Pre-Market IV Report April 4, 2022

Pre-Market IV Report April 4, 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: NFLX FB GREE SST BRCC ALNY INGN

Stocks expected to have increasing option volume: NFLX FDX UPS AMZN

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 58; compared to its 52-week range of 28 to 73. Call put ratio 1 call to 1.5 puts.

GameStop (GME) April weekly call option implied volatility is at 142, April is at 140; compared to its 52-week range of 69 to 216 after disclosing stock split plans. Call put ratio 2.1 calls to 1 put with focus on April weekly options.

AMC Entertainment (AMC) April weekly call option implied volatility is at 163, April is at 155; compared to its 52-week range of 95 to 435. Call put ratio 2.1 calls to 1 put with focus on April weekly options.

China stocks option IV

Pinduoduo (PDD) 30-day option implied volatility is at 85; compared to its 52-week range of 43 to 162.

JD.com (JD) 30-day option implied is at 57; compared to its 52-week range of 31 to 95.

Alibaba (BABA) 30-day option implied is at 59; compared to its 52-week range of 24 to 98.

Vipshop Holdings (VIPS) 30-day option implied is at 68; compared to its 52-week range of 51 to 87.

iQIYI (IQ) 30-day option implied is at 102; compared to its 52-week range of 48 to 180.

NIO Inc. (NIO) 30-day option implied is at 77; compared to its 52-week range of 49 to 133.

Krsh Csi Ch Intern (KWEB) 30-day option implied volatility is at 62; compared to its 52-week range of 28 to 98. Call put ratio 2.5 calls to 1 put.

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 36; compared to its 52-week range of 26 to 51.

Tellurian (TELL) 30-day option implied volatility is at 126; compared to its 52-week range of 75 to 168. Call put ratio 11 calls to 1 put with focus on April 5.5, 6 and 6.5 calls.

Macy’s (M) 30-day option implied volatility is at 52; compared to its 52-week range of 45 to 81. Call put ratio 3.6 calls to 1 put.

Straddle prices for stocks expected to report quarterly results

Levi (LEVI) April 20 straddle priced for a move of +/- 10% into the expected release of quarter results after the bell on April 6. Call put ratio 2.4 calls to 1 put.

Skillsoft (SKIL) April 5 straddle priced for a move of +/- 22% into the expected release of quarter results after the bell on April 6.

Tilray, Inc. (TLRY) April weekly 7.5 straddle priced for a move of +/- 23% into the expected release of quarter results before the bell on April 6. Call put ratio 3.2 calls to 1 put.

Options with decreasing option implied volatility: TLRY UCO LI PDD
Increasing unusual option volume: CLVR MULN HMHC FLEX
Increasing unusual call option volume: CLVR MULN REKR ALNY
Increasing unusual put option volume: CLVS TIP NWL BBD XP
Popular stocks with increasing volume: SNAP NIO MU C INTC
Active options: AAPL TSLA AMD NVDA NIO AMC BABA TLRY GME FB AMZN MU BAC F MSFT C INTC SNAP DIDI ET
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $100, natural gas mixed, gold at $1933 an ounce