Pre-Market IV Report April 26, 2022

Pre-Market IV Report April 26, 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: DWAC BRCC SAVA GPS KSS JWN DKS AEO NKTX FUTU

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

Tesla (TSLA) April weekly call option implied volatility is at 65, May is at 60; compared to its 52-week range of 36 to 84 after Elon Musk agrees to purchase Twitter (TWTR) for $54.20 per share.

Twitter (TWTR) April weekly call option implied volatility is at 46, May is at 33; compared to its 52-week range of 25 to 88 after Elon Musk agrees to purchase for $54.20 per share.

Meta Platforms (FB) April weekly call option implied volatility is at 150, May is at 74; compared to its 52-week range of 21 to 71. Call put ratio 1 call to 1 put into expected release of quarter results after the bell on April 27.

Alphabet (GOOGL) April weekly call option implied volatility is at 92, May is at 48; compared to its 52-week range of 18 to 41 into expected release of quarter results today after the bell.

Social Media IV

Pinterest (PINS) 30-day option implied volatility is at 89; compared to its 52-week range of 38 to 114 after Elon Musk agrees to purchase Twitter (TWTR) for $54.20 per share.

Snap (SNAP) 30-day option implied volatility is at 72; compared to its 52-week range of 43 to 128 after Elon Musk agrees to purchase Twitter (TWTR) for $54.20 per share.

Etsy (ETSY) 30-day option implied volatility is at 95; compared to its 52-week range of 40 to 95. Call put ratio 1 call to 1.4 puts.

Bumble (BMBL) 30-day option implied volatility is at 100; compared to its 52-week range of 56 to 138.

Yelp (YELP) 30-day option implied volatility is at 58; compared to its 52-week range of 35 to 61. Call put ratio 1 call to 2.2 puts.

Digital World Acquisition Corp (DWAC) April weekly call option implied volatility is at 240, May is at 170; compared to its 52-week range of 84 to 254 after Elon Musk agrees to purchase Twitter (TWTR) for $54.20 per share. Call put ratio 1 call to 3.3 puts.

Straddle prices for stocks expected to report quarterly results

Alphabet (GOOGL) April weekly 2460 straddle priced for a move of 8% into the expected release of quarter results today after the bell.

Chipotle (CMG) April weekly 1515 straddle priced for a move of 8.5% into the expected release of quarter results after the bell on April 26.

Microsoft (MSFT) April weekly 280 straddle priced for a move of 6% into the expected release of quarter results today after the bell.

Skechers (SKX) April weekly 39 straddle priced for a move of 12% into the expected release of quarter results today after the bell.

Visa (V) April weekly 210 straddle priced for a move of 5.5% into the expected release of quarter results today after the bell.

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

Meta Platforms (FB) April weekly 187 straddle priced for a move of 12% into the expected release of quarter results after the bell on April 27.

PayPal (PYPL) April weekly 88 straddle priced for a move of 12.5% into the expected release of quarter results after the bell on April 27.

Pinterest (PINS) April weekly 20 straddle priced for a move of 14% into the expected release of quarter results after the bell on April 27.

Qualcomm (QCOM) April weekly 137 straddle priced for a move of 7.5% into the expected release of quarter results after the bell on April 27.

Boeing (BA) April weekly 175 straddle priced for a move of 6.5% into the expected release of quarter results after the bell on April 27.

Amazon (AMZN) April weekly 2920 straddle priced for a move of 7.5% into the expected release of quarter results after the bell on April 28.

Apple (AAPL) April weekly 162.50 straddle priced for a move of 5% into the expected release of quarter results after the bell on April 28.

Intel (INTC) April weekly 47 straddle priced for a move of 6.5% into the expected release of quarter results after the bell on April 28.

Simon Property Group (SPG) May call option implied volatility is at 38, June is at 37; compared to its 52-week range of 26 to 78 into expected release of quarter results on May 9. Call put ratio 1 call to 1.4 puts.

Kohl’s (KSS) April weekly call option implied volatility is at 70, May is at 81; compared to its 52-week range of 39 to 67 amid M&A headlines. Call put ratio 2.4 calls to 1 put.

Options with decreasing option implied volatility: TWTR NFLX KWEB FXI
Increasing unusual option volume: VERU ARDX UNIT BKI TWTR
Increasing unusual call option volume: VERU ARDX UNIT FEZ AVYA YUMC EAT
Increasing unusual put option volume: ATER ARCC DBA PSEC
Popular stocks with increasing volume: PBR TWTR F BABA XOM SNAP KO
Active options: TWTR AAPL TSLA NVDA AMD PBR FB NFLX BAC MSFT F AMC BABA XOM CLF SNAP FCX ET T KO
Global S&P Futures lower in premarket, Nikkei mixed%, DAX up 1%, WTI Crude oil recently at $97.69, natural gas up 2%, gold at $1897 an ounce