Pre-Market IV Report March 4, 2022

Pre-Market IV Report March 4, 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 BKLN WEAT USO GPS BP GLD XME BKLN RIVN

Stocks expected to have increasing option volume: GPS SG FNKO MRVL COST

Option IV up into North America planting season and Russia

Teucrium Wheat Fund (WEAT) 30-day option implied volatility is at 140; compared to its 52-week range of 23 to 126. Call put ratio 8.6 calls to 1 put.

Teucrium Corn Fund (CORN) 30-day option implied volatility is at 50; compared to its 52-week range of 21 to 49. Call put ratio 36 calls to 1 put.

Teucrium Soybean Fund (SOYB) 30-day option implied volatility is at 31; compared to its 52-week range of 17 to 35. Call put ratio 7 calls to 1 put.

The Mosaic Company (MOS) 30-day option implied volatility is at 57; compared to its 52-week range of 36 to 65.

Intrepid Potash (IPI) 30-day option implied volatility is at 93; compared to its 52-week range of 63 to 100.

United States Oil Fund (USO) 30-day option implied volatility is at 62; compared to its 52-week range of 28 to 59 amid WTI Crude oil trades above $108.

Market Vectors Oil Services Etf (OIH) 30-day option implied volatility is at 53; compared to its 52-week range of 38 to 57.

United States Natural Gas (UNG) 30-day option implied volatility is at 55; compared to its 52-week range of 30 to 219 as natural gas prices are near upper end of range

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 41; compared to its 52-week range of 26 to 45.

Ishares Silver Trust (SLV) 30-day option implied volatility is at 33; compared to its 52-week range of 23 to 38. Call put ratio 3.5 calls to 1 put.

Freeport-McMoran (FCX) 30-day option implied volatility is at 55; compared to its 52-week range of 41 to 64.

Alcoa (AA) 30-day option implied volatility is at 73; compared to its 52-week range of 49 to 74.

U.S. Steel (X) 30-day option implied volatility is at 68; compared to its 52-week range of 49 to 108.

Coinbase (COIN) 30-day option implied volatility is at 78; compared to its 52-week range of 45 to 93.

Ishares Msci Germany Etf (EWG) 30-day option implied volatility is at 41; compared to its 52-week range of 13 to 36. Call put ratio 1 call to 3.5 puts.

Apple (AAPL) 30-day option implied volatility is at 30; compared to its 52-week range of 19 to 41 into hosting its annual spring product launch event on March 8. Call put ratio 2 calls to 1 put.

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

Alibaba (BABA) 30-day option implied volatility is at 61; compared to its 52-week range of 24 to 83

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 63; compared to its 52-week range of 28 to 72. Call put ratio 1 call to 1.4 puts.

Straddle prices for stocks expected to report quarterly results

Ciena (CIEN) March weekly 69 straddle priced for a move of +/- 11% into the expected release of quarter results on March 7.

Bumble (BMBL) March 20 straddle priced for a move of +/- 19% into the expected release of quarter results after the bell on March 8.

Intrepid Potash (IPI) March 60 straddle priced for a move of +/- 13% into the expected release of quarter results after the bell on March 8.

XPeng (XPEV) March weekly 31 straddle priced for a move of +/- 10% into the expected release of quarter results on March 8.

Rivian Automotive (RIVN) March weekly 51 straddle priced for a move of +/- 19% into the expected release of quarter results on March 10.

Options with decreasing option implied volatility: KSS SNAP NFLX FL FB
Increasing unusual option volume: FEZ WEAT MULN GILD UAN CORN
Increasing unusual call option volume: WEAT MULN UAN CORN DBA CHK
Increasing unusual put option volume: FEZ INDA BMBL RSX EWU SNOW
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 down 2%, DAX mixed, WTI Crude oil recently at $108, natural gas mixed, gold at $1937 an ounce