Pre-Market IV Report March 12, 2021

Pre-Market IV Report March 12, 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 UWMC PFE KODK HYG TIGR CLOV BIDU CAN ENG TEVA TLRY

Stocks expected to have increasing option volume: DOCU MTN T NVAX ULTA POSH

Pre-Market IV Report March 12, 2021

Tech option implied volatility near lower end of range

Advanced Micro Devices, Inc. (AMD) 30-day option implied volatility is at 44; compared to its 52-week range of 43 to 117.

Snowflake (SNOW) 30-day option implied volatility is at 67; compared to its 52-week range of 47 to 100

Airbnb (ABNB) 30-day option implied volatility is at 67; compared to its 52-week range of 57 to 114

ServiceNow (NOW) 30-day option implied volatility is at 54; compared to its 52-week range of 46 to 124

Lemonade (LMND) 30-day option implied volatility is at 38; compared to its 52-week range of 34 to 84

Shopify (SHOP) 30-day option implied volatility is at 53; compared to its 52-week range of 46 to 124

Cloudflare (NET) 30-day option implied volatility is at 62; compared to its 52-week range of 57 to 119

Coupa Software (COUP) 30-day option implied volatility is at 64; compared to its 52-week range of 48 to 123

Zoom (ZM) 30-day option implied volatility is at 61; compared to its 52-week range of 51 to 137

Okta, Inc. (OKTA) 30-day option implied volatility is at 50; compared to its 52-week range of 43 to 89

Palantir (PLTR) 30-day option implied volatility is at 91; compared to its 52-week range of 59 to 174

Peloton (PTON) 30-day option implied volatility is at 67; compared to its 52-week range of 63 to 158

Netflix (NFLX) 30-day option implied volatility is at 35; compared to its 52-week range of 33 to 99

Roku (ROKU) 30-day option implied volatility is at 63; compared to its 52-week range of 55 to 130

Straddle prices for stocks expected to report quarterly results next week

Coupa (COUP) March 287 straddle priced for a move of 12% into the expected release of quarter results after the bell on March 16

FuelCell Energy (FCEL) March 18.50 straddle priced for a move of 21% into the expected release of quarter before the bell on March 16

Jabil (JBL) March 48 straddle priced for a move of 7% into the expected release of quarter before the bell on March 16

Lennar (LEN) March 91 straddle priced for a move of 7% into the expected release of quarter after the bell on March 16

Herman Miller (MLHR) March 40 straddle priced for a move 13% of into the expected release of quarter after the bell on March 17

PageDuty (PD) March 127 straddle priced for a move of 17% into the expected release of quarter after the bell on March 17

Five Below (FIVE) March 192 straddle priced for a move of 8% into the expected release of quarter after the bell on March 17

Sundial Growers (SNDL) March 1.5 straddle priced for a move of 33% into the expected release of quarter before the bell on March 17

Lands End (LE) March 35 straddle priced for a move of into the expected release of 17% quarter after the bell on March 17

Accenture (ACN) March 267 straddle priced for a move of 6% into the expected release of quarter before the bell on March 18

Carnival Cruise Lines (CCL) March 27.50 straddle priced for a move of 9% into the expected release of quarter on March 18

Dollar General (DG) March 190 straddle priced for a move of 5.5% into the expected release of quarter before the bell on March 18

Duluth Holding (DLTH) March 15 straddle priced for a move of 19% into the expected release of quarter before the bell on March 18

FedEx (FDX) March 267 straddle priced for a move of 7% into the expected release of quarter after the bell on March 18

Nike (NKE) March 141 straddle priced for a move of 5% into the expected release of quarter after the bell on March 18

Signet (SIG) March 57 straddle priced for a move of into the expected release of 17% quarter before the bell on March 18

Utz Brands (UTZ) March 25 straddle priced for a move of 7% into the expected release of quarter before the bell on March 18

Weibo (WB) March 53 straddle priced for a move of 12% into the expected release of quarter before the bell on March 18

Options with decreasing option implied volatility: NOK CCIV RKT AMC LUMN
Increasing option volume: FINV AVEO CSTM QEP IRM ARCC CX
Increasing unusual call option volume: FINV IRM ARCC QEP VIAC ENG SOXL
Increasing unusual put option volume: EGHT STNE GOGO KWEB CLDR CAN ORCL
Popular stocks with increasing volume: GE AMC VIAC DKNG RIOT
Active options: AAPL GE TSLA PLTR NIO BA AMC FB AMD GME BABA SNAP MSFT VIAC AMZN ORCL VALE SNDL DKNG RIOT
Global S&P Futures recently down 0.2%, Nikkei up1.7%, DAX down 0.5%, WTI Crude oil recently at $65.87, natural gas mixed, gold at $1703 an ounce