Pre-Market IV Report April 28, 2022

Pre-Market IV Report April 28, 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: STEM DWAC GPS DRIP MAT PLTK ZEN CVS FB PYPL ROKU CVNA

Stocks expected to have increasing option volume: FB MSFT AMZN GOOG HSY AAPL GOOGL LUV SIRI LH SWK DPZ TPX MA MRK TMO CMCSA MCD CAT MO KDP PINS NOW QCOM PYPL MAT TDOC AMGN HOLX SAVE

End of month-quarter-FOMC

Straddle prices for stocks expected to report quarterly results

Amazon (AMZN) April weekly 2760 straddle priced for a move of 7% into the expected release of quarter results today after the bell. Call put ratio 1 call to 1 put.

Apple (AAPL) April weekly 157 straddle priced for a move of 6% into the expected release of quarter results today after the bell. Call put ratio 1.4 calls to 1 put.

Intel (INTC) April weekly 45.50 straddle priced for a move of 7% into the expected release of quarter results today after the bell. Call put ratio 1.4 call to 1 put.

Baxter (BAX) April weekly 71 straddle priced for a move of 6% into the expected release of quarter results today before the bell. Call put ratio 1 call to 2.4 puts.

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

Domino’s Pizza (DPZ) April weekly 370 straddle priced for a move of 8% into the expected release of quarter results today.

Master Card (MA) April weekly 360 straddle priced for a move of 6.5% into the expected release of quarter results today before the bell.

Roku (ROKU) April weekly 85 straddle priced for a move of 24% into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.4 puts.

AbbVie (ABBV) April weekly 157.50 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on April 29.

Bristol Myers (BMY) April weekly 76 straddle priced for a move of 5% into the expected release of quarter results before the bell on April 29.

Charter (CHTR) April weekly 485 straddle priced for a move of 8% into the expected release of quarter results before the bell on April 29.

Colgate (CL) April weekly 81 straddle priced for a move of 4% into the expected release of quarter results before the bell on April 29.

Exxon (XOM) April weekly 84.50 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on April 29.

Honeywell (HON) into April weekly 185 straddle priced for a move of 5% into the expected release of quarter results before the bell on April 29.

Carvana Co. (CVNA) 30-day option implied volatility is at 125; compared to its 52-week range of 37 to 112. Call put ratio 1 call to 4.8 puts amid fund raising.

Beyond Meat (BYND) 30-day option implied volatility is at 114; compared to its 52-week range of 41 to 116. Call put ratio 1.7 calls to 1 put.

Options with decreasing option implied volatility: TWTR SNAP NFLX KWEB FXI
Increasing unusual option volume: NCR AVTR MBB VERU
Increasing unusual call option volume: NCR GCI VRAY FEZ
Increasing unusual put option volume: ATER AVDL FEX NOK BAX
Popular stocks with increasing volume: GM XOM PLTR PYPL
Active options: TSLA AAPL MSFT TWTR FB BA NVDA AMD NFLX F SNAP AMC PYPL BABA GM NIO NCR NOK XOM PLTR
Global S&P Futures up 1% premarket, Nikkei up 1.7%, DAX up 1.6%, WTI Crude oil recently at $101, natural gas mixed, gold at $1889 an ounce