Pre-Market IV Report April 11, 2022

Pre-Market IV Report April 11, 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: SST BCTX TGTX RAD FATH FSLY COOP BRCC IPOF SST BRCC BKLN TLT TBT COOP THCA

Stocks expected to have increasing option volume: TWTR DWAC DAL ACI WBD T BBBY JPM C WFC GS MS BAC T DISCA WBD

Options expected to be movers

Twitter (TWTR) April call option implied volatility is at 65, May is at 68; compared to its 52-week range of 32 to 88 into Twitter says Tesla (TSLA) CEO Elon Musk turned down off to join its board of directors. Call put ratio 1.4 calls to 1 put.

AT&T (T) 30-day option implied volatility is at 27 compared to its 52-week range of 15 to 32. Call put ratio 4.1 calls to 1 put into Discovery, Inc. (DISCA, DISCB, DISCK) and AT&T announced that they have closed their transaction to combine the WarnerMedia business with Discovery. Warner Bros. Discovery, Inc., which will begin trading on the Nasdaq with the start of trading on Monday, April 11, under the new ticker symbol “WBD.”

Discovery, Inc (DISCA) 30-day option implied volatility is at 68; compared to its 52-week range of 38 to 68. Call put ratio 2 call to 1 put into Discovery and AT&T (T) announced that they have closed their transaction to combine the WarnerMedia business with Discovery. Warner Bros. Discovery, Inc., which will begin trading on the Nasdaq with the start of trading on Monday, April 11, under the new ticker symbol “WBD.”

Ishares Msci France Etf (EWQ) April option implied volatility is at 50, May is at 38; compared to its 52-week range of 13 to 48. Call put ratio 1 call to 933 puts with focus on April 34 puts into French Presidential April 24 presidential runoff vote.

Straddle prices for stocks expected to report quarterly results

Albertson (ACI) April 35 straddle priced for a move of +/- 7% into the expected release of quarter results before the bell on April 12. Call put ratio 11 calls to 1 put.

CarMax (KMX) April 100 straddle priced for a move of +/- 10% into the expected release of quarter results before the bell on April 12.

Bed Bath & Beyond (BBBY) April 20 straddle priced for a move of +/- 18% into the expected release of quarter results before the bell on April 13.

Blackrock (BLK) April 740 straddle priced for a move of +/- 3.5% into the expected release of quarter results before the bell on April 13.

Delta (DAL) April 37 straddle priced for a move of +/- 6% into the expected release of quarter results before the bell on April 13.

Fastenal (FAST) April 57.50 straddle priced for a move of +/- 5% into the expected release of quarter results before the bell on April 13.

JPMorgan (JPM) April 133 straddle priced for a move of +/- 4% into the expected release of quarter results before the bell on April 13.

Infosys (INFY) April 24 straddle priced for a move of +/- 5.5% into the expected release of quarter results before the bell on April 13.

Rent the Runway (RENT) April 5 straddle priced for a move of +/- 20% into the expected release of quarter results after the bell on April 13.

Ally Financial (ALLY) April 43 straddle priced for a move of +/- 5.5% into the expected release of quarter results on April 14

Citigroup (C) April 50 straddle priced for a move of +/- 5% into the expected release of quarter results before the bell on April 14.

Goldman Sachs (GS) April 322 straddle priced for a move of +/- 5% into the expected release of quarter results before the bell on April 14.

Morgan Stanley (MS) April 84 straddle priced for a move of +/- 5.5% into the expected release of quarter results before the bell on April 14.

Rite Aid (RAD) April 7.5 straddle priced for a move of +/- 29% into the expected release of quarter results into the expected release of quarter results before the bell on April 14.

FedEx (FDX) 30-day option implied volatility is at 33; compared to its 52-week range of 22 to 54 into investor and analyst meeting on June 28.

Options with decreasing option implied volatility: JD PDD FXI BIDU HYMC EDU GREE VTNR GME
Increasing unusual option volume: ATER MNTS FEZ CEG PDCE FTI FSLY
Increasing unusual call option volume: ATER MNTS HIG CEG FTI
Increasing unusual put option volume: ATER DVAX FEZ SIRI BBD
Popular stocks with increasing volume: T OXY XOM CCL SNAP SQ
Active options: TSLA AAPL NVDA AMD TWTR F NIO AMC FB T OXY BAC MSFT AMZN XOM ATER CCL BABA SNAP SQ
Global S&P Futures lower in premarket, Nikkei lower, DAX mixed, WTI Crude oil recently at $96, natural gas mixed, gold at $1947 an ounce