Pre-Market IV Report April 19, 2022

Pre-Market IV Report April 19, 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: EDU KOLD ESSC CASA BOIL

Stocks expected to have increasing option volume: NFLX LVS IBM AA TWTR TSLA AA PG UAL AAL

Option movers

Netflix (NFLX) April weekly call option implied volatility is at 159, May is at 59; compared to its 52-week range of 21 to 59 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1 put.

Twitter (TWTR) April weekly call option implied volatility is at 121, May is at 84; compared to its 52-week range of 32 to 88 into Apollo (APO) weighs participating in bid for Twitter, WSJ reports. Call put ratio 1.3 calls to 1 put.

Semi stocks offered lower

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 36; compared to its 52-week range of 20 to 49. Call put ratio 1 call to 1.7 puts.

Skyworks (SWKS) 30-day option implied volatility is at 46; compared to its 52-week range of 26 to 53.

Applied Material (AMAT) 30-day option implied volatility is at 46; compared to its 52-week range of 29 to 55.

Advanced Micro Devices, Inc. (AMD) 30-day option implied volatility is at 58; compared to its 52-week range of 29 to 73.

Natural gas and grain movers

United States Natural Gas (UNG) 30-day option implied volatility is at 86; compared to its 52-week range of 31 to 219. Call put ratio 1 call to 1 put.

Proshares Ultra Dj-ubs Natural Gas (BOIL) 30-day option implied volatility is at 174; compared to its 52-week range of 53 to 248. Call put ratio 2.7 calls to 1 put.

Proshares Ultrashort Dj-ubs Natural Gas (KOLD) 30-day option implied volatility is at 168; compared to its 52-week range of 55 to 219. Call put ratio 4.2 calls to 1 put.

Bunge Limited (BG) 30-day option implied volatility is at 35; compared to its 52-week range of 24 to 40. Call put ratio 6.2 calls to 1 put.

Archer Daniels (ADM) 30-day option implied volatility is at 33; compared to its 52-week range of 19 to 38.

CF Industries (CF) 30-day option implied volatility is at 60; compared to its 52-week range of 31 to 65.

Intrepid Potash (IPI) 30-day option implied volatility is at 103; compared to its 52-week range of 63 to 152. Call put ratio 3.7 calls to 1 put.

AGCO (AGCO) 30-day option implied volatility is at 40; compared to its 52-week range of 28 to 91.

Straddle prices for stocks expected to report quarterly results

Las Vegas Sands (LVS) April weekly 37 straddle priced for a move of 6% into the expected release of quarter results today.

Netflix (NFLX) April weekly 337 straddle priced for a move of 9% into the expected release of quarter results today after the bell.

IBM (IBM) April weekly 126 straddle priced for a move of 4.5% into the expected release of quarter results today after the bell.

Alcoa (AA) April weekly 89 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 157 straddle priced for a move of 3% into the expected release of quarter results before the bell on April 20.

Tesla (TSLA) April weekly 1005 straddle priced for a move of 7% into the expected release of quarter results before the bell on April 20.

United Airlines (UAL) April weekly 44 straddle priced for a move of 7.5% into the expected release of quarter results after the bell on April 20.

CSX Corp (CSX) April weekly 35 straddle priced for a move of 5% into the expected release of quarter results after the bell on April 20.

Alaska Air (ALK) May 55 straddle priced for a move of 10% into the expected release of quarter results before the bell on April 21.

American Airlines (AAL) April weekly 18.50 straddle priced for a move of 7.5% into the expected release of quarter results before the bell on April 21.

AT&T (T) April weekly 19.50 straddle priced for a move of 2.5% into the expected release of quarter results before the bell on April 21.

AutoNation (AN) May 105 straddle priced for a move of 11% into the expected release of quarter results before the bell on April 21.

Mover

Casa Systems (CASA) 30-day option implied volatility is at 157; compared to its 52-week range of 40 to 157. Call put ratio 2.9 calls to 1 put.

Options with decreasing option implied volatility: BRCC SST ISPO
Increasing unusual option volume: VERU GOSS ATER JBHT CVM BEN
Increasing unusual call option volume: VERU ATER ETRN CVM JBHT ESSC
Increasing unusual put option volume: ATER BEN JBHT GES MPW
Popular stocks with increasing volume: F OXY C INTC UBER WFC DIDI
Active options: AAPL TWTR TSLA NVDA BAC AMD CHPT AMC F OXY C BABA MSFT FB CEI INTC UBER WFC DIDI
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $107.50, natural gas down 2%, gold at $1981 an ounce