Pre-Market IV Report March 31, 2022

Pre-Market IV Report March 31, 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 SNDL NILE VXX BB NFLX CLVR ACB FB NILE NEGG MVIS TLRY TWTR

Stocks expected to have increasing option volume: BB SPY QQQ RUT IWM

Option IV into last day of month & quarter

The FANG internet platform stocks have rallied by more than 24% since a low on March 24.

Meta Platforms (FB) 30-day option implied volatility is at 45; compared to its 52-week range of 21 to 51.

Apple (AAPL) 30-day option implied volatility is at 28; compared to its 52-week range of 19 to 41.

Netflix (NFLX) 30-day option implied volatility is at 50; compared to its 52-week range of 21 to 53. Call put ratio 1.9 calls to 1 put.

Alphabet (GOOG) 30-day option implied volatility is at 30; compared to its 52-week range of 18 to 41.

Amazon (AMZN) 30-day option implied volatility is at 34; compared to its 52-week range of 19 to 54.

Microsoft (MSFT) 30-day option implied volatility is at 27; compared to its 52-week range of 16 to 46.

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 16; compared to its 52-week range of 11 to 32. Call put ratio 1 call to 1.4 puts.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 23; compared to its 52-week range of 14 to 38. Call put ratio 1 call to 2.2 puts.

Russell 2000 ETF (RUT) 30-day option implied volatility is at 23; compared to its 52-week range of 18 to 38. Call put ratio 1 call to 1.5 puts.

Straddle prices for stocks expected to report quarterly results

BlackBerry (BB) April weekly 7.5 straddle priced for a move of +/- 14% into the expected release of quarter results on March 31. Call put ratio 3.8 calls to 1 put.

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 today. Call put ratio 2.3 calls to 1 put.

GLOBALFOUNDRIES Inc (GFS) 30-day option implied volatility is at 73; compared to its 52-week range of 60 to 108. Call put ratio 1.5 calls to 1 put after shares pull back.

Options with decreasing option implied volatility: FXI PDD JD BIDU IMPP CHWY
Increasing unusual option volume: MULN HMHC CLVR KNX AKBA UNIT ET LAC
Increasing unusual call option volume: MULN CLVR UNIT PVH DNUT
Increasing unusual put option volume: FREY IVV BEN DLR GDS INDA RH
Popular stocks with increasing volume: TLRY SOFI HOOD F PYPL PLTR
Active options: AAPL TSLA AMD AMC NIO MU NVDA ET TLRY SOFI FB MSFT SNDL BABA HOOD BAC F MULN PYPL PLTR
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $103, natural gas mixed to lower, gold at $1931 an ounce