Pre-Market IV Report April 30, 2021

Pre-Market IV Report April 30, 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: ATOS GILD SNDL DIS VXRT MUDS CLOV UXIN VXRT SKLZ

Stocks expected to have increasing option volume: AMZN TWTR XOM CVX X CAT NIO

Option IV into quarter results

Berkshire Hathaway (BRK/B) 30-day option implied volatility is at 20 compared to its 52-week range of 17 to 32 into quarter results and virtual annual shareholder meeting.

Activision Blizzard (ATVI) May weekly call option implied volatility is at 49, May is at 36; compared to its 52-week range of 28 to 53 into the expected release of quarter results after the bell on May 3.

General Motors (GM) May weekly call option implied volatility is at 50, May is at 41; compared to its 52-week range of 37 to 70 into the expected release of quarter results after the bell on May 4.

Uber (UBER) May weekly call option implied volatility is at 72, May is at 55; compared to its 52-week range of 42 to 80 into the expected release of quarter results after the bell on May 5.

PayPal (PYPL) May weekly call option implied volatility is at 56, May is at 41; compared to its 52-week range of 32 to 59 into the expected release of quarter results after the bell on May 5.

Moderna (MRNA) May weekly call option implied volatility is at 75, May is at 69; compared to its 52-week range of 58 to 137 into the expected release of quarter results on May 6.

Freeport-McMoran (FCX) May weekly call option implied volatility is at 45, May is at 44; compared to its 52-week range of 44 to 73 as copper trends higher.

Microvision (MVIS) May weekly call option implied volatility is at 190, June call option implied volatility is at 171; compared to its 52-week range of 128 to 462.

Straddle prices into the expected release of quarter results today before the bell

Exxon Mobil (XOM) April weekly 59 straddle priced for a move of +/- 3% into the expected release of quarter results today before the bell.

Chevron (CVX) April weekly 106 straddle priced for a move of +/- 2.5% into the expected release of quarter results today before the bell.

Straddle prices into the expected release of quarter results next week

Ballard Power (BLDP) May 22 straddle priced for a move of +/- 16% into the expected release of quarter results on May 3.

Avis Budget (CAR) May 87.50 straddle priced for a move of +/- 14% into the expected release of quarter results today after the bell on May 3.

Intrepid Potash (IPI) May 33 straddle priced for a move of +/- 18% into the expected release of quarter results today after the bell on May 3.

iRobot (IRBT) May weekly 110 straddle priced for a move of +/- 11% into the expected release of quarter results on May 3.

On Semiconductor (ON) May weekly 41 straddle priced for a move of +/- 7% into the expected release of quarter results before the bell on May 3.

Suncor (SU) May weekly 22 straddle priced for a move of +/- 7% into the expected release of quarter results on May 3.

XPO Logistics (XPO) May 140 straddle priced for a move of +/- 8% into the expected release of quarter results today after the bell on May 3.

Activision Blizzard (ATVI) May weekly 92 straddle priced for a move of +/- 6% into the expected release of quarter results today after the bell on May 4.

Allegiant (ALGT) May straddle 230 priced for a move of +/- 11% into the expected release of quarter results today after the bell on May 4.

Apollo Global (APO) May 55 straddle priced for a move of +/- 6% into the expected release of quarter results before the bell on May 4.

Bausch (BHC) May 32.50 straddle priced for a move of +/- 10% into the expected release of quarter results on May 4.

Hyatt (H) May 85 straddle priced for a move of +/- 7% into the expected release of quarter results today after the bell on May 4.

KKR (KKR) May weekly 57 straddle priced for a move of +/- 5% into the expected release of quarter results before the bell on May 4.

Lattice Semiconductor (LSCC) May 60 straddle priced for a move of +/- 12% into the expected release of quarter results today after the bell on May 4.

Lyft (LYFT) May weekly 57 straddle priced for a move of +/- 10% into the expected release of quarter results today after the bell on May 4.

Pioneer Natural Resources (PXD) May weekly 160 straddle priced for a move of +/- 6.5% into the expected release of quarter results today after the bell on May 4.

Sysco (SYY) May weekly 84 straddle priced for a move of +/- 6% into the expected release of quarter results before the bell on May 4.

T-Mobile (TMUS) May weekly 134 straddle priced for a move of +/- 4.5% into the expected release of quarter results today after the bell on May 4.

Virgin Galactic (SPCE) May weekly 22.50 straddle priced for a move of +/- 14% into the expected release of quarter results today after the bell on May 4.

Virtu (VIRT) May 30 straddle priced for a move of +/- 8% into the expected release of quarter results before the bell on May 4.

Wynn (WYNN) May weekly 129 straddle priced for a move of +/- 9% into the expected release of quarter results on May 4.

Zillow (Z) May weekly 132 straddle priced for a move of +/- 12% into the expected release of quarter results today after the bell on May 4.

Xilinx (XLNX) May weekly 133 straddle priced for a move of +/- 8% into the expected release of quarter results on May 4.

General Motors (GM) May weekly 57 straddle priced for a move of +/- 6.5% into the expected release of quarter results before the bell on May 5.

PayPal (PYPL) May weekly 267.50 straddle priced for a move of +/- 6.5% into the expected release of quarter results today after the bell on May 5.

Plug Power (PLUG) May straddle priced for a move of +/- % into the expected release of quarter results on May 5.

Uber (UBER) May weekly 55 straddle priced for a move of +/- 9.5% into the expected release of quarter results today after the bell on May 5.

Options with decreasing option implied volatility: FUTU GSX VIAC WBT TME DISCA GSX PINS SNAP AMT FEYE
Options with increasing option implied volatility: ATOS GILD SNDL DIS VXRT MUDS CLOV UXIN VXRT SKLZ
Stocks expected to have increasing option volume: AMZN TWTR XOM CVX X
Increasing unusual option volume: ADVM BX KDP DISH
Increasing unusual call option volume: BMO KDP SBNY
Increasing unusual put option volume: DISH VXRT TAL DISCA
Popular stocks with increasing volume: NIO SNAP UBER AMC
Active options: AAPL TSLA FB F C NIO AMD NOK MSFT AMZN UBER SNAP PLTR BAC TWTR BX AMC CLOV VIAC CCL
Global S&P Futures recently lower, Nikkei lower, DAX mixed, WTI Crude oil recently at $64.34, natural gas mixed, gold at $1768 an ounce