Pre-Market IV Report March 23, 2022

Pre-Market IV Report March 23, 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: IPOF SNDL DWAC BRCC VRM BEKE EEM IQ NFLX MGI KODK PSTH RAIL GME FMAC ISPO

Stocks expected to have increasing option volume: ADBE GIS NLSN SBUX POSH

Stocks option volume, IV and shares price movement into quarter end

GameStop (GME) 30-day option implied volatility is at 114; compared to its 52-week range of 69 to 294 as shares rally 30%. Call put ratio 2.6 calls to 1 put.

Bed Bath Beyond Inc. (BBBY) 30-day option implied volatility is at 140; compared to its 52-week range of 57 to 195 as shares rally 2.2%. Call put ratio 5.2 calls to 1 put.

AMC (AMC) 30-day option implied volatility is at 113; compared to its 52-week range of 95 to 436 as shares rally 15%. Call put ratio 3.4 calls to 1 put.

Express, Inc. (EXPR) 30-day option implied volatility is at 93; compared to its 52-week range of 80 to 284 as shares rally 9.7%. Call put ratio 41 calls to 1 put with focus on March weekly 4 calls.

Agriculture stocks option implied volatility as agriculture prices at upper end of prices

Deere & Co. (DE) 30-day option implied volatility is at 31; compared to its 52-week range of 22 to 43.

AGCO (AGCO) 30-day option implied volatility is at 31; compared to its 52-week range of 28 to 51. Call put ratio 27 calls to 1 put.

Archer Daniels (ADM) 30-day option implied volatility is at 30; compared to its 52-week range of 19 to 38.

CF Industries (CF) 30-day option implied volatility is at 51; compared to its 52-week range of 31 to 65. Call put ratio 3.8 calls to 1 put.

Intrepid Potash (IPI) 30-day option implied volatility is at 95; compared to its 52-week range of 63 to 125. Call put ratio 2.8 calls to 1 put.

Titan International (TWI) 30-day option implied volatility is at 63; compared to its 52-week range of 45 to 109.

Straddle prices for stocks expected to report quarterly results

General Mills (GIS) April 62.50 straddle priced for a move of +/- 6.5% into the expected release of quarter results today before the bell.

KB Home (KBH) April 38 straddle priced for a move of +/- 9% into the expected release of quarter results today after the bell.

Phunware (PHUN) March weekly 2.5 straddle priced for a move of +/- 17% into the expected release of quarter results today.

Winnebago (WGO) April 60 straddle priced for a move of +/- 12% into the expected release of quarter results today before the bell.

Darden Restaurants (DRI) April 130 straddle priced for a move of +/- 9% into the expected release of quarter results on March 24.

Nio (NIO) March weekly 22 straddle priced for a move of +/- 11% into the expected release of quarter results on March 24.

Moderna (MRNA) 30-day option implied volatility is at 70; compared to its 52-week range of 51 to 98 into hosting a third annual vaccines day on March 24. Call put ratio 2 calls to 1 put.

Alaska Air (ALK) 30-day option implied volatility is at 42; compared to its 52-week range of 34 to 59 into hosting a investors day on March 24.

This week: falling bond prices, rising stock prices

Increasing unusual option volume: MNTV MULN USFD ATHA MESA PLAN BCS
Increasing unusual call option volume: MNTV MULN MESA BCS PLAN CIBR PARA JETS
Increasing unusual put option volume: HAS POSH TEN UMC GIS GDS
Popular stocks with increasing volume: NIO PLTR AAL SOFI NKE
Active options: TSLA AAPL AMD AMC NVDA BABA FB F MSFT BAC NIO GME PLTR LCID AAL AMZN SOFI NKE BA BBIG
Global S&P Futures mixed in premarket, Nikkei up 2%, DAX mixed, WTI Crude oil recently at $110, natural gas down 1%, gold at $1921 an ounce