Pre-Market IV Report April 20, 2022

Pre-Market IV Report April 20, 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: NFLX TBT TLT TWTR FB IPOF CEI IBM DWAC SNDL EDU ESSC SEV ACEV

Stocks expected to have increasing option volume: DIS NFLX PARA CMCSA TWTR VZ T WBD

Options: Netflix subscriber guidance misses and reports Q1 subscriber losses

Netflix (NFLX) April weekly call option implied volatility is at 167, May is at 63; compared to its 52-week range of 21 to 59 into Netflix subscriber guidance misses and reports Q1 subscriber losses. Call put ratio 1 call to 1 put.

Comcast (CMCSA) 30-day option implied volatility is at 28; compared to its 52-week range of 18 to 41 into Netflix (NFLX) subscriber guidance misses.

Disney (DIS) 30-day option implied volatility is at 36; compared to its 52-week range of 21 to 45.

Paramount (PARA) 30-day option implied volatility is at 46; compared to its 52-week range of 32 to 63.

Warner Bros. Discovery (WBD) 30-day option implied volatility is at 52; compared to its 52-week range of 38 to 113.

Roku (ROKU) 30-day option implied volatility is at 92; compared to its 52-week range of 43 to 109.

DISH Network (DISH) 30-day option implied volatility is at 53; compared to its 52-week range of 32 to 56 into Netflix (NFLX) subscriber guidance misses and reports Q1 subscriber losses.

Spotify (SPOT) 30-day option implied volatility is at 65; compared to its 52-week range of 34 to 77 into Netflix (NFLX) subscriber guidance misses and reports Q1 subscriber losses.

Twitter (TWTR) April weekly call option implied volatility is at 118, May is at 84; compared to its 52-week range of 32 to 88. Call put ratio 1.2 calls to 1 put.

Straddle prices for stocks expected to report quarterly results

Tesla (TSLA) April weekly 1030 straddle priced for a move of 6.5% straddle into the expected release of quarter results today.

United Airlines (UAL) April weekly 46 straddle priced for a move of 6% into the expected release of quarter results today after the bell.

Alaska Air (ALK) May 60 straddle priced for a move of 9% into the expected release of quarter results before the bell on April 21.

American Airlines (AAL) April weekly 19.50 straddle priced for a move of 6.5% 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 110 straddle priced for a move of 14% into the expected release of quarter results before the bell on April 21.

Blackstone (BX) April weekly 120 straddle priced for a move of 4% into the expected release of quarter results before the bell on April 21.

Boston Beer (SAM) May 360 straddle priced for a move of 12.5% into the expected release of quarter results after the bell on April 21.

Freeport McMoRan (FCX) April weekly 50 straddle priced for a move of 5.5% into the expected release of quarter results before the bell on April 21.

Nucor (NUE) April weekly 170 straddle priced for a move of 5.5% into the expected release of quarter results before the bell on April 21.

Snap (SNAP) April weekly 33 straddle priced for a move of 18% into the expected release of quarter results after the bell on April 21.

Union Pacific (UNP) April weekly 245 straddle priced for a move of 3.5% into the expected release of quarter results on April 21.

Options with decreasing option implied volatility: BIDU PDD FXI KWEB HYMC SST BCTX TGTX ISPO VXX RAD KMX JPM BAC GS C
Increasing unusual option volume: SEV USFD ATER VERU NCR
Increasing unusual call option volume: SEV USFD ATER NCR APTS
Increasing unusual put option volume: ATER XLRE VYM INVH SST
Popular stocks with increasing volume: NFLX PLUG PLTR SOFI AAL
Active options: AAPL NVDA TWTR TSLA AMD AMC NFLX BAC F FB AAL ATER BABA MSFT PLUG AMZN CHPT NIO PLTR SOFI
Global S&P Futures offered lower in premarket, Nikkei up 0.8%, DAX mixed, WTI Crude oil recently at $103.47, natural gas down 0.8%, gold at $1945 an ounce