Pre-Market IV Report April 15, 2021

Pre-Market IV Report April 15, 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: VXX UVXY XLF FEYE BMY PLBY X GSX XL CLOV SRNE BHC RBLX

Stocks expected to have increasing option volume: C BAC BLK DAL DELL VMW PEP UNH KSU JNJ MRNA PFE FCX X CLF ETH BMY

Dell Technologies (DELL) April call option implied volatility is at 21, May is at 24; compared to its 52-week range of 25 to 61 into announces planned VMware (VMW) spin-off. Call put ratio 10.8 calls to 1 put with focus on July calls.

VMware (VMW) April call option implied volatility is at 22, May is at 24; compared to its 52-week range of 25 to 55 into Dell Technologies (NYSE: DELL) announces planned VMware spin-off. Call put ratio 4 calls to 1 put with focus on May calls.

Digital, Crypto and exchanges themed stocks option implied volatility movement continues

Tesla (TSLA) 30-day option implied volatility is at 65; compared to its 52-week range of 55 to 130. Call put ratio 1.7 calls to 1 put.

PayPal (PYPL) 30-day option implied volatility is at 41; compared to its 52-week range of 32 to 59. Call put ratio 1.5 calls to 1 put.

Square (SQ) 30-day option implied volatility is at 57; compared to its 52-week range of 48 to 85. Call put ratio 2.3 calls to 1 put.

Microvision (MVIS) 30-day option implied volatility is at 164; compared to its 52-week range of 128 to 462. Call put ratio 4.9 calls to 1 put with focus on August 20 calls and puts.

Riot Blockchain (RIOT) 30-day option implied volatility is at 152; compared to its 52-week range of 98 to 274. Call put ratio 2.1 calls to 1 put on 356K contracts.

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 105; compared to its 52-week range of 30 to 154.

Marathon Patent Group (MARA) 30-day option implied volatility is at 159; compared to its 52-week range of 139 to 475. Call put ratio 2.3 calls to 1 put with focus on April options.

Bit Digital (BTBT) 30-day option implied volatility is at 168; compared to its 52-week range of 147 to 279. Call put ratio 4.4 calls to 1 put with focus on April calls.

CleanSpark (CLSK) 30-day option implied volatility is at 119; compared to its 52-week range of 117 to 260. Call put ratio 6.5 calls to 1 put.

Silvergate Capital (SI) 30-day option implied volatility is at 108; compared to its 52-week range of 92 to 168.

Overstock.com (OSTK) 30-day option implied volatility is at 103; compared to its 52-week range of 85 to 214. Call put ratio 5.7 calls to 1 put.

SRAX, Inc (SRAX) 30-day option implied volatility is at 123; compared to its 52-week range of 96 to 263.
Ideanomics (IDEX) 30-day option implied volatility is at 118; compared to its 52-week range of 108 to 387. Call put ratio 8.3 calls to 1 put.

Straddle prices into quarter results this week

Alcoa (AA) April 33.50 straddle priced for a move of 7.5% into the expected release of quarter results today after the bell.

Bank of America (BAC) April 40 straddle priced for a move of 4% into the expected release of quarter results today before the bell.

Blackrock (BLK) April 800 straddle priced for a move of 3% into the expected release of quarter results today before the bell.

Citigroup (C) April 73 straddle priced for a move of 4% into the expected release of quarter results today before the bell.

Delta Air Lines (DAL) April 48 straddle priced for a move of 5% into the expected release of quarter results today before the bell.

J.B. Hunt (JBHT) April 170 straddle priced for a move of 5.5% into the expected release of quarter results today.

PepsiCo (PEP) April 142 straddle priced for a move of 2% into the expected release of quarter results today before the bell.

Rite Aid (RAD) April 20 straddle priced for a move of 12% into the expected release of quarter results today before the bell.

Truist (TFC) April 60 straddle priced for a move of 4% into the expected release of quarter results today before the bell.

Taiwan Semiconductor (TSM) April 121 straddle priced for a move of 4% into the expected release of quarter results today.

U.S. Bancorp (USB) April 57.5 straddle priced for a move of 3.5% into the expected release of quarter results today before the bell.

UnitedHealth Group (UNH) April 375 straddle priced for a move of 3.5% into the expected release of quarter results today before the bell.

Ally Financial (ALLY) April 48 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on April 16

Bank of New York (BK) April 48.50 straddle priced for a move of 4% into the expected release of quarter results before the bell on April 16

Kansas City Southern (KSU) April 260 straddle priced for a move of 3% into the expected release of quarter results before the bell on April 16

Morgan Stanley (MS) April 81 straddle priced for a move of 4% into the expected release of quarter results before the bell on April 16

State Street (STT) April 87.50 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on April 16

PNC Financial Services (PNC) April 180 straddle priced for a move of 4% into the expected release of quarter results before the bell on April 16

Options with decreasing option implied volatility: TME RKT VIAC DISCK NUAN HL
Increasing unusual option volume: DISCK PLBY DHR LOVE EQOS DNOW AI HWM EBAY
Increasing unusual call option volume: PLBY HWM DISCK HIG EOG FL
Increasing unusual put option volume: KWEB INDA DISCK NRZ ERIC
Popular stocks with increasing volume: WFC RIOT AMZN VIAC FCX PLTR X BMY
Active options: TSLA AAPL PLTR NIO AMD WFC RIOT GME FB BAC MSFT AMZN MARA AMC BA SNAP VIAC FCX BABA SQ
Global S&P Futures recently mixed to higher, Nikkei mixed, DAX mixed to higher, WTI Crude oil recently at $62.91, natural gas mixed, gold at $1746 an ounce