Pre-Market IV Report April 25, 2022

Pre-Market IV Report April 25, 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: SST SPOT FB FL GPS PYPL TGT LOW TJX BBBY FB CMCSA

Stocks expected to have increasing option volume: SPY QQQ RUT ARKK TWTR NFLX MSFT FB AMZN

Option IV movers into stocks offered lower in premarket and WTI below $100

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 25; compared to its 52-week range of 11 to 32.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 33; compared to its 52-week range of 14 to 38.

Russell 2000 ETF (RUT) 30-day option implied volatility is at 31; compared to its 52-week range of 18 to 38.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 69; compared to its 52-week range of 28 to 73.

Tuttle Short Capital Innovation ETF (SARK) 30-day option implied volatility is at 71; compared to its 52-week range of 40 to 75.

Twitter (TWTR) 30-day option implied volatility is at 80; compared to its 52-week range of 32 to 88.

Netflix (NFLX) 30-day option implied volatility is at 58; compared to its 52-week range of 21 to 61.

Warner Bros. Discovery (WBD) 30-day option implied volatility is at 68; compared to its 52-week range of 38 to 113 into files to sell 198.2M shares of Series A common for holder.

Energy Select Sector SPDR ETF (XLE) 30-day option implied volatility is at 38; compared to its 52-week range of 25 to 54 as shares near seven-year high.

Technology Select Sector Spdr Fund (XLK) 30-day option implied volatility is at 33; compared to its 52-week range of 14 to 38.

Callaway Golf (ELY) 30-day option implied volatility is at 58; compared to its 52-week range of 37 to 112 into hosting a 2002 virtual investor day on April 26.

Straddle prices for stocks expected to report quarterly results

Alphabet (GOOGL) April weekly 2390 straddle priced for a move of 8% into the expected release of quarter results after the bell on April 26.

Archer Daniel Midland (ADM) April weekly 93 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 135 straddle priced for a move of 7.5% 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 1480 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 89 straddle priced for a move of 6.5% into the expected release of quarter results before the bell on April 26.

Jet Blue (JBLU) May 12.50 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 275 straddle priced for a move of 6% into the expected release of quarter results after the bell on April 26.

QuantumScape (QS) April weekly 15.50 straddle priced for a move of 14% into the expected release of quarter results after the bell on April 26.

Skechers (SKX) April weekly 40 straddle priced for a move of 12% into the expected release of quarter results after the bell on April 26.

Visa (V) April weekly 207 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: BBAI NRGV BRCC VTI NFLX FXI KWEB
Increasing unusual option volume: IHI BKI DOGZ PGEN
Increasing unusual call option volume: VRAY DOGZ ATER EAT BZ
Increasing unusual put option volume: ATER NOV EVGO RSP BAX
Popular stocks with increasing volume: AAL DIS FCX UAL
Active options: TSLA AAPL NVDA SNAP TWTR NFLX FB AMD AMC AMZN CLF F AAL MSFT BABA NIO DIS FCX BAC UAL
Global S&P Futures lower in premarket, Nikkei down 1.9%, DAX down 1.4%, WTI Crude oil recently at $97.90, natural gas mixed, gold at $1916 an ounce