Pre-Market IV Report March 25, 2022

Pre-Market IV Report March 25, 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: TLRY PSTH IPOF SNDL BBIG TLRY CGC VRM ACB TBT

Stocks expected to have increasing option volume: AMC GME NIO TLRY ACB CGC CRON GRWG

AAPL & Chip stocks option volume up

Apple (AAPL) 30-day option implied volatility is at 32; compared to its 52-week range of 19 to 41.
Options active on 1.7M contracts as shares near upper end of range.

NVIDIA (NVDA) 30-day option implied volatility is at 50; compared to its 52-week range of 31 to 70. Options active on 1.6M contracts.

Advanced Micro Devices, Inc. (AMD) 30-day option implied volatility is at 51; compared to its 52-week range of 29 to 73. Call put ratio 2.6 calls to 1 put.

Intel (INTC) 30-day option implied volatility is at 32; compared to its 52-week range of 21 to 48. Call put ratio 4 calls to 1 put.

Micron (MU) April weekly call option implied volatility is at 80, April is at 60; compared to its 52-week range of 26 to 68 into the expected release of quarter results after the bell on March 29. Call put ratio 3 calls to 1 put.

Cannabis stocks active amid headlines

Tilray, Inc. (TLRY) 30-day option implied volatility is at 143; compared to its 52-week range of 67 to 149. Call put ratio 9 calls to 1 put.

Aurora Cannabis (ACB) 30-day option implied volatility is at 95; compared to its 52-week range of 61 to 110. Call put ratio 31 calls to 1 put.

Canopy Growth (CGC) 30-day option implied volatility is at 103; compared to its 52-week range of 52 to 104. Call put ratio 6.8 calls to 1 put.

Sundial Growers (SNDL) 30-day option implied volatility is at 124; compared to its 52-week range of 97 to 286. Call put ratio 16 calls to 1 put.

GrowGeneration Corp. (GRWG) 30-day option implied volatility is at 87; compared to its 52-week range of 61 to 115. Call put ratio 15 calls to 1 put.

Cronos Group (CRON) 30-day option implied volatility is at 68; compared to its 52-week range of 52 to 124. Call put ratio 51 calls to 1 put.

HEXO Corp. (HEXO) 30-day option implied volatility is at 135; compared to its 52-week range of 63 to 176. Call put ratio 117 calls to 1 put.

AdvisorShares Pure US Cannabis ETF (MSOS) 30-day option implied volatility is at 66; compared to its 52-week range of 35 to 87. Call put ratio 4.6 calls to 1 put.

Leafly Holdings, Inc. (LFLY) 30-day option implied volatility is at 127; compared to its 52-week range of 5 to 487. Call put ratio 17 calls to 1 put.

LNG calls active

Cheniere Energy (LNG) 30-day option implied volatility is at 37; compared to its 52-week range of 25 to 48. Call put ratio 6 calls to 1 put with focus on April and May 145 calls.

Straddle prices for stocks expected to report quarterly results

Dave & Busters (PLAY) April weekly 44 straddle priced for a move of +/- 12% into the expected release of quarter results after the bell on March 28.

TPG (TPG) April 30 straddle priced for a move of +/- 14% into the expected release of quarter results on March 28.

XPeng (XPEV) April weekly 29 straddle priced for a move of +/- 14% into the expected release of quarter results on March 28.

Chewy (CHWY) April weekly 46 straddle priced for a move of +/- 17% into the expected release of quarter results after the bell on March 29.

Lululemon (LULU) April weekly 317 straddle priced for a move of +/- 9% into the expected release of quarter results after the bell on March 29.

Micron (MU) April weekly 78 straddle priced for a move of +/- 9% into the expected release of quarter results after the bell on March 29.

Options with decreasing option implied volatility: MTTR CWEB SST FDX PARA KWEB BIDU FXI IMPP
Increasing unusual option volume: MOMO COOK MULN MESO HMHC
Increasing unusual call option volume: MULN MESO SSRM BXMT LICY XRX
Increasing unusual put option volume: MOMO BGS LICY GDS EQT EWG PAGS
Popular stocks with increasing volume: AMC CLF AAL NKLA GME F PLTR SOFI
Active options: NVDA AAPL TSLA AMD AMC FB INTC NIO UBER BABA CLF AAL AMZN NKLA GME F MSFT MU PLTR SOFI
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $112, natural gas mixed, gold at $1957 an ounce