Pre-Market IV Report April 5, 2021

Pre-Market IV Report April 5, 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: ROOT IDEX TIGR KWEB XL GOEV UA UPS BMY INFN UAA

Stocks expected to have increasing option volume: PAYX LW CAG STZ LEVI AMAT MRNA WW AMC

Tesla (TSLA) 30-day option implied volatility is at 64; compared to its 52-week range of 55 to 130 into quarter sales release.

General Motors (GM) 30-day option implied volatility is at 41; compared to its 52-week range of 39 to 104.

Ford (F) April weekly call option implied volatility is at 34, April is at 40; compared to its 52-week range of 37 to 122 into providing an update on financial impact of chip shortage on April 28.

Blink Charging (BLNK) 30-day option implied volatility is at 123; compared to its 52-week range of 102 to 266. Call put ratio 2.7 calls to 1 put.

Chargepoint Holdings Inc. (CHPT) 30-day option implied volatility is at 102; compared to its 52-week range of 77 to 200. Call put ratio 4.5 calls to 1 put.

QuantumScape (QS) 30-day option implied volatility is at 104; compared to its 52-week range of 76 to 231.

Uber (UBER) 30-day option implied volatility is at 44; compared to its 52-week range of 42 to 109. Call put ratio 42 to 109.

Lyft (LYFT) 30-day option implied volatility is at 46; compared to its 52-week range of 47 to 116.

Canoo Inc. (GOEV) 30-day option implied volatility is at 111; compared to its 52-week range of 31 to 216.

Applied Materials (AMAT) 30-day option implied volatility is at 46; compared to its 52-week range of 33 to 77. Call put ratio 1.6 calls to 1 put into hosting a investor meeting on April 5.

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 28; compared to its 52-week range of 27 to 56.

Western Digital (WDC) 30-day option implied volatility is at 52; compared to its 52-week range of 40 to 88. Call put ratio 3.3 calls to 1 put.

Carnival Corporation (CCL) April weekly call option implied volatility is at 51, April is at 58 compared to its 52-week range of 61 to 198 into a scheduled a conference call with analysts on April 7 to provide a business update.

Moderna (MRNA) April weekly call option implied volatility is at 41, April is at 58; compared to its 52-week range of 37 to 122 into hosting Moderna Vaccines Day on April 28.

Apple (AAPL) April weekly call option implied volatility is at 34, April is at 33, June is at 34; compared to its 52-week range of 25 to 62 into hosting its annual developers’ conference in an online-only format on June 7.

Angi Inc. (ANGI) 30-day option implied volatility is at 76; compared to its 52-week range of 49 to 156. Call put ratio 12 calls to 1 put with focus on May 15 calls.

Straddle prices into release of quarter results this week

Paychex (PAYX) April 97.50 straddle priced for a move of 7.5% into the expected release of quarter results on April 6.

Lamb Weston (LW) April 80 straddle priced for a move of 7.5% into the expected release of quarter results before the bell on April 7.

Conagra (CAG) April weekly 37.50 straddle priced for a move of 5.5% into the expected release of quarter results before the bell on April 8.

Constellation Brands (STZ) April weekly 230 straddle priced for a move of 5.5% into the expected release of quarter results before the bell on April 8.

Levi Strauss (LEVI) April 24 straddle priced for a move of 9% into the expected release of quarter results after the bell on April 8.

JinkSolar (JKS) April 40 straddle priced for a move of 15.5% into the expected release of quarter results before the bell on April 9.

Options with decreasing option implied volatility: CCIV PBR VIAC RKT PBR HGEN PRPB
Increasing unusual option volume: UXIN SCPL CS PAVE ANGI FNKO PSXP SOXL FTFT KMX
Increasing unusual call option volume: UXIN FNKO VIAC SOXL FTFT CSCO ASO
Increasing unusual put option volume: CS KMX SOXL KWEB TAL CPRI
Popular stocks with increasing volume: F VIAC AMC GME SNAP
Active options: TSLA AAPL NIO MSFT AMC PLTR FB CSCO AMD VIAC BAC MU AMZN JPM BABA GME NVDA SNAP BA F
Global S&P Futures recently mixed to higher, Nikkei up 0.7%, DAX holiday, WTI Crude oil recently at $60.70, natural gas down 1.7%, gold at $1726 an ounce