Pre-Market IV Report April 19, 2021

Pre-Market IV Report April 19, 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: INO FSR SNDL PLBY CLOV GSX PINS SNAP VXX UVXY UA CLOV TEVA

Stocks expected to have increasing option volume: NFLX IBM KO UAL JNJ

IBM (IBM) April weekly call option implied volatility is at 44, May is at 26; compared to its 52-week range of 21 to 55 into the expected release quarter results today.

United Airlines (UAL) April weekly call option implied volatility is at 47, May is at 45; compared to its 52-week range of 49 to 137 into the expected release of quarter results after the bell on April 19.

Netflix (NFLX) April weekly call option implied volatility is at 64, May is at 38; compared to its 52-week range of 33 to 76 into the expected release of quarter results after the bell on April 20.

Advance Auto Parts (AAP) May and June call option implied volatility is at 30; compared to its 52-week range of 28 to 67 into hosting a analyst and investor virtual strategy update on April 20.

MGM Resorts (MGM) April weekly call option implied volatility is at 39, May is at 45; compared to its 52-week range of 40 to 121 into hosting a analyst and investor virtual meeting on April 21.

QuantumScape (QS) April weekly call option implied volatility is at 107, May is at 112; compared to its 52-week range of 76 to 231 amid wide price movement. Call put ratio 1.2 calls to 1 put.

Option implied volatility with companies having Chamath Palihapitiya involved

Clover Health Investments (CLOV) 30-day option implied volatility is at 127; compared to its 52-week range of 12 to 178. Call put ratio 5.3 calls to 1 put.

Opendoor (OPEN) 30-day option implied volatility is at 80; compared to its 52-week range of 79 to 177.

Social Capital Hedosophia Holdings Corp. V (IPOE) 30-day option implied volatility is at 55; compared to its 52-week range of 53 to 151.

Social Capital Hedosophia Holdings Corp VI (IPOF) 30-day option implied volatility is at 40; compared to its 52-week range of 45 to 122. Call put ratio 3.2 calls to 1 put.

Social Capital Hedosophia Holdings Corp. IV (IPOD) 30-day option implied volatility is at 45; compared to its 52-week range of 47 to 118.

Virgin Galactic Holdings (SPCE) 30-day option implied volatility is at 89; compared to its 52-week range of 75 to 230.

Straddle prices into the expected release of quarter results this week

IBM (IBM) April weekly 134 straddle priced for a move of 4.5% into the expected release of quarter results today

United Airlines (UAL) April weekly 56 straddle priced for a move of 6% into the expected release of quarter results today after the bell.

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

AutoNation (AN) May 95 straddle priced for a move of 9% into the expected release of quarter results before the bell on April 20

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

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

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

Las Vegas Sands (LVS) April weekly 61 straddle priced for a move of 5.5% into the expected release of quarter results on April 20

Johnson & Johnson (JNJ) April weekly 162.50 straddle priced for a move of 2.5% into the expected release of quarter results before the bell on April 20.

Lockheed Martin (LMT) April weekly 390 straddle priced for a move of 3% into the expected release of quarter results before the bell on April 20

Netflix (NFLX) April weekly 545 straddle priced for a move of 8% into the expected release of quarter results after the bell on April 20

Tenet Healthcare (THC) April weekly 54 straddle priced for a move of 9% into the expected release of quarter results after the bell on April 20

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

Chiptole (CMG) April weekly 1535 straddle priced for a move of 5.5% into the expected release of quarter results after the bell on April 21

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

Haliburton (HAL) April weekly 21 straddle priced for a move of 7% into the expected release of quarter results before the bell on April 21

Lam Research (LRCX) April weekly 642 straddle priced for a move of 5.5% into the expected release of quarter results after the bell on April 21

Bitcoin stocks expected to be active

Options with decreasing option implied volatility: TME VIAC DISCK NUAN HOL NUAN
Increasing unusual option volume: STAY LKQ CLOV LFMD URBN VLO ZNGA
Increasing unusual call option volume: STAY CLOV PPL LFMD
Increasing unusual put option volume: CLOV VIPS MLCO FINV
Popular stocks with increasing volume: CLOV PFE WKHS VIAC AMC
Active options: TSLA AAPL CLOV NIO AMD WFC AMZN PLTR PINS PFE BAC SNAP MSFT AMC RIOT BA NVDA FB WKHS VIAC
Global S&P Futures recently mixed, Nikkei mixed, DAX mixed to higher, WTI Crude oil recently at $62.84, natural gas mixed up 1%, gold at $1779 an ounce