Pre-Market IV Report March 30, 2022

Pre-Market IV Report March 30, 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 NEGG MVIS TLRY HOOD CGC IRBT

Stocks expected to have increasing option volume: MU LULU PAYX FIVE CHWY RH PVH BB

Options active into end of month and quarter

Robinhood (HOOD) 30-day option implied volatility is at 105; compared to its 52-week range of 51 to 226. Call put ratio 4.1 calls to 1 put.

Block (SQ) 30-day option implied volatility is at 62; compared to its 52-week range of 35 to 106.

PayPal (PYPL) 30-day option implied volatility is at 42; compared to its 52-week range of 24 to 62. Call put ratio 3.1 calls to 1 put.

Affirm Holdings (AFRM) 30-day option implied volatility is at 91; compared to its 52-week range of 60 to 134.

Tesla (TSLA) April weekly call option implied volatility is at 57, April is at 58; compared to its 52-week range of 35 to 84. Call put ratio 1.5 calls to 1 put.

AMC Entertainment (AMC) April weekly call option implied volatility is at 280, April is at 220; compared to its 52-week range of 95 to 436. Call put ratio 2 calls to 1 put with focus on April weekly calls as shares rally.

GameStop (GME) April weekly call option implied volatility is at 225, April is at 186; compared to its 52-week range of 69 to 257. Call put ratio 2.6 calls to 1 put April weekly calls.

Straddle prices for stocks expected to report quarterly results

Five Below (FIVE) April weekly 170 straddle priced for a move of +/- 9% into the expected release of quarter results today before the bell.

Paychex (PAYX) April 130 straddle priced for a move of +/- 6% into the expected release of quarter results today before the bell. Call put ratio 3 to 1 put.

BlackBerry (BB) April weekly 7.5 straddle priced for a move of +/- 15% into the expected release of quarter results on March 31. Call put ratio 10 calls to 1 put.

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 today.

SunPower (SPWR) 30-day option implied volatility is at 68; compared to its 52-week range of 58 to 94 into hosting a analyst day on March 31. Call put ratio 3.1 calls to 1 put.

Options with decreasing option implied volatility: PAGS WE TCOM DRI ASO ADBE VTRS
Increasing unusual option volume: CLVR HMHC PTEN FIS MULN
Increasing unusual call option volume: CLVR FIS PTEN TRP KTOS HLT
Increasing unusual put option volume: GNUS NTR ALTO BEN PLAY BLL
Popular stocks with increasing volume: HOOD MU AMC RL GME TLRY
Active options: AAPL AMC TSLA HOOD NVDA AMD F FB SOFI TLRY MSFT GME PLTR MU SNDL UBER SPCE LCID BAC NIO
Global S&P Futures mixed in premarket, Nikkei lower, DAX down 1%, WTI Crude oil recently at $106, natural gas mixed, gold at $1928 an ounce