Pre-Market IV Report March 2, 2022

Pre-Market IV Report March 2, 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: PBR GILD BAC USO IPOF CEI SPY DIA AXP

Stocks expected to have increasing option volume: CRM JPM ROST SOFI FSLR AMC

Apple (AAPL) 30-day option implied volatility is at 34; compared to its 52-week range of 19 to 41 into annual shareholder meeting on March 4.

Ford (F) 30-day option implied volatility is at 55; compared to its 52-week range of 33 to 65 into Ford to make announcement about Ford+ plan for growth.

Option IV amid Russia’s invasion of the Ukraine

Ishares Msci Germany Etf (EWG) 30-day option implied volatility is at 40; compared to its 52-week range of 13 to 33.

iShares MSCI Brazil (EWZ) 30-day option implied volatility is at 36; compared to its 52-week range of 28 to 52.

Schlumberger Ltd. (SLB) 30-day option implied volatility is at 53; compared to its 52-week range of 36 to 55 as WTI Crude oil trades above $110. Call put ratio 6.7 calls to 1 put as shares sell off 4.8%.

Halliburton (HAL) 30-day option implied volatility is at 54; compared to its 52-week range of 38 to 60 as WTI Crude oil trades above $110. Call put ratio 1.6 calls to 1 put.

Exxon Mobil (XOM) 30-day option implied volatility is at 39; compared to its 52-week range of 24 to 42 as WTI Crude oil trades above $110. Call put ratio 4.4 calls to 1 put into Exxon Mobil halts operations at Sakhalin-1, won’t make new investments in Russia.

Devon Energy (DVN) 30-day option implied volatility is at 62; compared to its 52-week range of 43 to 68 amid as WTI Crude oil trades above $110. Call put ratio 4.2 calls to 1 put.

United States Oil Fund (USO) 30-day option implied volatility is at 60; compared to its 52-week range of 28 to 59 amid WTI Crude oil trades above $110. Call put ratio 1.9 calls to 1 put.

United States Natural Gas (UNG) 30-day option implied volatility is at 59; compared to its 52-week range of 30 to 219 as natural gas is up 3%. Call put ratio 8.5 calls to 1 put.

Occidental Petroleum (OXY) 30-day option implied volatility is at 71; compared to its 52-week range of 46 to 74 as WTI Crude oil trades above $110. Call put ratio 2.8 calls to 1 put.

Intrepid Potash (IPI) 30-day option implied volatility is at 87; compared to its 52-week range of 63 to 107.

The Mosaic Company (MOS) 30-day option implied volatility is at 68; compared to its 52-week range of 36 to 65.

Teucrium Corn Fund (CORN) 30-day option implied volatility is at 38; compared to its 52-week range of 21 to 49. Call put ratio 13 calls to 1 put.

Teucrium Soybean Fund (SOYB) 30-day option implied volatility is at 30; compared to its 52-week range of 17 to 35. Call put ratio 2.8 calls to 1 put.

Teucrium Wheat Fund (WEAT) 30-day option implied volatility is at 85; compared to its 52-week range of 23 to 55. Call put ratio 14 calls to 1 put.

Pilgrim’s Pride (PPC) 30-day option implied volatility is at 56 compared to its 52-week range of 10 to 96. Call put ratio 11 calls to 1 put.

Tyson Foods (TSN) 30-day option implied volatility is at 31; compared to its 52-week range of 19 to 34.

Hormel Foods (HRL) 30-day option implied volatility is at 33; compared to its 52-week range of 17 to 50.

Straddle prices for stocks expected to report quarterly results

Snowflake (SNOW) March weekly 262 straddle priced for a move of +/- 15% into the expected release of quarter results today

Best Buy (BBY) March weekly 97 straddle priced for a move of +/- 10% into the expected release of quarter results before the bell on March 3.

Big Lots (BIG) March 34 straddle priced for a move of +/- 12% into the expected release of quarter results before the bell on March 3.

Broadcom (AVGO) March weekly 570 straddle priced for a move of +/- 6.5% into the expected release of quarter results after the bell on March 3.

Costco (COST) March weekly 520 straddle priced for a move of +/- 4.5% into the expected release of quarter results on March 3.

Kroger (KR) March weekly 48 straddle priced for a move of +/- 8.5% into the expected release of quarter results before the bell on March 3.

Marvell Technology (MRVL) March weekly 65 straddle priced for a move of +/- 12.5% into the expected release of quarter results after the bell on March 3.

Sweet Green (SG) March 22.50 straddle priced for a move of +/- 24% into the expected release of quarter results before the bell on March 3.

Options with decreasing option implied volatility: SNAP PYPL NFLX FL FB
Increasing unusual option volume: FCX CLF AXP
Increasing unusual call option volume: SLB CCL CRM KSS LCID PPC
Increasing unusual put option volume: BAC JPM WFC XLF
Popular stocks with increasing volume: LCID VALE SOFI PLTR FCX OXY XOM CLF CCL
Active options: TSLA AAPL AMD BAC LCID VALE F NVDA SOFI PLTR FB JPM AMC FCX OXY XOM CLF CCL C NIO
Global S&P Futures mixed to lower in premarket, Nikkei up 1.5%, DAX mixed to lower, WTI Crude oil recently at $110.31, natural gas up 2%, gold at $1947 an ounce