Pre-Market IV Report April 1, 2022

Pre-Market IV Report April 1, 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: NEGG TWTR CERN BB SNDL BRCC NILE SOS NFLX CLVR FB NFLX

Stocks expected to have increasing option volume: SPY QQQ RUT IWM GME BB AAPL HOOD

Movers: GME AMD. WTI Crude oil trades below $100

GameStop (GME) April weekly call option implied volatility is at 170, April is at 132; compared to its 52-week range of 69 to 216 into disclosing stock split plans. Call put ratio 2.5 calls to 1 put with focus on April weekly options.

AMC Entertainment (AMC) April weekly call option implied volatility is at 212, April is at 170; compared to its 52-week range of 95 to 435. Call put ratio 2.1 calls to 1 put with focus on April weekly options.

Advanced Micro Devices, Inc. (AMD) 30-day option implied volatility is at 55; compared to its 52-week range of 29 to 73 as shares pull back. Call put ratio 2.1 calls to 1 put with focus ATM April weekly calls and puts.

Hertz (HTZ) option IV near low end of range

Hertz Global (HTZ) 30-day option implied volatility is at 57; compared to its 52-week range of 56 to 112. Call put ratio 1.1 calls to 1 put with focus on April and May options.

Avis Budget Group (CAR) 30-day option implied volatility is at 85; compared to its 52-week range of 49 to 126. Call put ratio 2.7 calls to 1 put with focus on May calls.

Straddle prices for stocks expected to report quarterly results

Levi (LEVI) April 20 straddle priced for a move of +/- 9% into the expected release of quarter results after the bell on April 6. Call put ratio 2.4 calls to 1 put.

Skillsoft (SKIL) April 5 straddle priced for a move of +/- 18% into the expected release of quarter results after the bell on April 6.

Tilray, Inc. (TLRY) April weekly 7.5 straddle priced for a move of +/- 22% into the expected release of quarter results before the bell on April 6. Call put ratio 4.2 calls to 1 put.

Options with decreasing option implied volatility: SST PDD CHWY WE RH BIDU FXI KWEB PDD JD
Increasing unusual option volume: HMHC MULN CLVS WWR CLVR
Increasing unusual call option volume: MULN CLVS PVH FLEX WWR
Increasing unusual put option volume: CLVS MGNI AKBA PATH
Popular stocks with increasing volume: GME HOOD TLRY CCL PBR T
Active options: AMD AAPL AMC TSLA NVDA BAC NIO FB MU BABA MSFT GME HOOD F TLRY AMZN CCL WFC T PBR
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $99, natural gas mixed to lower, gold at $1935 an ounce