Pre-Market IV Report March 18, 2021

Pre-Market IV Report March 18, 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 HYG DISCA AJAX RBAC SINO PLUG BFT NOK GNUS TIGR BIDU CLOV UWMC PSTH

Stocks expected to have increasing option volume: RIDE LEN FDX NKE WSM FIVE PD MLHR

Upcoming INTC event, calls more active than puts

Intel (INTC) March call option implied volatility is at 34, April is at 35; compared to its 52-week range of 25 to 87 into a business update and webcast address on March 23. Call put ratio 3.1 calls to 1 put.

Apple (AAPL) March call option implied volatility is at 35, April is at 33; compared to its 52-week range of 25 to 87. Call put ratio 2.3 calls to 1 put.

Crypto themed stocks, Bitcoin above $58,000

Square (SQ) 30-day option implied volatility is at 57; compared to its 52-week range of 48 to 137. Call put ratio 2.1 calls to 1 put.

PayPal (PYPL) 30-day option implied volatility is at 41; compared to its 52-week range of 32 to 90.

Tesla (TSLA) 30-day option implied volatility is at 70; compared to its 52-week range of 54 to 154.

Marathon Patent Group (MARA) 30-day option implied volatility is at 200; compared to its 52-week range of 139 to 475 as Bitcoin trades above $58,000. Call put ratio 2.4 calls to 1 put.

Riot Blockchain (RIOT) 30-day option implied volatility is at 173; compared to its 52-week range of 122 to 276.

Bit Digital (BTBT) 30-day option implied volatility is at 187; compared to its 52-week range of 203 to 279. Call put ratio 4.4 calls to 1 put.

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 110; compared to its 52-week range of 30 to 154. Call put ratio 1.6 calls to 1 put.

Microvision (MVIS) 30-day option implied volatility is at 201; compared to its 52-week range of 126 to 464. Call put ratio 3.5 calls to 1 put.

CleanSpark (CLSK) 30-day option implied volatility is at 157; compared to its 52-week range of 139 to 260. Call put ratio 3.8 calls to 1 put.

Silvergate Capital (SI) 30-day option implied volatility is at 110; compared to its 52-week range of 94 to 167. Call put ratio 3.8 calls to 1 put.

Magnite (MGNI) 30-day option implied volatility is at 101; compared to its 52-week range of 70 to 162 as Bitcoin movement continues. Call put ratio 3.3 calls to 1 put.

Overstock.com (OSTK) 30-day option implied volatility is at 98; compared to its 52-week range of 85 to 214. Call put ratio 3 call to 1 put.

SRAX, Inc (SRAX) 30-day option implied volatility is at 137; compared to its 52-week range of 96 to 263.

Ideanomics (IDEX) 30-day option implied volatility is at 184; compared to its 52-week range of 108 to 387. Call put ratio 8.5 calls to 1 put.

Straddle prices for stocks expected to report quarterly results this week

Accenture (ACN) March 265 straddle priced for a move of 4% into the expected release of quarter results today before the bell

Petco (WOOF) March 22.5 straddle priced for a move of 12% into the expected release of quarter results today before the bell

Dollar General (DG) March 187.50 straddle priced for a move of 5.5% into the expected release of quarter results today before the bell

Duluth Holding (DLTH) March 17.5 straddle priced for a move of 17% into the expected release of quarter results today before the bell

FedEx (FDX) March 265 straddle priced for a move of 5.5% into the expected release of quarter today after the bell

Nike (NKE) March 145 straddle priced for a move of 5% into the expected release of quarter today after the bell

Signet (SIG) March 59 straddle priced for a move of into the expected release of 19% quarter results today before the bell

Utz Brands (UTZ) March 25 straddle priced for a move of 9% into the expected release of quarter results today before the bell

Weibo (WB) March 50.50 straddle priced for a move of 7.5% into the expected release of quarter results today before the bell

Options with decreasing option implied volatility: OGI TLRY FINV WKHS RKT GPRO INO
Increasing option volume: PRMW LPCN RUBY IGT LCC NRG DNN JCI
Increasing unusual call option volume: PRMW AINV LPCN IGT SBSW
Increasing unusual put option volume: NRG CDEV RSX SABR KWEB EBON
Popular stocks with increasing volume: PLTR GM DIS PLUG
Active options: AAPL TSLA FB NIO PLTR BA PLUG AMC GE BABA MSFT F BAC AMZN AMD GM SNDL DIS INTC GME
Global S&P Futures recently mixed, Nikkei up 1%, DAX up 0.6%, WTI Crude oil recently at $63.96, natural gas mixed, gold at $1736 an ounce