Pre-Market IV Report April 12, 2021

Pre-Market IV Report April 12, 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: IVR SNDL UVXY VXX ACB GSX XL CLOV RMO GOEV ENDP OCX SPNV

Stocks expected to have increasing option volume: NUAN NVDA GS MS C BAC JPM WFC DAL

Nuance Communications (NUAN) April call option implied volatility is at 34, May is at 48; compared to its 52-week range of 34 to 65 into Microsoft (MSFT) in talks to buy Nuance for about $56 per share, Bloomberg says. Call put ratio 3.6 calls to 1 put.

NVIDIA (NVDA) 30-day option implied volatility is at 33; compared to its 52-week range of 33 to 69 into company hosted investor day.

China ecommerce IV into China fine

Alibaba (BABA) 30-day option implied volatility is at 38; compared to its 52-week range of 29 to 56 fined $2.75B by China for antitrust. Call put ratio 1.5 calls to 1 put.

Pinduoduo (PDD) 30-day option implied volatility is at 50; compared to its 52-week range of 50 to 85 into Alibaba (BABA) fined $2.7B by China for antitrust.

JD.com (JD) 30-day option implied volatility is at 36; compared to its 52-week range of 36 to 63 into Alibaba (BABA) fined $2.7B by China for antitrust.

Vipshop Holdings (VIPS) 30-day option implied volatility is at 71; compared to its 52-week range of 47 to 132 into Alibaba (BABA) fined $2.7B by China for antitrust.

iShares MSCI Brazil (EWZ) 30-day option implied volatility is at 35; compared to its 52-week range of 34 to 72 into election set up.

Straddle prices into quarter results this week

Fastenal (FAST) April 50 straddle priced for a move of 4.55% into the expected release of quarter results before the bell on April 13.

Schwab (SCHW) April 67 straddle priced for a move of 4% into the expected release of quarter results on April 13.

Bed Bath & Beyond (BBBY) April 30 straddle priced for a move of 10% into the expected release of quarter results before the bell on April 14.

Goldman Sachs (GS) April 330 straddle priced for a move of 4% into the expected release of quarter results before the bell on April 14.

Infosys (INFY) April 19 straddle priced for a move of 6% into the expected release of quarter results before the bell on April 14.

JPMorgan (JPM) April 155 straddle priced for a move of 3% into the expected release of quarter results before the bell on April 14.

Lovesac (LOVE) April 70 straddle priced for a move of 14% into the expected release of quarter results on April 14.

Wells Fargo (WFC) April 40 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on April 14.

Alcoa (AA) April 31.50 straddle priced for a move of 9% into the expected release of quarter results after the bell on April 15.

Bank of America (BAC) April 39.50 straddle priced for a move of 4% into the expected release of quarter results before the bell on April 15.

Blackrock (BLK) April 810 straddle priced for a move of 4% into the expected release of quarter results before the bell on April 15.

Citigroup (C) April 72.50 straddle priced for a move of 5% into the expected release of quarter results before the bell on April 15.

Delta Air Lines (DAL) April 49 straddle priced for a move of 5% into the expected release of quarter results before the bell on April 15.

J.B. Hunt (JBHT) April 170 straddle priced for a move of 5.5% into the expected release of quarter results after the bell on April 15.

PepsiCo (PEP) April 142 straddle priced for a move of 3% into the expected release of quarter results before the bell on April 15.

PPG Industries (PPG) April 150 straddle priced for a move of 4% into the expected release of quarter results before the bell on April 15.

Rite Aid (RAD) April 20 straddle priced for a move of 14% into the expected release of quarter results before the bell on April 15.

Truist (TFC) April 60 straddle priced for a move of 4% into the expected release of quarter results before the bell on April 15.

Taiwan Semiconductor (TSM) April 123 straddle priced for a move of 4% into the expected release of quarter results on April 15.

U.S. Bancorp (USB) April 57 straddle priced for a move of 4% into the expected release of quarter results before the bell on April 15.

UnitedHealth Group (UNH) April 377.5 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on April 15.

Options with decreasing option implied volatility: TME BIDU VIAC DISCA RKT INFN SIRI
Increasing unusual option volume: IHRT PLBY AFMD VIPS LEVI CS RSX ASO
Increasing unusual call option volume: PLBY VIPS AMLP CS
Increasing unusual put option volume: RSX KWEB TBT FUBO ON
Popular stocks with increasing volume: F FUBO PLTR VIAC GME
Active options: AAPL TSLA PLTR FUBO AMZN NIO BABA SNAP FB MSFT SQ VIAC GE GME AMC AMD BA F SOS BAC
Global S&P Futures recently mixed, Nikkei down 0.7%, DAX mixed, WTI Crude oil recently at $58.57, natural gas mixed, gold at $1739 an ounce