Pre-Market IV Report April 28, 2021

Pre-Market IV Report April 28, 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 GOOG MSFT

Stocks expected to have increasing option volume: MSFT AMD GOOG GOOGL FB AMZN AAPL BA TWTR F V PINS SBUX QCOM EBAY F TXN MCD NOC MRK HNZ XOM

IV into quarter results

Qualcomm (QCOM) April weekly call option implied volatility is at 72, May is at 36; compared to its 52-week range of 29 to 54 into the expected release of quarter results today after the bell.

Apple (AAPL) April weekly call option implied volatility is at 51, May is at 31; compared to its 52-week range of 25 to 62 into the expected release of quarter results today after the bell.

Facebook (FB) April weekly call option implied volatility is at 73, May is at 37; compared to its 52-week range of 29 to 55 into the expected release of quarter results today after the bell. Call put ratio 2.4 calls to 1 put.

Twitter (TWTR) April weekly call option implied volatility is at 134, May is at 61; compared to its 52-week range of 41 to 91 into the expected release of quarter results after the bell on April 29. Call put ratio 1.8 calls to 1 put.

Amazon (AMZN) April weekly call option implied volatility is at 62, 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 2.1 calls to 1 put.

SPDR S&P 500 ETF Trust (SPY) April weekly call option implied volatility is at 14, May is at 14; compared to its 52-week range of 13 to 35 into FOMC policy meeting decision.

Straddle prices into the expected release of quarter results this week

Qualcomm (QCOM) April weekly 138 straddle priced for a move of 5.5% into the expected release of quarter results today after the bell.

Apple (AAPL) April weekly 134 straddle priced for a move of 3.5% into the expected release of quarter results today after the bell.

Facebook (FB) April weekly 302 straddle priced for a move of 5% into the expected release of quarter results today after the bell.

Ford (F) April weekly 12.50 straddle priced for a move of 6% into the expected release of quarter results today after the bell.

Shopify (SHOP) April weekly 1155 straddle priced for a move of 6.5% into the expected release of quarter results today.

MGM Resorts (MGM) April weekly 42 straddle priced for a move of 5% into the expected release of quarter results today after the bell.

Microvision (MVIS) May 20 straddle priced for a move of 45% into the expected release of quarter results today.

Cree (CREE) April weekly 119 straddle priced for a move of 10% into the expected release of quarter results today after the bell.

eBay (EBAY) April weekly 61.50 straddle priced for a move of 7% into the expected release of quarter results today after the bell.

Amazon (AMZN) April weekly 3415 straddle priced for a move of +/- 3% into the expected release of quarter results after the bell on April 29.

Bristol Meyers (BMY) April weekly 66 straddle priced for a move of +/- 2.5% into the expected release of quarter results before the bell on April 29.

Caterpillar (CAT) April weekly 230 straddle priced for a move of +/- 3.5% into the expected release of quarter results before the bell on April 29.

Cirrus Logic (CRUS) May 90 straddle priced for a move of +/- 12% into the expected release of quarter results after the bell on April 29.

Columbia (COLM) April weekly 115 straddle priced for a move of +/- 10% into the expected release of quarter results on April 29.

Comcast (CMCSA)April weekly 54 straddle priced for a move of +/- 4% into the expected release of quarter results before the bell on April 29.

Dominos Pizza (DPZ) April weekly 400 straddle priced for a move of +/- 5% into the expected release of quarter results before the bell on April 29.

First Solar (FSLR) April weekly 90 straddle priced for a move of +/- 7% into the expected release of quarter results after the bell on April 29.

Gilead (GILD) April weekly 64.50 straddle priced for a move of +/- 4% into the expected release of quarter results April 29.

Generac (GNRC) April weekly 330 straddle priced for a move of +/- 10% into the expected release of quarter results before the bell on April 29.

Hartford (HIG) April weekly 69.50 straddle priced for a move of +/- 7% into the expected release of quarter results before the bell on April 29.

Mastercard (MA) April weekly 390 straddle priced for a move of +/- 3% into the expected release of quarter results before the bell on April 29.

McDonalds (MCD) April weekly 235 straddle priced for a move of +/- 3% into the expected release of quarter results before the bell on April 29.

Merck (MRK) April weekly 77.50 straddle priced for a move of +/- 3% into the expected release of quarter results before the bell on April 29.

Overstock (OSTK) April weekly 70.50 straddle priced for a move of +/- 13% into the expected release of quarter results before the bell on April 29.

PG&E (PCG) April weekly 10.50 straddle priced for a move of +/- 5% into the expected release of quarter results before the bell on April 29.

Twitter (TWTR) April weekly 66 straddle priced for a move of +/- 10% into the expected release of quarter results after the bell on April 29.

Western Digital (WDC) April weekly 72.50 straddle priced for a move of +/- 8% into the expected release of quarter results after the bell on April 29.

Options with decreasing option implied volatility: FUTU GSX VIAC WBT TME GE CRON SNAP STX UPST
Options with increasing option implied volatility: FEYE SNDL VXRT UWMC PLBY CLOV VXRT SKLZ VIPS CVM IPOD LRCX
Stocks expected to have increasing option volume: MSFT AMD GOOG GOOGL FB AMZN AAPL BA TWTR F V PINS SBUX QCOM EBAY F
Increasing unusual option volume: AMC GME BB QS VIAC
Increasing unusual call option volume: AMC GME BB NOK
Increasing unusual put option volume: F GME PINS UPS NIO LUMN
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 $62.87, natural gas mixed, gold at $1768 an ounce