Pre-Market IV Report March 17, 2021

Pre-Market IV Report March 17, 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: GNUS HYG JETS NOK TIGR CLOV BIDU UWMC VIAC WORK FDX NKE GPRO KODK GME

Stocks expected to have increasing option volume: PLUG CRWD LEN FDX NKE UBER COUP KODK

Vehicle option implied volatility into FOMC policy decision

Tesla (TSLA) 30-day option implied volatility is at 73; compared to its 52-week range of 54 to 154.

Ford (F) 30-day option implied volatility is at 52; compared to its 52-week range of 34 to 195

General Motors (GM) 30-day option implied volatility is at 44; compared to its 52-week range of 39 to 188

Oshkosh Corp. (OSK) 30-day option implied volatility is at 38; compared to its 52-week range of 32 to 94.

Magna International (MGA) 30-day option implied volatility is at 37; compared to its 52-week range of.30 to 119.

Movement

GameStop (GME) March call option implied volatility is at 370, April is at 326; 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 1.1 puts.

Alibaba (BABA) 30-day option implied volatility is at 37; compared to its 52-week range of 29 to 63 amid China policy issues

Plug Power (PLUG) 30-day option implied volatility is at 96; compared to its 52-week range of 61 to 157 into announcing restatement of financials.

Straddle prices for stocks expected to report quarterly results this week

Herman Miller (MLHR) March 40 straddle priced for a move 14% of into the expected release of quarter today after the bell

PageDuty (PD) March 40 straddle priced for a move of 17% into the expected release of quarter today after the bell

Five Below (FIVE) March 192.50 straddle priced for a move of 8% into the expected release of quarter today after the bell

Sundial Growers (SNDL) March 1.5 straddle priced for a move of 31% into the expected release of quarter today before the bell

Lands End (LE) March 35 straddle priced for a move of into the expected release of 16% quarter today

Accenture (ACN) March 262.5 straddle priced for a move of 4.5% into the expected release of quarter before the bell on March 18

Carnival Cruise Lines (CCL) March 30 straddle priced for a move of 7.5% into the expected release of quarter on March 18

Dollar General (DG) March 192.50 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 260 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 60 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 9% 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: WKHS RKT TLRY OCGN FINV ENDP FIZZ
Increasing option volume: DNN GCI QD LC UEC SOXL TECK ON
Increasing unusual call option volume: DNN GCI SOXL UEC KMPH EBON ON LC TECK
Increasing unusual put option volume: QD SOS SOXL GEO
Popular stocks with increasing volume: CCL NOK GME PLTR
Active options: AAPL TSLA PLTR AMC FB NIO AMD F BA GME CCIV MSFT SNDL BABA GE MU AMZN CCL NOK BAC
Global S&P Futures recently mixed, Nikkei mixed, DAX mixed, WTI Crude oil recently at $64.82, natural gas mixed, gold at $1733 an ounce