Pre-Market IV Report April 23, 2021

Pre-Market IV Report April 23, 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: ZNGA SNDL DIS PLBY GSX CLOV SKLZ TWTR UVXY VXX SNAP MAT INTC SKX OCGN NKLA

Stocks expected to have increasing option volume: INTC SNAP STX SKX MAT HON AXP SLAB SWKS SAM

Amazon (AMZN) April weekly call option implied volatility is at 42, May is at 32; compared to its 52-week range of 24 to 64 into the expected release of quarter results after the bell on April 29.

Skillz (SKLZ) April weekly call option implied volatility is at 175, May is at 128; compared to its 52-week range of 72 to 180.

Straddle prices into the expected release of quarter results next week

Albertsons (ACI) May 19 straddle priced for a move of 8% into the expected release of quarter results before the bell on April 26.

Canadian National Railway (CNI) May 5.5% straddle priced for a move of into the expected release of quarter results on April 26.

Tesla (TSLA) April weekly 720 straddle priced for a move of 11% into the expected release of quarter results after the bell on April 26.

Vale (VALE) April weekly 19.50 straddle priced for a move of 5.5% into the expected release of quarter results on April 26.

3M (MMM) April weekly 200 straddle priced for a move of 4% into the expected release of quarter results before the bell on April 27.

Advanced Micro Devices (AMD) April weekly 79 straddle priced for a move of 7% into the expected release of quarter results on April 27.

Alphabet (GOOG) April weekly 2267 straddle priced for a move of 5% into the expected release of quarter results after the bell on April 27.

Boyd Gaming (BYD) May 65 straddle priced for a move of 9% into the expected release of quarter results after the bell on April 27.

Capital One (COF) April weekly 133 straddle priced for a move of 4.5% into the expected release of quarter results after the bell on April 27.

Corning (GLW) April weekly 45.50 straddle priced for a move of 5% into the expected release of quarter results before the bell on April 27.

Chubb (CB) April weekly 165 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on April 27.

Crocs (CROX) April weekly 81 straddle priced for a move of 15% into the expected release of quarter results before the bell on April 27.

General Electric (GE) April weekly 13.50 straddle priced for a move of 6.5% into the expected release of quarter results before the bell on April 27.

Hasbro (HAS) April weekly 99 straddle priced for a move of 9% into the expected release of quarter results before the bell on April 27.

Illumina (ILMN) April weekly 407 straddle priced for a move of 7.5% into the expected release of quarter results after the bell on April 27.

JetBlue (JBLU) May 20 straddle priced for a move of 10% into the expected release of quarter results before the bell on April 27.

Juniper (JNPR) April weekly 25 straddle priced for a move of 6% into the expected release of quarter results after the bell on April 27.

Microsoft (MSFT) April weekly 257 straddle priced for a move of 4% into the expected release of quarter results after the bell on April 27.

Mondelez (MDLZ) April weekly 60 straddle priced for a move of 4% into the expected release of quarter results on April 27.

Polaris (PII) April weekly 145 straddle priced for a move of 9% into the expected release of quarter results before the bell on April 27.

Raytheon Technologies (RTX) April weekly 78.50 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on April 27.

Starbucks (SBUX) April weekly 116 straddle priced for a move of 4% into the expected release of quarter results after the bell on April 27.

Texas Instruments (TXN) April weekly 185 straddle priced for a move of 6% into the expected release of quarter results after the bell on April 27.

United Parcel Services (UPS) April weekly 177 straddle priced for a move of 5% into the expected release of quarter results before the bell on April 27.

Yum China (YUMC) May 57.50 straddle priced for a move of 8% into the expected release of quarter results before the bell on April 27.

Options with decreasing option implied volatility: VIPS BIDU FUTU TME VIAC UNG WORK NFLX
Increasing unusual option volume: SAGE TRQ TDC PLBY XM MAT SKX DISH CS
Increasing unusual call option volume: TDC PLBY DISH OKE SKX MAT INFN VIAC
Increasing unusual put option volume: OCGN TDC BTI
Popular stocks with increasing volume: PLTR VIAC SNAP INTC NFLX INTC
Active options: TSLA AAPL T NIO PLTR AMD NKLA VIAC SNAP AMC AMZN FB INTC AAL MSFT MU BA SKLZ NFLX F
Global S&P Futures recently mixed, Nikkei mixed to lower, DAX mixed, WTI Crude oil recently at $61.97, natural gas mixed, gold at $1781 an ounce