Pre-Market IV Report March 16, 2021

Pre-Market IV Report March 16, 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: VIAC GPRO DISCA KODK GNUS JETS DNN TIGR CLOV BIDU PTSH

Stocks expected to have increasing option volume: FCEL COUP M FDX CVIS

Crypto themed stocks amid Bitcoin trades above $60,000

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 125; compared to its 52-week range of 30 to 154. Call put ratio 1.6 calls to 1 put.

Marathon Patent Group (MARA) 30-day option implied volatility is at 212; compared to its 52-week range of 139 to 475. Call put ratio 2.1 calls to 1 put.

Riot Blockchain (RIOT) 30-day option implied volatility is at 201; compared to its 52-week range of 122 to 275. Call put ratio 1.7 call to 1 put.

Microvision (MVIS) 30-day option implied volatility is at 213; compared to its 52-week range of 126 to 464. Call put ratio 3.3 calls to 1 put.

Bit Digital (BTBT) 30-day option implied volatility is at 196; compared to its 52-week range of 195 to 279. Call put ratio 5.1 calls to 1 put.

CleanSpark (CLSK) 30-day option implied volatility is at 154; compared to its 52-week range of 139 to 260. Call put ratio 2.8 calls to 1 put.

Silvergate Capital (SI) 30-day option implied volatility is at 123; compared to its 52-week range of 94 to 167. Call put ratio 4.1 calls to 1 put.

Magnite (MGNI) 30-day option implied volatility is at 103; compared to its 52-week range of 70 to 162 as Bitcoin movement continues. Call put ratio 3 calls to 1 put.

Overstock.com (OSTK) 30-day option implied volatility is at 100; compared to its 52-week range of 85 to 214. Call put ratio 3.1 call to 1 put.

SRAX, Inc (SRAX) 30-day option implied volatility is at 143; compared to its 52-week range of 96 to 263. Call put ratio 59 calls to 1 put on light volume.

Ideanomics (IDEX) 30-day option implied volatility is at 184; compared to its 52-week range of 108 to 387. Call put ratio 3.1 calls to 1 put.

Straddle prices for stocks expected to report quarterly results this week

Coupa (COUP) March 282 straddle priced for a move of 8.5% into the expected release of quarter results after the bell on March 16

FuelCell Energy (FCEL) March 17 straddle priced for a move of 19% into the expected release of quarter before the bell on March 16

Jabil (JBL) March 49 straddle priced for a move of 7.5% into the expected release of quarter before the bell on March 16

CrowdStrike (CRWD) March 200 straddle priced for a move of 9% into the expected release of quarter before the bell on March 16

Lennar (LEN) March 90 straddle priced for a move of 7% 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 197 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 30% 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 5% into the expected release of quarter before the bell on March 18

Carnival Cruise Lines (CCL) March 30 straddle priced for a move of 8% into the expected release of quarter on March 18

Dollar General (DG) March 190 straddle priced for a move of 5% into the expected release of quarter before the bell on March 18

Duluth Holding (DLTH) March 15 straddle priced for a move of 17% 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 145 straddle priced for a move of 5% into the expected release of quarter after the bell on March 18

Signet (SIG) March 59 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 8% into the expected release of quarter before the bell on March 18

Weibo (WB) March 51 straddle priced for a move of 8% into the expected release of quarter before the bell on March 18

Options with decreasing option implied volatility: STAY EXPR TUP OCGN CCIV RKT WKHS
Increasing option volume: STAY DNN RUBY FINV PVH IWN
Increasing unusual call option volume: DNN STAY IWN SOS FNKO EBON LC
Increasing unusual put option volume: QD DISCA SOS GDOT
Popular stocks with increasing volume: GME PLTR MSFT TLRY
Active options: AAPL AMC TSLA AAL GE PLTR SNDL BA NOK NIO AMD SOS GME UAL CCL FB F TLRY BABA MSFT
Global S&P Futures recently mixed, Nikkei mixed to higher, DAX mixed to higher, WTI Crude oil recently at $64.40, natural gas mixed, gold at $1730 an ounce