Pre-Market IV Report April 14, 2021

Pre-Market IV Report April 14, 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: OCGN VXX UVXY SNDL MRK GSX IQ XL CLOV RMO

Stocks expected to have increasing option volume: C BAC GS JPM WFC BLK DAL FAST PEP UNH KSU SCHW DISCA IQ VIAC TME BIDU CS DB UBS NMR

Digital, Crypto and exchanges themed stocks option implied volatility into Nasdaq sets Coinbase (COIN) reference price at $250 in its direct listing and Bitcoin trades at record high.

Tesla (TSLA) 30-day option implied volatility is at 63; compared to its 52-week range of 55 to 130 into Bitcoin surges to new high above $64,000.

CME Group (CME) 30-day option implied volatility is at 24; compared to its 52-week range of 22 to 56 into Bitcoin surges to new high above $64,000.

Intercontinental Exchange (ICE) 30-day option implied volatility is at 20; compared to its 52-week range of 19 to 45 into Bitcoin surges to new high above $64,000 as investors wait for Coinbase (COIN) direct listing.

NASDAQ (NDAQ) 30-day option implied volatility is at 23; compared to its 52-week range of 21 to 57 into Bitcoin surges to new high above $64,000 as investors wait for Coinbase (COIN) direct listing.

Cboe Global Markets (CBOE) 30-day option implied volatility is at 28; compared to its 52-week range of 21 to 53 into Bitcoin surges to new high above $64,000 as investors wait for Coinbase (COIN) direct listing.

TradeWeb (TW) 30-day option implied volatility is at 32; compared to its 52-week range of 26 to 61.

Virtu (VIRT) 30-day option implied volatility is at 39; compared to its 52-week range of 33 to 74.

Marathon Patent Group (MARA) 30-day option implied volatility is at 155; compared to its 52-week range of 139 to 475.

Riot Blockchain (RIOT) 30-day option implied volatility is at 154; 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 114; compared to its 52-week range of 30 to 154.

Bit Digital (BTBT) 30-day option implied volatility is at 154; compared to its 52-week range of 147 to 279.

CleanSpark (CLSK) 30-day option implied volatility is at 117; compared to its 52-week range of 117 to 260.

Silvergate Capital (SI) 30-day option implied volatility is at 99; compared to its 52-week range of 92 to 168.

Microvision (MVIS) 30-day option implied volatility is at 161; compared to its 52-week range of 128 to 462.

Overstock.com (OSTK) 30-day option implied volatility is at 101; compared to its 52-week range of 85 to 214 into Nasdaq sets Coinbase (COIN) reference price at $250 in its direct listing and Bitcoin trades at record high.

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

Ideanomics (IDEX) 30-day option implied volatility is at 128; compared to its 52-week range of 108 to 387 into Nasdaq sets Coinbase (COIN) reference price at $250 in its direct listing.

Content IV

Discovery, Inc (DISCA) 30-day option implied volatility is at 52; compared to its 52-week range of 38 to 117 into Credit Suisse sells 19M DISCA, 22M DISCK shares, CNBC’s Faber says.

ViacomCBS (VIAC) 30-day option implied volatility is at 63; compared to its 52-week range of 36 to 108.

iQIYI (IQ) 30-day option implied volatility is at 91; compared to its 52-week range of 46 to 139. Call put ratio 3.8 calls to 1 put.

Tencent Music (TME) 30-day option implied volatility is at 61; compared to its 52-week range of 36 to 125. Call put ratio 5.1 calls to 1 put.

Baidu (BIDU) 30-day option implied volatility is at 48; compared to its 52-week range of 31 to 85 on option volume of 89K contracts.

Straddle prices into quarter results this week

Bed Bath & Beyond (BBBY) April 29.50 straddle priced for a move of 14.5% into the expected release of quarter results today before the bell.

Goldman Sachs (GS) April 327.50 straddle priced for a move of 4% into the expected release of quarter results today before the bell.

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

Lovesac (LOVE) April 65 straddle priced for a move of 14% into the expected release of quarter results today.

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

Alcoa (AA) April 31 straddle priced for a move of 7% into the expected release of quarter results after the bell on April 15.

Bank of America (BAC) April 39 straddle priced for a move of 4% into the expected release of quarter results before the bell on April 15.

Blackrock (BLK) April 800 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on April 15.

Citigroup (C) April 72 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 48 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% into the expected release of quarter results before the bell on April 15.

PPG Industries (PPG) April 150 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on April 15.

Rite Aid (RAD) April 19.50 straddle priced for a move of 11% 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 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 375 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 VIAC RKT
Increasing unusual option volume: NUAN IHRT PLAN YNDX DBC CTSH BFI
Increasing unusual call option volume: NUAN DBC ACN AGI BFI MGA
Increasing unusual put option volume: NUAN VIPS VGAC
Popular stocks with increasing volume: AMC VIAC SQ RIOT
Active options: AAPL TSLA PLTR NIO BABA NVDA RIOT AMD AMZN MSFT BA F FB AMC AAL MARA VIAC WFC SQ BAC
Global S&P Futures recently mixed, Nikkei mixed to lower, DAX mixed, WTI Crude oil recently at $60.88, natural gas mixed, gold at $1756 an ounce