Pre-Market IV Report April 12, 2022

Pre-Market IV Report April 12, 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: VERU BCTX NRGV RAD FATH COOP RBLX IPOF BRCC SST SNDL UPS NFLX TLT MOS

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

Tech option IV

Tesla (TSLA) 30-day option implied volatility is at 62; compared to its 52-week range of 36 to 84. Call put ratio 1.3 calls to 1 put.

Twitter (TWTR) April call option implied volatility is at 87, May is at 75; compared to its 52-week range of 32 to 88. Call put ratio 1.4 calls to 1 put.

Salesforce (CRM) 30-day option implied volatility is at 37; compared to its 52-week range of 22 to 56.

PayPal (PYPL) 30-day option implied volatility is at 56; compared to its 52-week range of 24 to 62. Call put ratio 1 call to 1 put.

Block (SQ) 30-day option implied volatility is at 84; compared to its 52-week range of 35 to 106.
Affirm Holdings (AFRM) 30-day option implied volatility is at 122; compared to its 52-week range of 60 to 134.

Interest rate products option IV elevated as rates increase

Proshares Trust Ultrashort Lehman 20+ Year Treasury (TBT) 30-day option implied volatility is at 50; compared to its 52-week range of 24 to 50 as Treasury 10-year yield tops 2.75%. Call put ratio 1.8 calls to 1 put as shares rally.

iShares 20+ Year Treasury Bond ETF (TLT) 30-day option implied volatility is at 25; compared to its 52-week range of 12 to 25 as Treasury 10-year yield tops 2.75%.

SPDR Bloomberg Barclays High Yield Bond ETF (JNK) 30-day option implied volatility is at 13; compared to its 52-week range of 5 to 15 as Treasury 10-year yield tops 2.75%. Call put ratio 1 calls to 57 puts.

iShares iBoxx $ High Yield Corporate Bond ETF (HYG) 30-day option implied volatility is at 13; compared to its 52-week range of 5 to 15 as Treasury 10-year yield tops 2.75%. Call put ratio 1 calls to 4.5 puts.

Ishares Msci Germany Etf (EWG) 30-day option implied volatility is at 31; compared to its 52-week range of 14 to 49 amid the German two-year bund yield turned positive for the first time in eight years,

Ishares Msci France Etf (EWQ) 30-day call option implied volatility is at 33; compared to its 52-week range of 13 to 48. Call put ratio 1 call to 328 puts into French Presidential April 24 presidential runoff vote.

Newmont (NEM) 30-day call option implied volatility is at 37; compared to its 52-week range of 26 to 48 as shares near record high.

Crypto themed stocks as Bitcoin trades below $40,000

Coin (COIN) 30-day option implied volatility is at 78; compared to its 52-week range of 46 to 93.

Marathon Patent Group (MARA) 30-day option implied volatility is at 110; compared to its 52-week range of 89 to 171. Call put ratio 1.6 calls to 1 put.

Riot Blockchain (RIOT) 30-day option implied volatility is at 101; compared to its 52-week range of 88 to 171. Call put ratio 2.3 calls to 1 put as shares sell off 4.6%.

Straddle prices for stocks expected to report quarterly results

Bed Bath & Beyond (BBBY) April 19 straddle priced for a move of +/- 18% into the expected release of quarter results before the bell on April 13.

Blackrock (BLK) April 730 straddle priced for a move of +/- 3.5% into the expected release of quarter results before the bell on April 13.

Delta (DAL) April 38 straddle priced for a move of +/- 5.5% 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.

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 320 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% 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 +/- 28% into the expected release of quarter results into the expected release of quarter results before the bell on April 14.

Veru, Inc. (VERU) 30-day option implied volatility is at 256; compared to its 52-week range of 71 to 256. Call put ratio 1.6 calls to 1 put amid wide price movement.

Options with decreasing option implied volatility: EDU MNDT KWEB PDD JD HYMC
Increasing unusual option volume: VERU BWA FEZ IHI MNTS
Increasing unusual call option volume: VERU BWA MNTS MNTV HEAR ATER
Increasing unusual put option volume: BWA FEZ NEWR SST ATER KMX CHPT
Popular stocks with increasing volume: INTC GM PFE DKNG SOFI TWTR
Active options: AAPL TSLA TWTR AMD NVDA NIO MSFT AMC VERU F FB BABA BAC CHPT INTC GM AMZN PFE DKNG SOFI
Global S&P Futures lower in premarket, Nikkei down 1.4%, DAX mixed, WTI Crude oil recently at $96, natural gas mixed, gold at $1962 an ounce