Pre-Market IV Report April 9, 2021

Pre-Market IV Report April 9, 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: SNDL DBX BMY BYND IDEX CLOV XL RMO UXIN X

Stocks expected to have increasing option volume: LEVI STZ DIS

International ecommerce IV flat to low

Pinduoduo (PDD) 30-day option implied volatility is at 53; compared to its 52-week range of 50 to 85. Call put ratio 1.6 calls to 1 put.

JD.com (JD) 30-day option implied volatility is at 36; compared to its 52-week range of 37 to 63. Call put ratio 2.5 calls to 1 put.

Alibaba (BABA) 30-day option implied volatility is at 35; compared to its 52-week range of 29 to 56. Call put ratio 2.2 calls to 1 put.

MercadoLibre (MELI) 30-day option implied volatility is at 51; compared to its 52-week range of 40 to 77. Call put ratio 2.1 calls to 1 put.

Amazon (AMZN) 30-day option implied volatility is at 29; compared to its 52-week range of 24 to 64. Call put ratio 1.6 calls to 1 put.

Straddle prices into quarter results next week

Fastenal (FAST) April 50 straddle priced for a move of 5% into the expected release of quarter results before the bell on April 13.

Schwab (SCHW) April 67 straddle priced for a move of 4% into the expected release of quarter results on April 13.

Bed Bath & Beyond (BBBY) April 30 straddle priced for a move of 13% into the expected release of quarter results before the bell on April 14.

Goldman Sachs (GS) April 330 straddle priced for a move of 4% into the expected release of quarter results before the bell on April 14.

Infosys (INFY) April 19 straddle priced for a move of 5% into the expected release of quarter results before the bell on April 14.

JPMorgan (JPM) April 155 straddle priced for a move of 3% into the expected release of quarter results before the bell on April 14.

Lovesac (LOVE) April 65 straddle priced for a move of 14% into the expected release of quarter results on April 14.

Wells Fargo (WFC) April 40 straddle priced for a move of 5% into the expected release of quarter results before the bell on April 14.

Alcoa (AA) April 31.50 straddle priced for a move of 9% into the expected release of quarter results after the bell on April 15.

Bank of America (BAC) April 39.50 straddle priced for a move of 4% into the expected release of quarter results before the bell on April 15.

Blackrock (BLK) April 800 straddle priced for a move of 4% into the expected release of quarter results before the bell on April 15.

Citigroup (C) April 72.50 straddle priced for a move of 4.5% into the expected release of quarter results before the bell on April 15.

Delta Air Lines (DAL) April 50 straddle priced for a move of 5% into the expected release of quarter results before the bell on April 15.

J.B. Hunt (JBHT) April 167 straddle priced for a move of 5.5% into the expected release of quarter results after the bell on April 15.

PepsiCo (PEP) April 142 straddle priced for a move of 3% into the expected release of quarter results before the bell on April 15.

PPG Industries (PPG) April 148 straddle priced for a move of 4% into the expected release of quarter results before the bell on April 15.

Rite Aid (RAD) April 20.50 straddle priced for a move of 14% into the expected release of quarter results before the bell on April 15.

Truist (TFC) April 60 straddle priced for a move of 4% into the expected release of quarter results before the bell on April 15.

Taiwan Semiconductor (TSM) April 123 straddle priced for a move of 4% into the expected release of quarter results on April 15.

U.S. Bancorp (USB) April 57 straddle priced for a move of 4% into the expected release of quarter results before the bell on April 15.

UnitedHealth Group (UNH) April 365 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on April 15.

Movers

Sturm Ruger (RGR) 30-day option implied volatility is at 38; compared to its 52-week range of 35 to 68. Call put ratio 1.9 calls to 1 put after President Biden unveils executive actions aiming to reduce gun violence.

Smith & Wesson Brands (SWBI) 30-day option implied volatility is at 54; compared to its 52-week range of 50 to 154. Call put ratio 8.2 calls to 1 put with focus on April 20 calls after President Biden unveils executive actions aiming to reduce gun violence.

Vista Outdoor (VSTO) 30-day option implied volatility is at 58; compared to its 52-week range of 57 to 142. Call put ratio 2.1 calls to 1 put after President Biden unveils executive actions aiming to reduce gun violence.

Amyris (AMRS) 30-day option implied volatility is at 101; compared to its 52-week range of 81 to 179. Call put ratio 3.1 calls to 1 put.

Peloton (PTON) 30-day option implied volatility is at 67; compared to its 52-week range of 59 to 149. Call put ratio 1 call to 1 put.

XL Fleet (XL) 30-day option implied volatility is at 139; compared to its 52-week range of 27 to 207. Call put ratio 8.4 calls to 1 put.

Clover Health Investments (CLOV) 30-day option implied volatility is at 120; compared to its 52-week range of 12 to 178 Call put ratio 9.1 calls to 1 put.

Academy Sports and Outdoor (ASO) 30-day option implied volatility is at 89; compared to its 52-week range of 65 to 163. Call put ratio 2.2 calls to 1 put.

Options with decreasing option implied volatility: SOXL BIDU DISCA VIAC RKT MVIS CRON PLAY
Increasing unusual option volume: ORBC PSXP ASO BOX NCR
Increasing unusual call option volume: FGEN BOX ASO PLNT VIAC
Increasing unusual put option volume: INDA AMRS GEO OGI
Popular stocks with increasing volume: T VIAC SNAP GME AAL
Active options: AAPL TSLA FB NIO PLTR MSFT AMD T VIAC AMZN BAC SOS SNAP AMC SNDL CLOV GME AAL NVDA
Global S&P Futures recently mixed, Nikkei mixed, DAX mixed, WTI Crude oil recently at $59.34, natural gas mixed, gold at $1746 an ounce