Pre-Market IV Report March 29, 2022

Pre-Market IV Report March 29, 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: BRCC ZIM FCEL SNDL NILE PROG BB NEGG AMC GME SST TLRY CGC IRBT

Stocks expected to have increasing option volume: MU LULU PLAY

Options active into end of month and quarter

Tesla (TSLA) April weekly call option implied volatility is at 67, April is at 63; compared to its 52-week range of 35 to 84. Call put ratio 1.8 calls to 1 put.

AMC Entertainment (AMC) April weekly call option implied volatility is at 340, April is at 240; compared to its 52-week range of 95 to 436. Call put ratio 2.3 calls to 1 put with focus on April weekly calls as shares rally.

GameStop (GME) April weekly call option implied volatility is at 255, April is at 190; compared to its 52-week range of 69 to 257. Call put ratio 2.5 calls to 1 put April weekly calls.

Option implied volatility for Home-Building Stocks as shares near low end of range

PulteGroup (PHM) 30-day option implied volatility is at 39; compared to its 52-week range of 27 to 51.

Toll Brothers (TOL) 30-day option implied volatility is at 40; compared to its 52-week range of 29 to 53.

Beazer Homes (BZH) 30-day option implied volatility is at 53; compared to its 52-week range of 40 to 66.

Lennar (LEN) 30-day option implied volatility is at 38; compared to its 52-week range of 26 to 55.

D.R. Horton (DHI) 30-day option implied volatility is at 40; compared to its 52-week range of 27 to 50.

Ishares U.S. Home Construction Etf (ITB) 30-day option implied volatility is at 34; compared to its 52-week range of 21 to 43. Call put ratio 1 call to 5.8 puts.

Straddle prices for stocks expected to report quarterly results

Micron (MU) April weekly 78 straddle priced for a move of +/- 9% into the expected release of quarter results today after the bell. Call put ratio 2.2 calls to 1 put.

Lululemon (LULU) April weekly 330 straddle priced for a move of +/- 8% into the expected release of quarter results today after the bell.

Chewy (CHWY) April weekly 49 straddle priced for a move of +/- 18% into the expected release of quarter results today after the bell.

Lovesac (LOVE) April 45 straddle priced for a move of +/- 20% into the expected release of quarter results today.

PVH (PVH) April 85 straddle priced for a move of +/- 12% into the expected release of quarter results today after the bell.

RH (RH) April weekly 367 straddle priced for a move of +/- 14% into the expected release of quarter results today.

Five Below (FIVE) April weekly 165 straddle priced for a move of +/- 12% into the expected release of quarter results before the bell on March 30.

Paychex (PAYX) April weekly 130 straddle priced for a move of +/- 5.5% into the expected release of quarter results before the bell on March 30. Call put ratio 22 to 1 put.

BlackBerry (BB) April weekly 7.5 straddle priced for a move of +/- 14.5% into the expected release of quarter results on March 31. Call put ratio 15 calls to 1 put.

Autodesk (ADSK) 30-day option implied volatility is at 34; compared to its 52-week range of 24 to 60 into hosting a virtual investor meeting on March 29.

SolarEdge (SEDG) 30-day option implied volatility is at 63; compared to its 52-week range of 42 to 85 into hosting a virtual investor meeting on March 29.

Crane (CR) 30-day option implied volatility is at 28; compared to its 52-week range of 23 to 48 into hosting a virtual investor meeting on March 30.

SunPower (SPWR) 30-day option implied volatility is at 70; compared to its 52-week range of 58 to 94 into hosting a analyst day on March 31.

Options with decreasing option implied volatility: JD FXI BIDU IMPP DRIP PAGS POLY
Increasing unusual option volume: CLVR HMHC MULN NILE NEGG
Increasing unusual call option volume: CLVR MULN RL NILE NEGG MRIN
Increasing unusual put option volume: UMC JEF HPQ EWJ
Popular stocks with increasing volume: AMC SNOW RL GME F BAC TLRY
Active options: AMC TSLA AAPL NVDA AMD TLRY MSFT FB GME SNDL NIO F AMZN ET HYMC QS BAC MARA MU BABA