Pre-Market IV Report April 21, 2022

Pre-Market IV Report April 21, 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: UAL AAL SNAP FB SPOT SHOP TSLA PYPL PARA KSS PCG DIS ALVR DWAC XLU RAD FB PYPL CVNA

Stocks expected to have increasing option volume: UAL TSLA AAL SNAP CLF NUE T AN VZ AXP

Tesla

Tesla (TSLA) April weekly call option implied volatility is at 135, May is at 64; compared to its 52-week range of 36 to 84 into shares trading above $1000 in premarket after quarter results and outlook. Call put ratio 1.1 calls to 1 put.

General Motors (GM) 30-day option implied volatility is at 44; compared to its 52-week range of 28 to 58. Call put ratio 1 call to 1.5 puts.

Ford (F) 30-day option implied volatility is at 49; compared to its 52-week range of 33 to 65. Call put ratio 1 call to 1 put.

Rivian Automotive (RIVN) 30-day option implied volatility is at 104; compared to its 52-week range of 70 to 176. Call put ratio 1 call to 1 put.

Netflix (NFLX) April weekly call option implied volatility is at 100, May is at 60; compared to its 52-week range of 21 to 61 after Netflix posted its first drop in subscribers since 2011. Call put ratio 1 call to 1 put.

Twitter (TWTR) April weekly call option implied volatility is at 124, May is at 85; compared to its 52-week range of 32 to 88. Call put ratio 1.4 calls to 1 put.
Tech financing company option IV bid

PayPal (PYPL) 30-day option implied volatility is at 65; compared to its 52-week range of 24 to 65.

Affirm Holdings (AFRM) 30-day option implied volatility is at 128; compared to its 52-week range of 60 to 134.

SoFi Technologies (SOFI) 30-day option implied volatility is at 88; compared to its 52-week range of 50 to 117. Call put ratio 2.8 calls to 1 put.

Block (SQ) 30-day option implied volatility is at 83; compared to its 52-week range of 35 to 106.

Shopify (SHOP) 30-day option implied volatility is at 82; compared to its 52-week range of 35 to 83 amid wide price movement.

United States Natural Gas (UNG) 30-day option implied volatility is at 81; compared to its 52-week range of 31 to 198. Call put ratio 1.3 calls to 1 put.

Straddle prices for stocks expected to report quarterly results

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

AT&T (T) April weekly 19.50 straddle priced for a move of 4% into the expected release of quarter results today before the bell.

Freeport McMoRan (FCX) April weekly 50 straddle priced for a move of 5% into the expected release of quarter results today before the bell.

Snap (SNAP) April weekly 31 straddle priced for a move of 22% into the expected release of quarter results today after the bell.

American Express (AXP) April weekly 187.50 straddle priced for a move of 4% into the expected release of quarter results before the bell on April 22.

Cleveland Cliffs (CLF) April weekly 30.50 straddle priced for a move of 16% into the expected release of quarter results before the bell on April 22.

Verizon (VZ) April weekly 54.50 straddle priced for a move of 2.5% into the expected release of quarter results before the bell on April 22.

Options with decreasing option implied volatility: BCTX TGTX IBM BAC NFLX KWEB FXI
Increasing unusual option volume: IO VERU SEV ATER RAD
Increasing unusual call option volume: IO SEV ATER RAD VERU
Increasing unusual put option volume: ATER NCR XLRE KEY NOVA
Popular stocks with increasing volume: TGT WMT PYPL UAL SNAP CVS KODK DBD CSX RIO RAD SAP PG BAX HSY
Active options: NFLX TSLA AAPL NVDA FB TWTR AMD F BAC DIS AMC SNAP AAL MSFT IBM NIO BABA ATER UAL PYPL
Global S&P Futures up in premarket, Nikkei up 1.2%, DAX up 0.4%, WTI Crude oil recently at $103.97, natural gas down 1.3%, gold at $1952 an ounce