Pre-Market IV Report April 22, 2022

Pre-Market IV Report April 22, 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: FB PYPL SNAP PYPL SPOT TGT CSCO ROKU SHOP CMCSA AFRM RBLX

Stocks expected to have increasing option volume: NFLX AA SAM VZ TWTR TSLA GPS SNAP CLF AXP

Option IV movement, volume and share price increasing into APPL, MSFT GOOG results & FOMC meeting

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 20; compared to its 52-week range of 11 to 32. Call put ratio 1 call to 1.3 puts.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 29; compared to its 52-week range of 14 to 38. Call put ratio 1 call to 1.5 puts.

Russell 2000 ETF (RUT) 30-day option implied volatility is at 26; compared to its 52-week range of 18 to 38. Call put ratio 1 call to 2.1 puts.

Straddle prices for stocks expected to report quarterly results

Activision (ATVI) April weekly 79 straddle priced for a move of 3% into the expected release of quarter results before the bell on April 25.

Whirlpool (WHR) April weekly 177 straddle priced for a move of 7% into the expected release of quarter results after the bell on April 25.

3M (MMM) April weekly 150 straddle priced for a move of 5.5% into the expected release of quarter results before the bell on April 26.

Alphabet (GOOGL) April weekly 2500 straddle priced for a move of 6% into the expected release of quarter results after the bell on April 26.

Archer Daniel Midland (ADM) April weekly 96 straddle priced for a move of 6% into the expected release of quarter results before the bell on April 26.

Capital One (COF) April weekly 140 straddle priced for a move of 9% into the expected release of quarter results after the bell on April 26.

Corning (GLW) April weekly 34 straddle priced for a move of 7% into the expected release of quarter results on April 26.

Chipotle (CMG) April weekly 1520 straddle priced for a move of 8% into the expected release of quarter results after the bell on April 26.

General Electric (GE) April weekly 92 straddle priced for a move of 6% into the expected release of quarter results before the bell on April 26.

Jet Blue (JBLU) May straddle priced for a move of 12.5% into the expected release of quarter results before the bell on April 26.

Microsoft (MSFT) April weekly 280 straddle priced for a move of 5.5% into the expected release of quarter results after the bell on April 26.

Mondelez (MDLZ) April weekly 66 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on April 26.

Polaris (PII) April weekly 105 straddle priced for a move of 9.5% into the expected release of quarter results before the bell on April 26.

QuantumScape (QS) April weekly16 straddle priced for a move of 14% into the expected release of quarter results after the bell on April 26.

Raytheon (RTX) April weekly 102 straddle priced for a move of 4% into the expected release of quarter results before the bell on April 26.

Skechers (SKX) April weekly 41 straddle priced for a move of 12% into the expected release of quarter results after the bell on April 26.

Visa (V) April weekly 215 straddle priced for a move of 5.5% into the expected release of quarter results after the bell on April 26.

Warner Bros Discovery (WBD) May 20 straddle priced for a move of 14% into the expected release of quarter results after the bell on April 26.

Options with decreasing option implied volatility: NFLX IBM JOBY KWEB BIDU FXI
Increasing unusual option volume: ETRN KNX VRAY PWR HYMC
Increasing unusual call option volume: ETRN PWR VRAY HYMC ASHR ITB
Increasing unusual put option volume: VYM ATER BHP NOVA CHPT
Popular stocks with increasing volume: FCX BABA SNAP BAC T AAL
Active options: TSLA AAPL NVDA NFLX FB SNAP AMD TWTR AAL MSFT UAL AMZN FCX BABA T BAC NIO AMC F CHPT
Global S&P Futures mixed in premarket, Nikkei down 1.6%, DAX down 1%, WTI Crude oil recently at $103.40, natural gas mixed, gold at $1951 an ounce