Pre-Market IV Report April 13, 2022

Pre-Market IV Report April 13, 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: BBBY BCTX BBAI FATH RAD IPOF ATNM EVTL LIDR DAL JPM MRK FB

Stocks expected to have increasing option volume: BBBY FAST DAL FAST BLK JPM C GS MS STT PYPL WMT UNH TSM WFC STZ

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 62; compared to its 52-week range of 28 to 73. Call put ratio 1 call to 1.3 puts into earnings season.

Straddle prices for stocks expected to report quarterly results

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 +/- 4% into the expected release of quarter results before the bell on April 14.

Goldman Sachs (GS) April 320 straddle priced for a move of +/- 4.5% into the expected release of quarter results before the bell on April 14.

Morgan Stanley (MS) April 84 straddle priced for a move of +/- 4.5% 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 before the bell on April 14.

State Street (STT) April straddle priced for a move of +/- 7% into the expected release of quarter results before the bell on April 14. Call put ratio 3.2 calls to 1 put.

Taiwan Semiconductor (TSM) April straddle 98 priced for a move of +/- 5% into the expected release of quarter results on April 14.

PNC Financial (PNC) April 180 straddle priced for a move of +/- 4% into the expected release of quarter results before the bell on April 14. Call put ratio 1 call to 3.5 puts.

Wells Fargo (WFC) April 49 straddle priced for a move of +/- 5% into the expected release of quarter results before the bell on April 14.

U.S. Bank (USB) April 51 straddle priced for a move of +/- 4% into the expected release of quarter results before the bell on April 14.

United Health (UNH) April 535 straddle priced for a move of +/- 3.5% into the expected release of quarter results before the bell on April 14.

Aero space-defense–tech stock option implied volatility as shares near record high

Lockheed Martin (LMT) 30-day option implied volatility is at 16; compared to its 52-week range of 16 to 39.

Northrop Grumman (NOC) 30-day option implied volatility is at 33; compared to its 52-week range of 17 to 40.

L3Harris Technologies (LHX) 30-day option implied volatility is at 32; compared to its 52-week range of 18 to 39. Call put ratio 4.2 calls to 1 put.

Raytheon Technologies (RTX) 30-day option implied volatility is at 28; compared to its 52-week range of 19 to 38. Call put ratio 8.2 calls to 1 put.

General Dynamics (GD) 30-day option implied volatility is at 27; compared to its 52-week range of 17 to 35.

Huntington Ingalls Industries (HII) 30-day option implied volatility is at 31; compared to its 52-week range of 19 to 37.

Honeywell (HON) 30-day option implied volatility is at 27; compared to its 52-week range of 18 to 34.

Spirit AeroSystems (SPR) 30-day option implied volatility is at 54; compared to its 52-week range of 43 to 69.

Huntington Ingalls Industries (HII) 30-day option implied volatility is at 31; compared to its 52-week range of 19 to 37.

General Electric (GE) 30-day option implied volatility is at 39; compared to its 52-week range of 27 to 48. Call put ratio 1 call to 1.2 puts.

Boeing (BA) 30-day option implied volatility is at 44; compared to its 52-week range of 29 to 55. Call put ratio 2.3 calls to 1 put.

Uber (UBER) 30-day option implied volatility is at 64; compared to its 52-week range of 37 to 77 after cited for fare boosts after Brooklyn subway shootings, NY Post reports.

Lyft (LYFT) 30-day option implied volatility is at 65; compared to its 52-week range of 42 to 84 after cited for fare boosts after Brooklyn subway shootings, NY Post reports.

Veru, Inc. (VERU) 30-day option implied volatility is at 202; compared to its 52-week range of 71 to 256. Call put ratio 1 calls to 1.2 puts amid wide price movement.

AEye (LIDR) April call option implied volatility is at 200, May is at 120; compared to its 52-week range of 7 to 191. Call put ratio 160 calls to 1 put with focus on April 6 and 7.5 calls as shares rally.

Options with decreasing option implied volatility: JD PDD SST EDU KMX
Increasing unusual option volume: VERU EVTL NLSN PHM PTEN USFD LIDR
Increasing unusual call option volume: EVTL VERU PTEN USFD PHM ABEV
Increasing unusual put option volume: PHM PACB FEZ SKIN MULN NOVA KMX
Popular stocks with increasing volume: UBER ABBV SOFI CCJ WFC HOOD TWTR
Active options: AAPL TSLA NVDA AMD T TWTR MSFT FB AMC BAC F UBER ABBV NIO AMZN SOFI CCJ WFC BABA HOOD
Global S&P Futures mixed to higher in premarket, Nikkei up 1.9%, DAX mixed, WTI Crude oil recently at $100, natural gas mixed, gold at $1974 an ounce