Pre-Market IV Report March 10, 2021

Pre-Market IV Report March 10, 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: CHPT HYG XL UWMC BHC CAN TIGR CLOV BIDU ROOT GILD TEVA

Stocks expected to have increasing option volume: ORCL GE T KSS BA V

General Electric (GE) March weekly call option implied volatility is at 70, March is at 55; compared to its 52-week range of 40 to 143 into hosting a investor outlook conference call today. Call put ratio 3 calls to 1 put.

Tech IV comes in after sharp daily rally

Tesla (TSLA) 30-day option implied volatility is at 77, compared to its 52-week range of 54 to 154 after sharp Tuesday rally. Call put ratio 1.6 calls to 1 put.

Apple (AAPL) 30-day option implied volatility is at 36, compared to 40 from Monday and its 52-week range of 25 to 90. Call put ratio 2.2 calls to 1 put after Tuesday rally.

Microsoft (MSFT) 30-day option implied volatility is at 28, compared to 31 from Monday and its 52-week range of 23 to 90.

Facebook (FB) 30-day option implied volatility is at 35, compared to 39 from Monday and its 52-week range of 29 to 82.

Netflix (NFLX) 30-day option implied volatility is at 37; compared to its 52-week range of 33 to 99.

Alphabet (GOOGL) 30-day option implied volatility is at 30; compared to its 52-week range of 24 to 75.

Amazon.com (AMZN) 30-day option implied volatility is at 31; compared to its 52-week range of 23 to 69.

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 39; compared to its 52-week range of 27 to 91.

Straddle prices for stocks expected to report quarterly results this week

Cloudera (CLDR) March weekly 14.50 straddle priced for a move of 14% into the expected release of quarter results today after the bell

AMC Entertainment (AMC) March weekly 8 straddle priced for a move of 26% into the expected release of quarter results today

Campbell Soup (CPB) March weekly 47 straddle priced for a move of 5.5% into the expected release of quarter results today before the bell

Bumble (BMBL) March 60 straddle priced for a move of 16% into the expected release of quarter results today

Fossil (FOSL) March weekly 18.50 straddle priced for a move of 20% into the expected release of quarter results today

Oracle (ORCL) March weekly 73 straddle priced for a move of 5.5% into the expected release of quarter results today after the bell

DocuSign (DOCU) March weekly 212 straddle priced for a move of 9% into the expected release of quarter results after the bell on March 11.

Wheaton Precious (WPM) March weekly 37.50 straddle priced for a move of 8% into the expected release of quarter results on March 11.

JD.COM (JD) March weekly 90 straddle priced for a move of 8% into the expected release of quarter results on March 11

Ulta Beauty (ULTA) March straddle 340 priced for a move of 8% into the expected release of quarter results after the bell on March 11

Vail Resorts (MTN) March straddle 300 priced for a move of 8% into the expected release of quarter results after the bell on March 11

SOS Limited (SOS) 30-day option implied volatility is at 238; compared to its 52-week range of 115 to 433. Call put ratio 10.6 calls to 1 put with focus on 6.5, 7, 7.5 and 8 calls.

Social Capital Hedosophia Holdings Corp. V (IPOE) 30-day option implied volatility is at 99; compared to its 52-week range of 69 to 151. Call put ratio 5 calls to 1 put with focus on March 20 calls.

Bausch Health Co. Inc. (BHC) 30-day option implied volatility is at 55; compared to its 52-week range of 39 to 149. Call put ratio 12.5 calls to 1 put with focus on March weekly 33.50 and 35 calls.

Options with decreasing option implied volatility: EXPR VIX AMC NOK LUMN
Increasing option volume: SCPL WU SOS BOX EBON CAN
Increasing unusual call option volume: WU SOS BOX ASO SOXL SYF LEVI
Increasing unusual put option volume: ACAD SOS ASHR TME BEKE
Popular stocks with increasing volume: RKT F VALE BHC
Active options: TSLA AAPL NIO PLTR AMC GE BA GME FB AMD SNDL RKT BAC F BABA NVDA MSFT AMZN VALE
Global S&P Futures recently mixed, Nikkei mixed, DAX mixed, WTI Crude oil recently at $64.21, natural gas mixed, gold at $1711 an ounce