Pre-Market IV Report April 13, 2021

Pre-Market IV Report April 13, 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 VXX UVXY GSX XL CLOV RMO IQ OCGN

Stocks expected to have increasing option volume: C BAC GS JPM WFC BLK DAL FAST PEP UNH KSU SCHW STT

Digital & Crypto themed stocks option implied volatility into Coinbase (COIN) IPO

Marathon Patent Group (MARA) 30-day option implied volatility is at 202; compared to its 52-week range of 139 to 475 into Coinbase (COIN) IPO on April 14th.

Riot Blockchain (RIOT) 30-day option implied volatility is at 194; compared to its 52-week range of 98 to 274.

Magnite (MGNI) 30-day option implied volatility is at 101; compared to its 52-week range of 52 to 162.

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 87; compared to its 52-week range of 30 to 154. Call put ratio 2.3 calls to 1 put.

Bit Digital (BTBT) 30-day option implied volatility is at 155; compared to its 52-week range of 147 to 279.

CleanSpark (CLSK) 30-day option implied volatility is at 118; compared to its 52-week range of 117 to 260. Call put ratio 3.6 calls to 1 put.

Silvergate Capital (SI) 30-day option implied volatility is at 98; compared to its 52-week range of 92 to 168. Call put ratio 4.2 calls to 1 put.

Microvision (MVIS) 30-day option implied volatility is at 165; compared to its 52-week range of 128 to 462. Call put ratio 2.2 calls to 1 put.

Overstock.com (OSTK) 30-day option implied volatility is at 101; compared to its 52-week range of 85 to 214. Call put ratio 2.7 call to 1 put.

SRAX, Inc (SRAX) 30-day option implied volatility is at 120; compared to its 52-week range of 96 to 263. Call put ratio 51 calls to 1 put.

Ideanomics (IDEX) 30-day option implied volatility is at 128; compared to its 52-week range of 108 to 387 into Coinbase (COIN) IPO.

PayPal (PYPL) 30-day option implied volatility is at 40; compared to its 52-week range of 32 to 59 into Coinbase (COIN) IPO.

Square (SQ) 30-day option implied volatility is at 55; compared to its 52-week range of 48 to 85 into Coinbase (COIN) IPO.

Straddle prices into quarter results this week

Fastenal (FAST) April 50 straddle priced for a move of 5% into the expected release of quarter results before the bell on April 13.

Schwab (SCHW) April 68 straddle priced for a move of 4% into the expected release of quarter results on April 13.

Bed Bath & Beyond (BBBY) April 29.50 straddle priced for a move of 13.5% 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 41 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on April 14.

Alcoa (AA) April 32 straddle priced for a move of 8% into the expected release of quarter results after the bell on April 15.

Bank of America (BAC) April 40 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 4.5% 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 143 straddle priced for a move of 2.5% 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 12% 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 121 straddle priced for a move of 4% into the expected release of quarter results on April 15.

U.S. Bancorp (USB) April 58 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: NUAN BIDU TME RKT
Increasing unusual option volume: NUAN HLT FAST IZEA UBS BCS
Increasing unusual call option volume: NUAN HLT UBS VIPS PHM YELP
Increasing unusual put option volume: STNE VIPS ASHR CAN SABR NUAN
Popular stocks with increasing volume: VIAC NUAN DKNG CCL PLTR RIDE QS
Active options: AAPL TSLA BABA AMD PLTR NVDA MSFT INTC NIO UBER AMC AMZN GME VIAC NUAN DKNG BAC CAN BA CCL
Global S&P Futures recently mixed, Nikkei up 0.7%, DAX mixed, WTI Crude oil recently at $60.02, natural gas mixed, gold at $1727 an ounce