Pre-Market IV Report April 16, 2021

Pre-Market IV Report April 16, 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: QS UNG RBLX INO UVXY VXX SNDL ACB PLBY GSX CLOV PLUG RMO

Stocks expected to have increasing option volume: DKNG BK STT AA QS

IV into April expiration

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 14; compared to its 52-week range of 14 to 42. Call put ratio 1 call to 1.3 puts.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 20; compared to its 52-week range of 21 to 42. Call put ratio 1 call to 1.5 puts.

iShares Russell 2000 ETF (IWM) 30-day option implied volatility is at 24; compared to its 52-week range of 25 to 55. Call put ratio 1 call to 1.7 puts.

Microsoft (MSFT) 30-day option implied volatility is at 24; compared to its 52-week range of 23 to 49. Call put ratio 2.1 calls to 1 put.

Oracle (ORCL) 30-day option implied volatility is at 22; compared to its 52-week range of 20 to 45. Call put ratio 1.4 calls to 1 put as shares near record high.

Straddle prices into the expected release of quarter results next week

IBM (IBM) April weekly 133 straddle priced for a move of 4.5% into the expected release after the bell on April 19

United Airlines (UAL) April weekly 56 straddle priced for a move of 6.5% into the expected release after the bell on April 19

Abbott Labs (ABT) April weekly 124 straddle priced for a move of 3.5% into the expected release on April 20

AutoNation (AN) May 95 straddle priced for a move of 8% into the expected release before the bell on April 20

CSX (CSX) April weekly 99 straddle priced for a move of 4.5% into the expected release after the bell on April 20.

Harley-Davidson (HOG) April weekly 40.50 straddle priced for a move of 10% into the expected release before the bell on April 20.

KeyCorp (KEY) April weekly 20.50 straddle priced for a move of 4.5% into the expected release before the bell on April 20

Las Vegas Sands (LVS) April weekly 61 straddle priced for a move of 5% into the expected release on April 20

Johnson & Johnson (JNJ) April weekly 160 straddle priced for a move of 2.5% into the expected release before the bell on April 20.

Lockheed Martin (LMT) April weekly 390 straddle priced for a move of 3.5% into the expected release before the bell on April 20

Netflix (NFLX) April weekly 550 straddle priced for a move of 7.5% into the expected release after the bell on April 20

Tenet Healthcare (THC) April weekly 53 straddle priced for a move of 9% into the expected release after the bell on April 20

Travelers Companies (TRV) May 155 straddle priced for a move of 6% into the expected release before the bell on April 20

Chipotle (CMG) April weekly 1542 straddle priced for a move of 5.5% into the expected release after the bell on April 21

Verizon (VZ) April weekly 58 straddle priced for a move of 3% into the expected release before the bell on April 21

Options with decreasing option implied volatility: BIDU TME VIAC DISCK NUAN
Increasing unusual option volume: PLBY KDP NUAN DELL KTOS CVAC
Increasing unusual call option volume: NUAN DELL KTOS IEF GSK STLD
Increasing unusual put option volume: NUAN TAL ALLY CLVR
Popular stocks with increasing volume: PLTR QS BABA VIAC TSM PLUG SNAP
Active options: AAPL TSLA AMD NIO PLTR BAC NVDA PLUG SNAP FB AMC RIOT MSFT AMZN QS MARA BABA GME VIAC TSM
Global S&P Futures recently mixed, Nikkei mixed, DAX mixed to higher, WTI Crude oil recently at $63.55, natural gas mixed, gold at $1768 an ounce