Pre-Market IV Report April 22, 2021

Pre-Market IV Report April 22, 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: INTC SKZ CMG T LUV AAL WHR PLBY CLOV GSX SKLZ SNAP UWMC ZNGA VXX OCGN

Stocks expected to have increasing option volume: CMG T SKX SNAP WHR LVS AAL AXP SLB LUV CS BABA

Movers

Intel (INTC) April weekly call option implied volatility is at 84, May is at 35; compared to its 52-week range of 25 to 57 into the expected release of quarter results today after the bell. Call put ratio 1.7 calls to 1 put.

Apple (AAPL) April weekly call option implied volatility is at 32, May is at 29; compared to its 52-week range of 25 to 62 into the expected release of quarter results on April 28.

Alibaba (BABA) April weekly call option implied volatility is at 31, May is at 32; compared to its 52-week range of 29 to 56 into the expected release of quarter results on May 20.

Stay at home stocks option implied volatility near lower end of range on mixed call put volume

Take-Two (TTWO) 30-day option implied volatility is at 38; compared to its 52-week range of 28 to 52 into quarter results in late May.

Netflix (NFLX) 30-day option implied volatility is at 29; compared to its 52-week range of 33 to 76.

Domino’s Pizza (DPZ) 30-day option implied volatility is at 33; compared to its 52-week range of 25 to 66.

Zoom (ZM) 30-day option implied volatility is at 44; compared to its 52-week range of 42 to 101.

DocuSign Inc. (DOCU) 30-day option implied volatility is at 39; compared to its 52-week range of 38 to 128.

Peloton (PTON) 30-day option implied volatility is at 73; compared to its 52-week range of 59 to 149

Chewy (CHWY) 30-day option implied volatility is at 51; compared to its 52-week range of 49 to 117.

Drone makers option implied volatility

EHang Holdings (EH) 30-day option implied volatility is at 117; compared to its 52-week range of 112 to 187. Call put ratio 2.7 calls to 1 put.

AgEagle Aerial Systems (UAVS) 30-day option implied volatility is at 167; compared to its 52-week range of 134 to 319. Call put ratio 14 calls to 1 put with focus on May 7.5 calls as shares rally 19%.

AeroVironment (AVAV) 30-day option implied volatility is at 43; compared to its 52-week range of 37 to 74. Call put ratio 2.4 calls to 1 put.

iShares China Large-Cap (FXI) 30-day call option implied volatility is at 20; compared to its 52-week range of 20 to 36. Call put ratio 5.1 calls to 1 put with focus on June 49 and 52 calls.

QuantumScape (QS) April weekly call option implied volatility is at 116, May is at 109; compared to its 52-week range of 76 to 231.

Straddle prices into the expected release of quarter results this week

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

Alaska Air (ALK) May 67.50 straddle priced for a move of 11% into the expected release of quarter results today before the bell

American Airlines (AAL) April weekly 21 straddle priced for a move of 6% into the expected release of quarter today results before the bell

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

Biogen (BIIB) April weekly 272.50 straddle priced for a move of 6% into the expected release of quarter results today before the bell

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

Freeport-McMoRan (FCX) April weekly 36 straddle priced for a move of 6% into the expected release of quarter results today before the bell

Intel (INTC) April weekly 63.50 straddle priced for a move of 6% into the expected release of quarter results today after the bell

Mattel (MAT) April weekly 21 straddle priced for a move of 9% into the expected release of quarter results today after the bell

Seagate (STX) April weekly 84 straddle priced for a move of 7% into the expected release of quarter results today after the bell

Snap (SNAP) April weekly 58.50 straddle priced for a move of 14% into the expected release of quarter results today after the bell

Skechers (SKX) April weekly 44 straddle priced for a move of 11% into the expected release of quarter results today after the bell

Union Pacific (UNP) April weekly 222.50 straddle priced for a move of 3% into the expected release of quarter results today before the bell

American Express (AXP) April weekly 147 straddle priced for a move of 3% into the expected release of quarter results before the bell on April 23

Honeywell (HON) April weekly 230 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 141 straddle priced for a move of 3% into the expected release of quarter results before the bell on April 23

Schlumberger (SLB) April weekly 25.50 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on April 23

Options with decreasing option implied volatility: TSM BIDU NFLX TME VIAC
Increasing unusual option volume: ETRN TRQ DISH XM
Increasing unusual call option volume: PLBY DISH MLCO VIAC WB SLM
Increasing unusual put option volume: RSI VIPS DISH SKLZ ISRG ORCL
Popular stocks with increasing volume: BA PLTR FSR SNAP NFLX
Active options: AAPL TSLA NIO NFLX VIAC PLTR AMD FB AAL F AMZN BABA SKLZ RIOT BAC FSR MSFT BA SNAP MARA
Global S&P Futures recently mixed, Nikkei up 2%, DAX mixed to higher, WTI Crude oil recently at $60.81, natural gas mixed, gold at $1791 an ounce