Pre-Market IV Report March 25, 2021

Pre-Market IV Report March 25, 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: ENDP MAT FNKO FPAC

Stocks expected to have increasing option volume: RH RAD GME DRI IWM

Apple (AAPL) 30-day option implied volatility is at 31; compared to its 52-week range of 25 to 66.
GameStop (GME) March weekly call option implied volatility is at 333, April is at 258; compared to its 52-week range of 78 to 553.

Entertainment IV amid share price pull back

ViacomCBS (VIAC) March weekly call option implied volatility is at 122, April is at 71; compared to its 52-week range of 35 to 108. Call put ratio 1 call to 2.5 puts.

Discovery, Inc (DISCA) 30-day option implied volatility is at 64; compared to its 52-week range of 38 to 91. Call put ratio 1 call to 1.8 puts.

Disney (DIS) 30-day option implied volatility is at 32; compared to its 52-week range of 25 to 79. Call put ratio 1.5 calls to 1 put.

Netflix (NFLX) 30-day option implied volatility is at 43; compared to its 52-week range of 33 to 76. Call put ratio 1.4 calls to 1 put.

fuboTV Inc. (FUBO) 30-day option implied volatility is at 101; compared to its 52-week range of 98 to 238. Call put ratio 2.3 calls to 1 put.

AMC Entertainment (AMC) 30-day option implied volatility is at 149; compared to its 52-week range of 84 to 725. Call put ratio 1 call to 1 put.

Index- ETF IV amid share price pull back

iShares Russell 2000 ETF (IWM) 30-day option implied volatility is at 32; compared to its 52-week range of 25 to 68.

ARK Innovation (ARKK) 30-day option implied volatility is at 54; compared to its 52-week range of 33 to 81. Call put ratio 1 call to 2.9 puts.

ARK Next Generation (ARKW) 30-day option implied volatility is at 48; compared to its 52-week range of 30 to 78. Call put ratio 1.4 call to 1 put.

ARK Autonomous Technology and Robotics (ARKQ) 30-day option implied volatility is at 43; compared to its 52-week range of 31 to 81. Call put ratio 1.9 calls to 1 put.

Movers

Funko (FNKO) 30-day option implied volatility is at 152; compared to its 52-week range of 70 to 168.

Rite Aid (RAD) 30-day option implied volatility is at 103; compared to its 52-week range of 61 to 173 into FY21 guidance cut.

Coupang (CPNG) 30-day option implied volatility is at 71; compared to its 52-week range of 72 to 86. Call put ratio 11.4 calls to 1 put with focus on April 45 and 50 calls.

Straddle prices for stocks expected to report quarterly results this week

Darden Restaurants (DRI) April 135 straddle priced for a move of 10% into the expected release of quarter results today before the bell

Riot Blockchain (RIOT) March weekly 46 straddle priced for a move of 14% into the expected release of quarter results before the bell on March 26

UP Fintech (TIGR) April 17.50 straddle priced for a move of 32% into the expected release of quarter results before the bell on March 26

Options with decreasing option implied volatility: EBON XNET
Increasing unusual option volume: APTO FNKO KWEB VIPS TAL IGV ZTO
Increasing unusual call option volume: APTO FNKO NUAN ESGC
Increasing unusual put option volume: ZTO KWEB VIPS RLX VIAC
Popular stocks with increasing volume: AMC PLTR CCL GME
Active options: AAPL TSLA NIO PLTR AMC INTC BA GME AMD FB VIAC CCL F AAL SNAP MSFT AMZN BABA BAC GNUS
Global S&P Futures recently mixed, Nikkei up 1%, DAX down 0.5%, WTI Crude oil recently at $60.20, natural gas mixed, gold at $1731 an ounce