Pre-Market IV Report April 14, 2022

Pre-Market IV Report April 14, 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: NFLX FB RAD UPS IPOF SST BRCC BCTX BMY BBAI FATH BCTX EVTL

Stocks expected to have increasing option volume: C GS MS STT UNH RAD TSM WFC ALLY UNC USB PNC

Option volume movers

Taiwan Semiconductor (TSM) April call option implied volatility is at 101, May is at 47; compared to its 52-week range of 22 to 49 into the expected release of quarter results today. Call put ratio 2.4 calls to 1 put.

Ginkgo Bioworks (DNA) 30-day option implied volatility is at 115; compared to its 52-week range of 10 to 208. Call put ratio 1 call to 1.6 puts.

Straddle prices for stocks expected to report quarterly results

Bank of America (BAC) April weekly 39 straddle priced for a move of 5% into the expected release of quarter results before the bell on April 18.

Bank of New York Mellon (BK) April weekly 49 straddle priced for a move of 5% into the expected release of quarter results before the bell on April 18.

Schwab Corp (SCHW) April weekly 84 straddle priced for a move of 7% into the expected release of quarter results before the bell on April 18.

Haliburton (HAL) April weekly 40 straddle priced for a move of 6.5% into the expected release of quarter results before the bell on April 19.

Las Vegas Sands (LVS) April weekly 36 straddle priced for a move of 7% into the expected release of quarter results on April 19.

Lockheed Martin (LMT) April weekly 470 straddle priced for a move of 4% into the expected release of quarter results before the bell on April 19.

Netflix (NFLX) April weekly 350 straddle priced for a move of 10% into the expected release of quarter results after the bell on April 19.

Pepsi (PEP) 30-day option implied volatility is at 18; compared to its 52-week range of 12 to 29.

Coca Cola (KO) 30-day option implied volatility is at 13; compared to its 52-week range of 13 to 28.

Options with decreasing option implied volatility: JD PDD HYMC KWEB DWAC KMX STZ CAG
Increasing unusual option volume: VERU ATER BCTX NLSN PBR
Increasing unusual call option volume: VERU ATER WEBR PBR BCTX VOD EVTL
Increasing unusual put option volume: ATER UBS ITUB SNPS NWL ICLN
Popular stocks with increasing volume: PYPL DAL WBD TWTR AAL
Active options: PBR TSLA AAPL NVDA AMD AAL FB AMC ATER TWTR JPM BAC AMZN MSFT NIO F DAL WBD BABA PYPL
Global S&P Futures mixed in premarket, Nikkei up 1%, DAX mixed, WTI Crude oil recently at $103, natural gas mixed, gold at $1973 an ounce