Pre-Market IV Report March 3, 2022

Pre-Market IV Report March 3, 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: DWAC RSX DOCU VRM WEAT CEI USO IPOF CEI SPY DIA AXP

Stocks expected to have increasing option volume: SNOW AEO AI CHPT BOX BBY BURL BJ KR COST

IV into events

AT&T (T) 30-day option implied volatility is at 29; compared to its 52-week range 15 to 32 into AT&T’s March 11 analyst day.

Apple (AAPL) 30-day option implied volatility is at 29; compared to its 52-week range of 19 to 41 into hosting its annual spring product launch event on March 8.

Option IV amid Russia events

JPMorgan (JPM) 30-day option implied volatility is at 36; compared to its 52-week range of 19 to 41.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 62; compared to its 52-week range of 28 to 72. Call put ratio 1 call to 1.3 puts.

United States Oil Fund (USO) 30-day option implied volatility is at 59; compared to its 52-week range of 28 to 59 amid WTI Crude oil trades above $114.

United States Natural Gas (UNG) 30-day option implied volatility is at 57; compared to its 52-week range of 30 to 219 as natural gas is up 2.4%. Call put ratio 4.4 calls to 1 put.

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 40; compared to its 52-week range of 26 to 45 as gold is mixed at $1930.

Ishares Silver Trust (SLV) 30-day option implied volatility is at 33; compared to its 52-week range of 23 to 39 as silver is mixed at $25.39.

Coinbase (COIN) 30-day option implied volatility is at 74; compared to its 52-week range of 45 to 93.

Ishares Msci Germany Etf (EWG) 30-day option implied volatility is at 37; compared to its 52-week range of 13 to 33.

Straddle prices for stocks expected to report quarterly results

Gap, Inc. (GPS) March weekly 14.5 straddle priced for a move of +/- 17% into the expected release of quarter results today after the bell.

Best Buy (BBY) March weekly 101 straddle priced for a move of +/- 12% into the expected release of quarter results today before the bell.

Broadcom (AVGO) March weekly 585 straddle priced for a move of +/- 6.5% into the expected release of quarter results today after the bell.

Costco (COST) March weekly 527 straddle priced for a move of +/- 4.5% into the expected release of quarter results today.

Kroger (KR) March weekly 49 straddle priced for a move of +/- 8.5% into the expected release of quarter results today before the bell.

Marvell Technology (MRVL) March weekly 67.5 straddle priced for a move of +/- 13% into the expected release of quarter results today after the bell.

Options with decreasing option implied volatility: SNAP RUSL NFLX FL FB
Increasing unusual option volume: MULN FEZ WEAT NYMT MFA
Increasing unusual call option volume: MULN NYMT MFA WEAT MRCY
Increasing unusual put option volume: FEZ IVZ SPGI BKLN
Popular stocks with increasing volume: XOM PARA JWN OXY PLTR
Active options: TSLA AAPL F AMD SOFI NVDA AMC FB BAC MSFT C PLTR INTC MU XOM JWN OXY NIO PARA JPM
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $114, natural gas up 2%, gold at $1940 an ounce