Pre-Market IV Report April 29, 2021

Pre-Market IV Report April 29, 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: CVM VXRT DIS SNDL MUDS UXIN CLOV PLBY

Stocks expected to have increasing option volume: FB AAPL QCOM AMZN TWTR BMY MRK NEM CMSCA XOM CVX F

IV into quarter results

Amazon (AMZN) April weekly call option implied volatility is at 70, 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.

Twitter (TWTR) April weekly call option implied volatility is at 154, May is at 62; 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 1.9 calls to 1 put.

Exxon Mobil (XOM) April weekly call option implied volatility is at 43, May is at 31; compared to its 52-week range of 32 to 58 into the expected release of quarter results before the bell on April 29. Call put ratio 3.3 calls to 1 put.

Chevron (CVX) April weekly call option implied volatility is at 41, May is at 26; compared to its 52-week range of 28 to 52 into the expected release of quarter results before the bell on April 29. Call put ratio 1.6 calls to 1 put.

Straddle prices into the expected release of quarter results this week

Amazon (AMZN) April weekly 3460 straddle priced for a move of +/- 4.5% into the expected release of quarter results today after the bell.

Bristol Meyers (BMY) April weekly 66 straddle priced for a move of +/- 3% into the expected release of quarter results today before the bell.

Caterpillar (CAT) April weekly 232 straddle priced for a move of +/- 3.5% into the expected release of quarter results today before the bell.

Cirrus Logic (CRUS) May 85 straddle priced for a move of +/- 11% into the expected release of quarter results today after the bell.

Columbia (COLM) April weekly 115 straddle priced for a move of +/- 11% into the expected release of quarter results today.

First Solar (FSLR) April weekly 88 straddle priced for a move of +/- 7% into the expected release of quarter results today after the bell.

Mastercard (MA) April weekly 395 straddle priced for a move of +/- 3% into the expected release of quarter results today before the bell.

McDonalds (MCD) April weekly 232.50 straddle priced for a move of +/- 2.5% into the expected release of quarter results today before the bell.

Merck (MRK) April weekly 77 straddle priced for a move of +/- 3% into the expected release of quarter results today before the bell.

Overstock (OSTK) April weekly 71 straddle priced for a move of +/- 13% into the expected release of quarter results today before the bell.

Twitter (TWTR) April weekly 65.50 straddle priced for a move of +/- 10% into the expected release of quarter results today after the bell.

Western Digital (WDC) April weekly 70.50 straddle priced for a move of +/- 7% into the expected release of quarter results today after the bell.

Exxon Mobil (XOM) April weekly 58 straddle priced for a move of +/- 3% into the expected release of quarter results before the bell on April 30.

Chevron (CVX) April weekly 105 straddle priced for a move of +/- 2.5% into the expected release of quarter results before the bell on April 30.

Colgate-Palmolive (CL) April weekly 79 straddle priced for a move of +/- 3.5% into the expected release of quarter results before the bell on April 30.

Charter Communications (CHTR) April weekly 652 straddle priced for a move of +/- 5% into the expected release of quarter results before the bell on April 30.

Options with decreasing option implied volatility: SNAP PINS FUTU GSX TME VIAC DISCA FEYE INTC CMG GOOG UPS
Stocks expected to have increasing option volume: FB AMZN AAPL BA TWTR QCOM EBAY F
Increasing unusual option volume: AMC PLUG EPD KMI PINS PBI
Increasing unusual call option volume: KMI GME PINS AMC
Increasing unusual put option volume: AMC PINS GME NIO F BB MGM
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 up 0.6%, Nikkei mixed to lower, DAX mixed, WTI Crude oil recently at $64.22, natural gas mixed, gold at $1775 an ounce