Pre-Market IV Report April 8, 2021

Pre-Market IV Report April 8, 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: ASO NKLA DBX OCGN IDEX UXIN XL RMO X HL GSAH SOS

Stocks expected to have increasing option volume: TSLA FSR WORK NIO NIU NKLA RIDE BLNK CHPT GM F STLA LEVI LW CAG STZ

Volume Movers

Twitter (TWTR) 30-day option implied volatility is at 63; compared to its 52-week range of 41 to 91. Call put ratio 4.6 calls to 1 put with focus on April weekly calls into discussed $4B takeover deal for Clubhouse, Bloomberg says.

Nikola (NKLA) 30-day option implied volatility is at 110; compared to its 52-week range of 67 to 306. Call put ratio 1 call to 1.4 puts.

AngloGold Ashanti (AU) 30-day option implied volatility is at 44; compared to its 52-week range of 42 to 86. Call put ratio 12 calls to 1 put with focus on April 22 and 23 calls.

IV movers

Uxin Limited (UXIN) 30-day option implied volatility is at 220; compared to its 52-week range of 24 to 403. Call put ratio 4.1 calls to 1 put.

U S Antimony Corp (UAMY) 30-day option implied volatility is at 208; compared to its 52-week range of 187 to 854. Call put ratio 66 calls to 1 put.

Impac Mortage Holdings (IMH) 30-day option implied volatility is at 163; compared to its 52-week range 80 to 412.

Regulus Therapeutics (RGLS) 30-day option implied volatility is at 230; compared to its 52-week range of 176 to 465. Call put ratio 26 calls to 1 put.

Ebang International (EBON) 30-day option implied volatility is at 196; compared to its 52-week range 180 to 357. Call put ratio 4 calls to 1 put.

Spotify (SPOT) 30-day option implied volatility is at 54; compared to its 52-week range of 37 to 74.

Straddle prices into release of quarter results this week

Conagra (CAG) April weekly 37.50 straddle priced for a move of 4.5% into the expected release of quarter results today before the bell.

Constellation Brands (STZ) April weekly 235 straddle priced for a move of 4% into the expected release of quarter results today before the bell.

Levi Strauss (LEVI) April 24 straddle priced for a move of 8.5% into the expected release of quarter results today after the bell.

JinkSolar (JKS) April 42 straddle priced for a move of 16.5% into the expected release of quarter results before the bell on April 9.

White House proposal calls for $100B in new EV consumer rebates, Reuters says.

Options with decreasing option implied volatility: SOXL GME DISCA RKT SRNE BB
Increasing unusual option volume: PLBY TD FGEN OUST QD HGEN CS DUST AU
Increasing unusual call option volume: TD OUST VIPS DRI VIAC SPG BIG
Increasing unusual put option volume: QD RMO GEO RSX
Popular stocks with increasing volume: NIO T VIAC NCLH PLTR
Active options: AAPL T TSLA SOS NIO FB SNAP AMZN AMD MSFT VIAC NCLH SQ CCL PLTR WFC VZ BABA TWTR XL
Global S&P Futures recently mixed, Nikkei mixed, DAX mixed, WTI Crude oil recently at $59.24, natural gas mixed, gold at $1746 an ounce