Pre-Market IV Report March 15, 2022

Pre-Market IV Report March 15, 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: BILI PDD TCOM BIDU LI BABA JD LI KWEB XPEV NTES FXI ASHR BB BBIG DVN SBUX WYNN FXI LVS

Stocks expected to have increasing option volume: BABA JD COUP PDD PD FXI KWEB YUMC

Option IV as shares offered lower

Apple (AAPL) 30-day option implied volatility is at 39; compared to its 52-week range of 19 to 41.

Tesla (TSLA) 30-day option implied volatility is at 71; compared to its 52-week range of 35 to 84.

General Motors (GM) 30-day option implied volatility is at 55; compared to its 52-week range of 28 to 57

Ford Motor (F) 30-day option implied volatility is at 58; compared to its 52-week range of 33 to 64.

Boeing (BA) 30-day option implied volatility is at 52; compared to its 52-week range of 28 to 55.

Nike (NKE) 30-day option implied volatility is at 51; compared to its 52-week range of 20 to 52. Call put ratio 1 call to 2 puts.

Starbucks (SBUX) 30-day option implied volatility is at 41; compared to its 52-week range of 17 to 40.

Wynn Resorts Ltd (WYNN) 30-day option implied volatility is at 71; compared to its 52-week range of 34 to 67. Call put ratio 1 call to 1.9 puts.

Las Vegas Sands (LVS) 30-day option implied volatility is at 72; compared to its 52-week range of 34 to 69.

Walt Disney (DIS) 30-day option implied volatility is at 39; compared to its 52-week range of 20 to 44.

Cleveland-Cliffs (CLF) 30-day option implied volatility is at 72; compared to its 52-week range of 49 to 114.

ARK Innovation (ARKK) 30-day option implied volatility is at 74; compared to its 52-week range of 28 to 73. Call put ratio 1 call to 1.9 puts.

Tuttle Capital Short Innovation (SARK) 30-day option implied volatility is at 74; compared to its 52-week range of 40 to 75. Call put ratio 4.3 calls to 1 put.

ARK Next Generation (ARKW) 30-day option implied volatility is at 64; compared to its 52-week range of 24 to 65.

ARK Autonomous Technology and Robotics (ARKQ) 30-day option implied volatility is at 49; compared to its 52-week range of 21 to 51.

ARK Fintech Innovation (ARKF) 30-day option implied volatility is at 80; compared to its 52-week range of 22 to 80. Call put ratio 1 call to 3.4 puts.

American Express (AXP) 30-day option implied volatility is at 44; compared to its 52-week range of 21 to 48 into a company hosted investor meeting on March 16.

Moderna (MRNA) 30-day option implied volatility is at 84; compared to its 52-week range of 51 to 98.

Affirm Holdings (AFRM) 30-day option implied volatility is at 137; compared to its 52-week range of 60 to 134.

Nielsen Holdings (NLSN) March call option implied volatility is at 105, April is at 90; compared to its 52-week range of 26 to 58 after reports it is in late-stage talks to be acquired.

Straddle prices for stocks expected to report quarterly results

PagerDuty (PD) March 25 straddle priced for a move of +/- 19% into the expected release of quarter results after the bell on March 16.

Lennar (LEN) March 87 straddle priced for a move of +/- 12% into the expected release of quarter results after the bell on March 16.

Endeavor Group (EDR) March 25 straddle priced for a move of +/- 14% into the expected release of quarter results after the bell on March 16.

GameStop (GME) March 78 straddle priced for a move of +/- 18% into the expected release of quarter results after the bell on March 17.

Options with decreasing option implied volatility: AMZN PYPL FB SNAP HYMC DOCU MNDT SFIX RIVN
Increasing unusual option volume: MULN WEAT HTHT SIRI
Increasing unusual call option volume: MULN WEAT GDS ARCH
Increasing unusual put option volume: SIRI PACB NU PSEC ELY
Popular stocks with increasing volume: PLTR SOFI MRNA UBER PFE
Active options: AAPL TSLA AMD NIO BAC NVDA F AMC FB PFE UBER MRNA SOFI MULN SIRI MSFT PLTR AMZN INTC
Global S&P Futures mixed to lower in premarket, Nikkei mixed, DAX down 1%, WTI Crude oil recently at $97, natural gas down 1.8%, gold at $1935 an ounce