Pre-Market IV Report March 31, 2021

Pre-Market IV Report March 31, 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: GILD BFT BB UPS NFLX KWEB BOX TAL MP HL VTRS MU LULU KMX PVH

Stocks expected to have increasing option volume: MU LULU PVH CHWY BB FCTH VIPS GSX DISCA BIDU VIAC TME GSX

Micron (MU) April weekly option implied volatility is at 92, April is at 50; compared to its 52-week range of 38 to 77 into the expected release of quarter results today after the bell. Call put ratio 1.3 calls to 1 put.

IV into for movers into end of quarter

Snap (SNAP) 30-day option implied volatility is at 78; compared to its 52-week range of 48 to 119. Call put ratio 3.3 calls to 1 put.

DoorDash (DASH) 30-day option implied volatility is at 66; compared to its 52-week range of 63 to 118 into Deliveroo falling as much as 30% into its trading debut in London.

Option implied volatility for Industrial Metals amid active option volume into end of quarter

ArcelorMittal (MT) 30-day option implied volatility is at 47; compared to its 52-week range of 43 to 99
Nucor (NUE) 30-day option implied volatility is at 40; compared to its 52-week range of 30 to 73

Steel Dynamics (STLD) 30-day option implied volatility is at 47; compared to its 52-week range of 36 to 89

TimkenSteel (TMST) 30-day option implied volatility is at 91; compared to its 52-week range of 8 to 208

U.S. Steel (X) 30-day option implied volatility is at 94; compared to its 52-week range of 60 to 123

Cleveland-Cliffs (CLF) 30-day option implied volatility is at 77; compared to its 52-week range of 55 to 126

Freeport-McMoran (FCX) 30-day option implied volatility is at 57; compared to its 52-week range of 45 to 122

Southern Copper (SCCO) 30-day option implied volatility is at 18; compared to its 52-week range of 18 to 71

Ishares Silver Trust (SLV) 30-day option implied volatility is at 32; compared to its 52-week range of 28 to 79

Wheaton Precious Metals Corp. (WPM) 30-day option implied volatility is at 40; compared to its 52-week range of 36 to 71

Vale S.A. (VALE) 30-day option implied volatility is at 41; compared to its 52-week range of 36 to 95

Rio Tinto plc (RIO) 30-day option implied volatility is at 32; compared to its 52-week range of 27 to 72

BHP Billiton Ltd. (BHP) 30-day option implied volatility is at 30; compared to its 52-week range of 27 to 76

United States Oil Fund (USO) April weekly call option implied volatility is at 59, April is at 40; compared to its 52-week range of 29 to 248 into OPEC+ meeting on April 1.

Straddle prices into release of quarter results this week

Dave & Busters (PLAY) April weekly 47 straddle priced for a move of 13% into the expected release of quarter results today

Micron (MU) April weekly 86.50 straddle priced for a move of 7% into the expected release of quarter results today after the bell

Walgreens Boots Alliance (WBA) April weekly 53 straddle priced for a move of 5.5% into the expected release of quarter results today

CarMax (KMX) April weekly 136 straddle priced for a move of 6.5% into the expected release of quarter results before the bell on April 1

Options with decreasing option implied volatility: PBR CCIV VIAC WKHS RKT HGEN MX HOME
Options with increasing option implied volatility: GILD BFT BB UPS NFLX KWEB VIAC BOX TAL MP HL VTRS
Stocks expected to have increasing option volume: MU LULU PVH CHWY BB FCTH VIPS GSX DISCA BIDU VIAC TME GSX

Increasing unusual option volume: BBL CS KTOS QD VIPS BHP DISCA VIAC SOS MARA
Increasing unusual call option volume: UNIT KTOS VIPS BHP VIAC DISCA TME ASO WPM
Increasing unusual put option volume: QD GOEV TME TAL DISCA VIPS
Popular stocks with increasing volume: X AMC F GM VIAC
Active options: TSLA AAPL VIAC NIO PLTR FB AMD BIDU X BAC SOS GME AAL AMC MSFT F WFC GE MARA GM
Global S&P Futures recently mixed, Nikkei down 0.6%, DAX mixed, WTI Crude oil recently at $60.98, natural gas mixed, gold at $1686 an ounce