Pre-Market IV Report April 27, 2022

Pre-Market IV Report April 27, 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: GPS YANG JWN PDD BYND XLU PLTK ATVI QQQ XLK AAPL NVDA

Stocks expected to have increasing option volume: FB MSFT TXN GM AMZN GOOG TXN GOOGL AAPL CME SKX F GM AMD BA

Movers

Amazon (AMZN) April weekly call option implied volatility is at 105, May is at 54; compared to its 52-week range of 19 to 54 into expected release of quarter results after the bell on April 28.

Apple (AAPL) April weekly call option implied volatility is at 84, May is at 43; compared to its 52-week range of 19 to 41 into expected release of quarter results after the bell on April 28.

Meta Platforms (FB) April weekly call option implied volatility is at 183, May is at 79; compared to its 52-week range of 21 to 71 into expected release of quarter results today after the bell.

Tesla (TSLA) April weekly call option implied volatility is at 92, May is at 72; compared to its 52-week range of 36 to 84.

Twitter (TWTR) April weekly call option implied volatility is at 45, May is at 33; compared to its 52-week range of 25 to 88.

Straddle prices for stocks expected to report quarterly results

Meta Platforms (FB) April weekly 180 straddle priced for a move of 11% into the expected release of quarter results today after the bell.

PayPal (PYPL) April weekly 82 straddle priced for a move of 12.5% into the expected release of quarter results today after the bell.

Pinterest (PINS) April weekly 19 straddle priced for a move of 14% into the expected release of quarter results today after the bell.

Teladoc (TDOC) April weekly 58 straddle priced for a move of 13% into the expected release of quarter results today after the bell.

Qualcomm (QCOM) April weekly 133 straddle priced for a move of 7.5% into the expected release of quarter results today after the bell.

Amazon (AMZN) April weekly 2790 straddle priced for a move of 8% into the expected release of quarter results after the bell on April 28.

Apple (AAPL) April weekly 157 straddle priced for a move of 5% into the expected release of quarter results after the bell on April 28.

Intel (INTC) April weekly 45.50 straddle priced for a move of 7% into the expected release of quarter results after the bell on April 28. Call put ratio 1 call to 1.3 puts.

Baxter (BAX) April weekly 71 straddle priced for a move of 6% into the expected release of quarter results before the bell on April 28.

Caterpillar (CAT) April weekly 210 straddle priced for a move of 5% into the expected release of quarter results on April 28.

Dominos Pizza (DPZ) April weekly 370 straddle priced for a move of 8% into the expected release of quarter results on April 28.

Master Card (MA) April weekly 345 straddle priced for a move of 6.5% into the expected release of quarter results before the bell on April 28.

Roku (ROKU) April weekly 92 straddle priced for a move of 21% into the expected release of quarter results after the bell on April 28. Call put ratio 1 call to 1.2 puts.

GameStop (GME) 30-day option implied volatility is at 99; compared to its 52-week range of 69 to 216.

AMC Entertainment (AMC) 30-day option implied volatility is at 116; compared to its 52-week range of 96 to 436.

Teladoc (TDOC) 30-day option implied volatility is at 93; compared to its 52-week range of 38 to 107 into the expected release of quarter results today after the bell.

Carvana Co. (CVNA) 30-day option implied volatility is at 114; compared to its 52-week range of 37 to 112. Call put ratio 1 call to 4 puts with focus on April weekly puts.

SpartanNash (SPTN) 30-day option implied volatility is at 47; compared to its 52-week range of 29 to 63. Call put ratio 7.9 calls to 1 put with focus on May 35 calls.

Options with decreasing option implied volatility: TWTR SNAP NFLX VERU FXI KWEB
Increasing unusual option volume: PLTK VERU BKI WEN ARR IHI ATER SPTN CVNA
Increasing unusual call option volume: WEN PLTK VERU ATER PPC
Increasing unusual put option volume: ATER BLL NLOK FFIE INVH AFL TPX EXAS
Popular stocks with increasing volume: GM AMC SNAP F PLTR AAL
Active options: TSLA TWTR AAPL NVDA AMD MSFT FB GM ET AMC NFLX SNAP F NIO PLTR BAC ATER AMZN AAL CEI
Global S&P Futures mixed to higher in premarket, Nikkei down 1%, DAX mixed, WTI Crude oil recently at $97.69, natural gas up 1%, gold at $1898 an ounce