Pre-Market IV Report March 18, 2022

Pre-Market IV Report March 18, 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: DWAC FDX ATVI SIRI BBIG BEKE IQ KWEB JD CPNG NKTR RIVN DOCU S WE

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

Bristol-Myers Squibb (BMY) 30-day option implied volatility is at 21; compared to its 52-week range of 17 to 33 as shares near record high.

Energy service and energy stocks option IV amid WTI Crude trading above $105

Schlumberger Ltd. (SLB) 30-day option implied volatility is at 52; compared to its 52-week range of 35 to 61.

Halliburton (HAL) 30-day option implied volatility is at 52; compared to its 52-week range of 37 to 61.

Baker Hughes Company (BKR) 30-day option implied volatility is at 51; compared to its 52-week range of 35 to 57. Call put ratio 8.7 calls to 1 put.

Fluor Corp. (FLR) 30-day option implied volatility is at 54; compared to its 52-week range of 43 to 90.

Cheniere Energy (LNG) 30-day option implied volatility is at 39; compared to its 52-week range of 24 to 48.

Exxon Mobil (XOM) 30-day option implied volatility is at 37; compared to its 52-week range of 24 to 46. Call put ratio 2.9 calls to 1 put.

Chevron (CVX) 30-day option implied volatility is at 37; compared to its 52-week range of 21 to 46.

Devon Energy (DVN) 30-day option implied volatility is at 59; compared to its 52-week range of 43 to 70.

Hess Corp. (HES) 30-day option implied volatility is at 47; compared to its 52-week range of 34 to 61.

Occidental Petroleum (OXY) 30-day option implied volatility is at 66; compared to its 52-week range of 46 to 89.

United States Oil Fund (USO) 30-day option implied volatility is at 66; compared to its 52-week range of 28 to 81.

Market Vectors Oil Services Etf (OIH) 30-day option implied volatility is at 54; compared to its 52-week range of 38 to 67. Call put ratio 3.8 calls to 1 put.

Energy Select Sector SPDR ETF (XLE) 30-day option implied volatility is at 38; compared to its 52-week range of 25 to 54.

United States Natural Gas (UNG) 30-day option implied volatility is at 55; compared to its 52-week range of 30 to 219.

Straddle prices for stocks expected to report quarterly results

Nike (NKE) March weekly 128 straddle priced for a move of +/- 9% into the expected release of quarter results after the bell on March 21.

Pinduoduo (PDD) March weekly 39.50 straddle priced for a move of +/- 22% into the expected release of quarter results on March 21.

Adobe (ADBE) March weekly 445 straddle priced for a move of +/- 8% into the expected release of quarter results after the bell on March 22.

Carnival Cruise (CCL) March weekly 19 straddle priced for a move of +/- 8% into the expected release of quarter results before the bell on March 22.

Poshmark (POSH) April 12.50 straddle priced for a move of +/- 28% into the expected release of quarter results on March 22. Call put ratio 5.4 calls to 1 put.

Cameco Corp. (CCJ) call put ratio 10 calls to 1 put with focus on September 35 and 40 calls

Options with decreasing option implied volatility: PARA FB SNAP AMZN CWEB SST ZIM
Increasing unusual option volume: CCJ MULN VRAY GERN FEZ HIG SKIN WRBY
Increasing unusual call option volume: MULN VRAY GERN HIG FEZ UEC AMR
Increasing unusual put option volume: FEZ SCO SKIN JNK PD CWEB ABUS WRBY
Popular stocks with increasing volume: SOFI PLTR PFE CCL SQ
Active options: TSLA AAPL AMD BABA NVDA FB NIO AMZN OXY MSFT BAC MULN SQ SOFI PLTR F AMC PFE CCL CCJ
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $105, natural gas down 2%, gold at $1934 an ounce