Pre-Market IV Report April 8, 2022

Pre-Market IV Report April 8, 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: SST DWAC RAD NFLX TBT SST UPS THCA BKLN BRCC

Stocks expected to have increasing option volume: TSLA WMT JPM GS MS BAC WFC C

Movers

Tesla (TSLA) 30-day option implied volatility is at 62; compared to its 52-week range of 36 to 84 into Elon Musk hosting the Cyber Rodeo to celebrate his new factory in Del Valle Texas.

Discovery, Inc (DISCA) 30-day option implied volatility is at 63; compared to its 52-week range of 38 to 68 into annual meeting of shareholders today. Call put ratio 1 call to 3.5 puts.

Peabody Energy (BTU) 30-day option implied volatility is at 103; compared to its 52-week range of 80 to 143. Call put ratio 3.1 calls to 1 put with focus on April 25, 26 and 28 calls.

Arch Coal, Inc. (ARCH) 30-day option implied volatility is at 73; compared to its 52-week range of 47 to 96. Call put ratio 5.9 calls to 1 put with focus on April 140 calls and puts as shares at record high.

The Mosaic Company (MOS) 30-day option implied volatility is at 63; compared to its 52-week range of 36 to 70. Call put ratio 2 calls to 1 put.

Intrepid Potash (IPI) 30-day option implied volatility is at 109; compared to its 52-week range of 63 to 125. Call put ratio 2.9 calls to 1 put.

CF Industries (CF) 30-day option implied volatility is at 58; compared to its 52-week range of 31 to 64. Call put ratio 4.3 calls to 1 put.

Straddle prices for stocks expected to report quarterly results

Bloom Energy (BE) April 23 straddle priced for a move of +/- 9% into the expected release of quarter results on April 11.

Albertson (ACI) April 35 straddle priced for a move of +/- 5% into the expected release of quarter results before the bell on April 12.

CarMax (KMX) April 100 straddle priced for a move of +/- 10% into the expected release of quarter results before the bell on April 12.

Bed Bath & Beyond (BBBY) April 20 straddle priced for a move of +/- 14% into the expected release of quarter results before the bell on April 13.

Blackrock (BLK) April 750 straddle priced for a move of +/- 4% into the expected release of quarter results before the bell on April 13.

Delta (DAL) April 37 straddle priced for a move of +/- 6% into the expected release of quarter results before the bell on April 13.

Fastenal (FAST) April 57.50 straddle priced for a move of +/- 5% into the expected release of quarter results before the bell on April 13.

JPMorgan (JPM) April 130 straddle priced for a move of +/- 4.5% into the expected release of quarter results into the expected release of quarter results before the bell on April 13.

Infosys (INFY) April 24 straddle priced for a move of +/- 5.5% into the expected release of quarter results before the bell on April 13.

Rent the Runway (RENT) April 5 straddle priced for a move of +/- 20% into the expected release of quarter results after the bell on April 13.

Ally Financial (ALLY) April 42 straddle priced for a move of +/- 5.5% into the expected release of quarter results on April 14.

Citigroup (C) April 50 straddle priced for a move of +/- 5% into the expected release of quarter results before the bell on April 14.

Goldman Sachs (GS) April 315 straddle priced for a move of +/- 5% into the expected release of quarter results before the bell on April 14.

Morgan Stanley (MS) April 83 straddle priced for a move of +/- 5.5% into the expected release of quarter results before the bell on April 14.

Callaway Golf (ELY) April call option implied volatility is at 65, May is at 55; compared to its 52-week range of 37 to 63 amid Tiger Woods playing at the Masters.

Options with decreasing option implied volatility: BB VTNR JD FXI BIDU HYMC BKLN
Increasing unusual option volume: MNTS FEZ CDK ARR YANG HPQ MULN MRVI
Increasing unusual call option volume: MNTS FEZ YANG CDK HPQ BBAI CELU
Increasing unusual put option volume: FEZ STWD PFSI HUN HPQ COOP
Popular stocks with increasing volume: SOFI TLRY HPQ CCJ UBER T
Active options: TSLA AAPL TWTR NVDA AMD AMC F SOFI FB BAC PFE MSFT NIO AMZN BABA TLRY HPQ CCJ UBER T
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $96.50, natural gas mixed, gold at $1933 an ounce