Pre-Market IV Report March 10, 2022

Pre-Market IV Report March 10, 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: DVN LMT ORCL CRWD GDX BKLN IPOF DBA SWN

Stocks expected to have increasing option volume: AMZN T ORCL XPO XLE XOP USO XOM CVX CRWD

Option implied volatility

Amazon.com (AMZN) 30-day option implied volatility is at 39; compared to its 52-week range of 19 to 54 into board authorizes 20-for-1 stock split. Call put ratio 1.2 calls to 1 put.

Alibaba (BABA) 30-day option implied volatility is at 59; compared to its 52-week range of 24 to 83.

Technology Select Sector Spdr Fund (XLK) 30-day option implied volatility is at 35; compared to its 52-week range of 14 to 38.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 61; compared to its 52-week range of 28 to 72.

DraftKings (DKNG) 30-day option implied volatility is at 93; compared to its 52-week range of 44 to 101.

Intercontinental Exchange (ICE) 30-day option implied volatility is at 35; compared to its 52-week range of 16 to 33.

CME Group (CME) 30-day option implied volatility is at 35; compared to its 52-week range of 18 to 35.

Archer Daniels Midland (ADM) 30-day option implied volatility is at 33; compared to its 52-week range of 19 to 38. Call put ratio 4.3 calls to 1 put as shares near record high

Wynn Resorts Ltd (WYNN) 30-day option implied volatility is at 63; compared to its 52-week range of 34 to 66. Call put ratio 1.5 call to 1.

Marathon Digital Holdings (MARA) 30-day option implied volatility is at 119; compared to its 52-week range of 89 to 231. Call put ratio 2.3 calls to 1.

Spdr S&p Metals & Mining Etf (XME) 30-day option implied volatility is at 61; compared to its 52-week range of 30 to 69.

Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility is at 45; compared to its 52-week range of 16 to 103.

eBay (EBAY) March weekly option implied volatility is at 99, March is at 55; compared to its 52-week range of 24 to 55 into a March 10 investor day.

AT&T (T) March weekly call option implied volatility is at 47, March is at 34; compared to its 52-week range of 15 to 32 into AT&T’s March 11 analyst day. Call put ratio 2.1 calls to 1 put.

Straddle prices for stocks expected to report quarterly results

DocuSign (DOCU) March weekly 98 straddle priced for a move of +/- 20% into the expected release of quarter results today after the bell.

Oracle (ORCL) March weekly 76 straddle priced for a move of +/- 8% into the expected release of quarter results today after the bell.

Ulta Beauty (ULTA) March weekly 372 straddle priced for a move of +/- 9% into the expected release of quarter results today after the bell.

JD.com (JD) March weekly 62 straddle priced for a move of +/- 8.5% into the expected release of quarter results today.

Rivian Automotive (RIVN) March weekly 44 straddle priced for a move of +/- 17% into the expected release of quarter results today.

Blink (BLNK) March weekly 25 straddle priced for a move of +/- 19% into the expected release of quarter results today after the bell.

Options with decreasing option implied volatility: SQ JWN PYPL FB SNAP
Increasing unusual option volume: FEZ MULN CANO WEAT EWT BMBL
Increasing unusual call option volume: FEZ MULN CANO WEAT ASTS BMBL
Increasing unusual put option volume: FEZ BMBL ASTS EWT EWG BBD ARNA
Popular stocks with increasing volume: AAL UBER PLTR CVX PFE XOM OXY
Active options: AAPL TSLA NVDA AMD BAC XOM NIO FB MSFT OXY F AAL SNAP UBER CCL PLTR VALE CVX PFE AMC
Global S&P Futures mixed in premarket, Nikkei up 3.5%, DAX mixed, WTI Crude oil recently at $110, natural gas mixed, gold at $1987 an ounce