Pre-Market IV Report April 18, 2022

Pre-Market IV Report April 18, 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: BBAI BRCC NRGV SST IPOF BRCC BMY MRK FSLY NFLX FB VERU

Stocks expected to have increasing option volume: TWTR BAC NFLX DIDI IBM LVS HAL SCHW PG TSLA

Options

Twitter (TWTR) April weekly call option implied volatility is at 91, May is at 76; compared to its 52-week range of 32 to 88 into Twitter announced that its board of directors has unanimously adopted a limited duration shareholder rights plan.

Oracle (ORCL) April weekly call option implied volatility is at 27, May is at 25; compared to its 52-week range of 20 to 52 into late May quarter results.

Salesforce (CRM) April weekly call option implied volatility is at 34, May is at 36; compared to its 52-week range of 22 to 56 into late May quarter results.

Apple (AAPL) April weekly call option implied volatility is at 27, May is at 32; compared to its 52-week range of 19 to 41 into Apple workers at NYC flagship store take steps to unionize, Axios reports.

DiDi Global (DIDI) April weekly call option implied volatility is at 128, May is at 138; compared to its 52-week range of 68 to 210 into DiDi to hold shareholder meeting on May 23 to vote on U.S. delisting plans. Call put ratio 1 call to 1.9 puts.

Straddle prices for stocks expected to report quarterly results

Bank of America (BAC) April weekly 37.50 straddle priced for a move of 5% into the expected release of quarter results today before the bell.

Bank of New York Mellon (BK) April weekly 48 straddle priced for a move of 5% into the expected release of quarter results today before the bell.

Schwab Corp (SCHW) April weekly 83 straddle priced for a move of 6% into the expected release of quarter results today before the bell.

Haliburton (HAL) April weekly 41 straddle priced for a move of 6% into the expected release of quarter results before the bell on April 19.

Las Vegas Sands (LVS) April weekly 37 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 340 straddle priced for a move of 9.5% into the expected release of quarter results after the bell on April 19.

Haliburton (HAL) April weekly 41 straddle priced for a move of 6% into the expected release of quarter results before the bell on April 19.

IBM (IBM) April weekly 127 straddle priced for a move of 4.5% into the expected release of quarter results after the bell on April 19.

Alcoa (AA) April weekly 88 straddle priced for a move of 8.5% into the expected release of quarter results after the bell on April 20.

Proctor & Gamble (PG) April weekly 160 straddle priced for a move of 3% into the expected release of quarter results before the bell on April 20.

Tesla (TSLA) April weekly 985 straddle priced for a move of 7.5% into the expected release of quarter results before the bell on April 20.

United Airlines (UAL) April weekly 45 straddle priced for a move of 7.5% into the expected release of quarter results after the bell on April 20.

Options with decreasing option implied volatility: PDD JD HYMC FXI KWEB DWAC RAD HPQ AM
Increasing unusual option volume: VERU ATER CRHC AXL HEAR
Increasing unusual call option volume: VERU ATER PAGP ZBH VYM LC
Increasing unusual put option volume: ATER ELY GDS TWTR CRON RAD CNK
Popular stocks with increasing volume: SOFI AAL PBR JPM C WFC
Active options: TWTR TSLA AAPL NVDA AMD BAC WFC AMZN MSFT VERU BABA ATER SOFI FB AMC AAL F C JPM PBR
Global S&P Futures lower in premarket, Nikkei down 1.3%, DAX mixed, WTI Crude oil recently at $107.77, natural gas mixed, gold at $1988 an ounce