCR PRCH PM MO UAL IBM
Increasing unusual call option volume: AFL DISCK HOG PRCH RVLV PAGS CSTM
Increasing unusual put option volume: INDA HOG CL ADI MO
Popular stocks with increasing volume: VIAC NIO PTON SNAP
Active options: AAPL TSLA NIO CLOV SNDL PLTR AMD AMZN FB RIOT AMC BABA MSFT VIAC MARA SNAP WFC PTON PFE BAC
Global S&P Futures recently mixed, Nikkei down 1.7%, DAX mixed to higher, WTI Crude oil recently at $64.12, natural gas mixed up 1%, gold at $1768 an ounce