Pre-Market IV Report April 27, 2021

Pre-Market IV Report April 27, 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: MVIS AMD BA GOOG FB TSLA DLTR ITUB UWMC DIS SNDL BMY ATVI PLBY CLOV SKLZ ETSY

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

Advanced Micro Devices, Inc. (AMD) April weekly call option implied volatility is at 80, May is at 49; compared to its 52-week range of 38 to 72 into the expected release of quarter results today after the bell.

Alphabet (GOOG) April weekly call option implied volatility is at 52, May is at 28; compared to its 52-week range of 24 to 49 into the expected release of quarter results today after the bell.

Microsoft (MSFT) April weekly call option implied volatility is at 39, May is at 25; compared to its 52-week range of 23 to 49 into the expected release of quarter results today after the bell.

Starbucks (SBUX) April weekly call option implied volatility is at 43, May is at 27; compared to its 52-week range of 23 to 52 into the expected release of quarter results today after the bell.

Boeing (BA) April weekly call option implied volatility is at 45, May is at 37; compared to its 52-week range of 36 to 120 into the expected release of quarter results before the bell on April 28.

Qualcomm (QCOM) April weekly call option implied volatility is at 67, May is at 36; compared to its 52-week range of 29 to 54 into the expected release of quarter results after the bell on April 28.

Apple (AAPL) April weekly call option implied volatility is at 52, May is at 31; compared to its 52-week range of 25 to 62 into the expected release of quarter results after the bell on April 28. Call put ratio 2.4 calls to 1 put.

Facebook (FB) April weekly call option implied volatility is at 66, May is at 38; compared to its 52-week range of 29 to 55 into the expected release of quarter results after the bell on April 28. Call put ratio 2.3 calls to 1 put.

Amazon (AMZN) April weekly call option implied volatility is at 59, May is at 34; compared to its 52-week range of 24 to 64 into the expected release of quarter results after the bell on April 29. Call put ratio 3.2 calls to 1 put.

Tesla (TSLA) April weekly call option implied volatility is at 89, May is at 48; compared to its 52-week range of 55 to 123 into quarter results. Elon Musk will host Saturday Night Live next month.

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 15; compared to its 52-week range of 13 to 35 into FOMC policy meeting

Spdr S&p Metals & Mining Etf (XME) 30-day option implied volatility is at 67; compared to its 52-week range of 33 to 72 as shares near record high.

Straddle prices into the expected release of quarter results this week

Advanced Micro Devices (AMD) April weekly 85 straddle priced for a move of 7% into the expected release of quarter results today after the bell.

Alphabet (GOOG) April weekly 2325 straddle priced for a move of 4.5% into the expected release of quarter results today after the bell.

Microsoft (MSFT) April weekly 260 straddle priced for a move of 3.5% into the expected release of quarter results today after the bell.

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

Texas Instruments (TXN) April weekly 190 straddle priced for a move of 5% into the expected release of quarter results today after the bell.

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

Boeing (BA) April weekly 242 straddle priced for a move of 5% into the expected release of quarter results before the bell on April 28.

Qualcomm (QCOM) April weekly 139 straddle priced for a move of 6 % into the expected release of quarter results after the bell on April 28.

Apple (AAPL) April weekly 135 straddle priced for a move of 4% into the expected release of quarter results after the bell on April 28.

Facebook (FB) April weekly 302 straddle priced for a move of 5.5% into the expected release of quarter results after the bell on April 28.

Ford (F) April weekly 12 straddle priced for a move of 5% into the expected release of quarter results after the bell on April 28.

Shopify (SHOP) April weekly 1165 straddle priced for a move of 8% into the expected release of quarter results after the bell on April 28.

Teva (TEVA) April weekly 10.50 straddle priced for a move of 6% into the expected release of quarter results on April 28.

MGM Resorts (MGM) April weekly 41.50 straddle priced for a move of 6% into the expected release of quarter results after the bell on April 28.

Microvision (MVIS) May 25 straddle priced for a move of 45% into the expected release of quarter results on April 28.

CME Group (CME) April weekly 205 straddle priced for a move of 3% into the expected release of quarter results before the bell on April 28.

Cree (CREE) April weekly 119 straddle priced for a move of 8% into the expected release of quarter results after the bell on April 28.

Discovery (DISCA) May 40 straddle priced for a move of 14% into the expected release of quarter results on April 28.

eBay (EBAY) April weekly 61.50 straddle priced for a move of 6% into the expected release of quarter results after the bell on April 28.

Amazon (AMZN) April weekly 3410 straddle priced for a move of 5% into the expected release of quarter results after the bell on April 29.

Options with decreasing option implied volatility: UNG CLOV GSX SNAP SKX WWE NFLX
Increasing unusual option volume: CSPR MVIS UXIN PSXP PLBY CROX
Increasing unusual call option volume: MVIS PSXP UXIN ISRG PLBY
Increasing unusual put option volume: EWT DKS MVIS OCGN KMB
Popular stocks with increasing volume: PLTR T INTC GME SNAP PLUG
Active options: TSLA AAPL NIO AMC AMD MVIS CCIV PLTR AAL AMZN GE MSFT T INTC GME SNAP SNDL BAC FB PLUG
Global S&P Futures recently mixed, Nikkei mixed to lower, DAX mixed, WTI Crude oil recently at $62.38, natural gas mixed, gold at $1779 an ounce