Pre-Market IV Report March 15, 2021

Pre-Market IV Report March 15, 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: KODK GNUS CHPT PFE TIGR CLOV CHPT BIDU PSTH XNET GPRO VIAC RIDE BBBY INO
Stocks expected to have increasing option volume: AMD PENN GNRC CZR SLG XRX VNT GNMK
Advanced Micro Devices, Inc. (AMD) March call option implied volatility is at 45, April is at 44; compared to its 52-week range of 43 to 116 into hosts a conference call in conjunction with the launch of it third-generation EPYC processors.
GameStop (GME) 30-day option implied volatility is at 356; compared to its 52-week range of 78 to 553 into the expected release of quarter results on March 23. Call put ratio 1 call to 1 put.
GenMark Diagnostics (GNMK) March call option implied volatility is at 100, April is at 58; compared to its 52-week range of 80 to 367 into Roche to acquire in $1.8B deal. Call put ratio 19.8 calls to 1 put with focus on March 20 calls.
IV for Chamath Palihapitiya stocks
Clover Health Investments (CLOV) 30-day option implied volatility is at 117; compared to its 52-week range of 12 to 178 amid Chamath Palihapitiya involvement.
Opendoor (OPEN) 30-day option implied volatility is at 99; compared to its 52-week range of 84 to 177 amid Chamath Palihapitiya involvement.
Social Capital Hedosophia Holdings Corp. V (IPOE) 30-day option implied volatility is at 101; compared to its 52-week range of 69 to 151 amid Chamath Palihapitiya involvement.
Virgin Galactic Holdings (SPCE) 30-day option implied volatility is at 117; compared to its 52-week range of 78 to 238 amid Chamath Palihapitiya involvement.
Straddle prices for stocks expected to report quarterly results this week
Coupa (COUP) March 277 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 straddle priced for a move of 19% 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
CrowdStrike (CRWD) March 200 straddle priced for a move of 10% into the expected release of quarter before the bell on March 16
Lennar (LEN) March 88 straddle priced for a move of 8% into the expected release of quarter after the bell on March 16
Herman Miller (MLHR) March 45 straddle priced for a move 13% of into the expected release of quarter after the bell on March 17
PageDuty (PD) March 40 straddle priced for a move of 17% into the expected release of quarter after the bell on March 17
Five Below (FIVE) March 199 straddle priced for a move of 9% 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 265 straddle priced for a move of 6% into the expected release of quarter before the bell on March 18
Carnival Cruise Lines (CCL) March 28.50 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 270 straddle priced for a move of 7% into the expected release of quarter after the bell on March 18
Nike (NKE) March 140 straddle priced for a move of 5% into the expected release of quarter after the bell on March 18
Signet (SIG) March 58.50 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: SFIX WKHS OCGN CCIV RKT ENDP FIZZ
Increasing option volume: GNMK IO FINV DNN EBON ADNT DS SOS FNKO CYH
Increasing unusual call option volume: EBON LC DS SOS CYH FNKO CX
Increasing unusual put option volume: EBON CAN TRIP ULTA IVR GOEV DISCA RIDE EXPR EMB
Popular stocks with increasing volume: F JD X CX
Active options: AAPL TSLA BA T NIO F AMC PLTR GME GE AAL FB GM TLRY AMZN AMD SOS BABA JD X
Global S&P Futures recently mixed, Nikkei mixed, DAX mixed, WTI Crude oil recently at $66, natural gas down 2%, gold at $1724 an ounce