Pre-Market IV Report April 26, 2021

Pre-Market IV Report April 26, 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: SNDL DIS UWMC BMY ATVI PLBY GSX CLOV SKLZ LAZR PLBY

Stocks expected to have increasing option volume: TSLA GOOGL GOOG MSFT FB AMZN AAPL

Tesla (TSLA) April weekly call option implied volatility is at 72, May is at 60; compared to its 52-week range of 55 to 123 into the expected release of quarter results today after the bell.

Advanced Micro Devices, Inc. (AMD) April weekly call option implied volatility is at 64, May is at 45; compared to its 52-week range of 38 to 72 into the expected release of quarter results on April 27.

Alphabet (GOOG) April weekly call option implied volatility is at 42, May is at 29; compared to its 52-week range of 24 to 49 into the expected release of quarter results after the bell on April 27.

General Electric (GE) April weekly call option implied volatility is at 56, May is at 39; compared to its 52-week range of 38 to 85 into the expected release of quarter results before the bell on April 27.

Microsoft (MSFT) April weekly call option implied volatility is at 31, May is at 24; compared to its 52-week range of 23 to 49 into the expected release of quarter results after the bell on April 27.

Starbucks (SBUX) April weekly call option implied volatility is at 34, May is at 27; compared to its 52-week range of 23 to 52 into the expected release of quarter results after the bell on April 27.

United Parcel Services (UPS) April weekly call option implied volatility is at 44, May is at 29; compared to its 52-week range of 22 to 56 into the expected release of quarter results before the bell on April 27.

Straddle prices into the expected release of quarter results this week

Tesla (TSLA) April weekly 730 straddle priced for a move of 8% 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% into the expected release of quarter results today after the bell.

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 83 straddle priced for a move of 7% into the expected release of quarter results on April 27.

Alphabet (GOOG) April weekly 2330 straddle priced for a move of 5% into the expected release of quarter results after the bell on April 27.

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

Boyd Gaming (BYD) May 65 straddle priced for a move of 10% into the expected release of quarter results after the bell on April 27.

Capital One (COF) April weekly 135 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 46 straddle priced for a move of 5% into the expected release of quarter results before the bell on April 27.

Chubb (CB) April weekly 170 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 85 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 97 straddle priced for a move of 9% into the expected release of quarter results before the bell on April 27.

Illumina (ILMN) April weekly 415 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 260 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) May 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 80 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 117 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 190 straddle priced for a move of 5.5% into the expected release of quarter results after the bell on April 27.

United Parcel Services (b) April weekly 180 straddle priced for a move of 5% into the expected release of quarter results before the bell on April 27.

Visa (V) April weekly 230 straddle priced for a move of 3% into the expected release of quarter results after the bell on April 27.

Yum China (YUMC) May 60 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: GME FUTU WBT TME VIAC WHR NFLX
Increasing unusual option volume: OTIS ITB SKX OCGN CSTM MAT PAGS VRTX UXIN
Increasing unusual call option volume: RAIL YNDX SKX OCGN ISRG UAA ABEV UMC UXIN XXII
Increasing unusual put option volume: ITB OCGN VRTX KMB SKLZ MVIS
Popular stocks with increasing volume: T NFLX VIAC AMC PLTR INTC CVNA
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 $61.30, natural gas mixed, gold at $1779 an ounce