Pre-Market IV Report April 21, 2021

Pre-Market IV Report April 21, 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: UWMC FSR INO VXX UVXY CLOV PLBY GSX SKLZ SNAP NFLX SKX

Stocks expected to have increasing option volume: NFLX CMG ISRG LMT KEY LMT

Movers

Intel (INTC) April weekly call option implied volatility is at 74, May is at 34; compared to its 52-week range of 25 to 57 into the expected release of quarter results on April 22.

Apple (AAPL) April weekly call option implied volatility is at 31, May is at 32; compared to its 52-week range of 25 to 62 into the expected release of quarter results on April 28.

Netflix (NFLX) April weekly call option implied volatility is at 89, May is at 38; compared to its 52-week range of 33 to 76 into releasing less than expected subscriber growth.

Tesla (TSLA) April weekly call option implied volatility is at 63, May is at 66; compared to its 52-week range of 55 to130 into the expected release of quarter results on April 26.

Peloton (PTON) April weekly call option implied volatility is at 65, May is at 70; compared to its 52-week range of 59 to 149 into expected release of quarter results on May 4.

QuantumScape (QS) April weekly call option implied volatility is at 130, May is at 114; compared to its 52-week range of 76 to 231.

Coinbase (COIN) May call option implied volatility is at 65, June is at 66. Call put ratio 1 call to 1.1 puts.

Straddle prices into the expected release of quarter results this week

Chipotle (CMG) April weekly 1532.50 straddle priced for a move of 5.5% into the expected release of quarter results today after the bell

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

Haliburton (HAL) April weekly 20 straddle priced for a move of 5.5% into the expected release of quarter results today before the bell

Lam Research (LRCX) April weekly 612 straddle priced for a move of 7% into the expected release of quarter results today after the bell

NextEra Energy (NEE) May 80 straddle priced for a move of 6% into the expected release of quarter results today before the bell

Spirit Airlines (SAVE) May 35 straddle priced for a move of 13% into the expected release of quarter results today after the bell

Whirlpool (WHR) April weekly 235 straddle priced for a move of 6% into the expected release of quarter results today after the bell

Alaska Air (ALK) May 70 straddle priced for a move of 11% into the expected release of quarter results before the bell on April 22

American Airlines (AAL) April weekly 20.50 straddle priced for a move of 6% into the expected release of quarter results before the bell on April 22

AT&T (T) April weekly 30 straddle priced for a move of 3% into the expected release of quarter results before the bell on April 22

Bank OZK (OZK) April weekly 40 straddle priced for a move of 9% into the expected release of quarter results after the bell on April 22

Biogen (BIIB) April weekly 272.50 straddle priced for a move of 6.5% into the expected release of quarter results before the bell on April 22

Boston Beer (SAM) May 1310 straddle priced for a move of 13% into the expected release of quarter results after the bell on April 22

Cleveland Cliffs (CLF) April weekly 16.50 straddle priced for a move of 9% into the expected release of quarter results before the bell on April 22

Danaher (DHR) April weekly 240 straddle priced for a move of 5.5% into the expected release of quarter results before the bell on April 22

Freeport-McMoRan (FCX) April weekly 35.50 straddle priced for a move of 6% into the expected release of quarter results before the bell on April 22

Intel (INTC) April weekly 62.50 straddle priced for a move of 6% into the expected release of quarter results after the bell on April 22

Mattel (MAT) April weekly 20.50 straddle priced for a move of 9% into the expected release of quarter results after the bell on April 22

Nucor (NUE) April weekly 78 straddle priced for a move of 5% into the expected release of quarter results on April 22

Seagate (STX) April weekly 82 straddle priced for a move of 7% into the expected release of quarter results after the bell on April 22

Snap (SNAP) April weekly 58.50 straddle priced for a move of 13% into the expected release of quarter results after the bell on April 22

Skechers (SKX) April weekly 43.50 straddle priced for a move of 11% into the expected release of quarter results after the bell on April 22

Southwest Airlines (LUV) April weekly 60 straddle priced for a move of 8% into the expected release of quarter results before the bell on April 22

Union Pacific (UNP) April weekly 220 straddle priced for a move of 3% into the expected release of quarter results before the bell on April 22

American Express (AXP) April weekly 145 straddle priced for a move of 3% into the expected release of quarter results before the bell on April 23

Honeywell (HON) April weekly 227 straddle priced for a move of 3% into the expected release of quarter results before the bell on April 23

Kimberly-Clark (KMB) April weekly 142 straddle priced for a move of 4% into the expected release of quarter results before the bell on April 23

Schlumberger (SLB) April weekly 25 straddle priced for a move of 5% into the expected release of quarter results before the bell on April 23

Options with decreasing option implied volatility: BIDU TME VIAC DISCA DISCB iBM
Increasing unusual option volume: KSU INDA EDU PLBY JNK
Increasing unusual call option volume: AMKR KWEB TROX ADNT EDU
Increasing unusual put option volume: INDA IYR XLI LAZR MO IVR VIPS
Popular stocks with increasing volume: F FSR VIAC GM GE
Active options: AAPL TSLA NIO PLTR SNDL BAC AAL F FB AMD NFLX UAL AMZN BA FSR SOS VIAC GM GE MSFT
Global S&P Futures recently mixed, Nikkei down 2%, DAX mixed, WTI Crude oil recently at $62.34, natural gas mixed up 1%, gold at $1787 an ounce