Pre-Market IV Report March 24, 2022

Pre-Market IV Report March 24, 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: AMC IOVA VICR IPOF SNDL DWAC ATVI BB VRM BEKE NFLX EEM CHWY

Stocks expected to have increasing option volume: NIO AMC GME DRI KBH

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

AMC (AMC) 30-day option implied volatility is at 150; compared to its 52-week range of 95 to 436 as shares rally 15%. Call put ratio 2.8 calls to 1 put.

GameStop (GME) 30-day option implied volatility is at 129; compared to its 52-week range of 69 to 294. Call put ratio 2.7 calls to 1 put.

Bed Bath Beyond Inc. (BBBY) 30-day option implied volatility is at 138; compared to its 52-week range of 57 to 195. Call put ratio 4 calls to 1 put.

Express, Inc. (EXPR) 30-day option implied volatility is at 105; compared to its 52-week range of 80 to 284. Call put ratio 16 calls to 1 put.

BlackBerry (BB) 30-day option implied volatility is at 76; compared to its 52-week range of 57 to 289. Call put ratio 9 calls to 1 put.

Straddle prices for stocks expected to report quarterly results

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

Movers

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 1.9 calls to 1 put.

Kohl’s (KSS) March weekly call option implied volatility is at 83, April is at 56; compared to its 52-week range 39 to 79.

Security stocks option IV and volume

Check Point (CHKP) 30-day option implied volatility is at 28; compared to its 52-week range of 19 to 37. Call put ratio 14 calls to 1 put.

F5 Networks (FFIV) 30-day option implied volatility is at 31; compared to its 52-week range of 23 to 45.

Fortinet (FTNT) 30-day option implied volatility is at 47; compared to its 52-week range of 27 to 65.

NortonLifeLock (NLOK) 30-day option implied volatility is at 32; compared to its 52-week range of 24 to 44. Call put ratio 4.2 calls to 1 put.

Palo Alto Networks (PANW) 30-day option implied volatility is at 41; compared to its 52-week range of 24 57. Call put ratio 3.3 calls to 1 put.

Qualys (QLYS) 30-day option implied volatility is at 39; compared to its 52-week range of 27 to 56. Call put ratio 5.5 calls to 1 put.

CrowdStrike Holdings Inc. (CRWD) 30-day option implied volatility is at 56; compared to its 52-week range of 36 to 86.

Microsoft (MSFT) 30-day option implied volatility is at 26; compared to its 52-week range of 16 to 46.

CyberArk Software (CYBR) 30-day option implied volatility is at 48; compared to its 52-week range of 32 to 64. Call put ratio 10.8 calls to 1 put.

Rapid7 (RPD) 30-day option implied volatility is at 44; compared to its 52-week range of 31 to 58.

SolarWinds (SWI) 30-day option implied volatility is at 39; compared to its 52-week range of 30 to 58.

Increasing unusual option volume: MULN OLLI HST IOVA AKBA GES IOVA
Increasing unusual call option volume: MULN IOVA PTEN AKBA
Increasing unusual put option volume: BLL LEVI HPQ
Popular stocks with increasing volume: AMC GME INTC OXY F T LCID
Active options: AAPL TSLA AMC AMD BABA NVDA GME FB NIO MO XOM MSFT INTC OXY BAC TLRY T F LCID PLTR
Global S&P Futures mixed to up in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $114, natural gas mixed, gold at $1942 an ounce