Pre-Market IV Report March 5, 2021

Pre-Market IV Report March 5, 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: HYG PSTH COST UWMC XL ARKG BIDU CLOV PDD TEVA INO AMRN HL

Stocks expected to have increasing option volume: COST CGSP CLGX SPLK GPS AVGO SDC WORK

Option volume implied volatility and rates ticks higher as shares offered into February jobs report

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 33; compared to its 52-week range of 21 to 79.

Tesla (TSLA) 30-day option implied volatility is at 78; compared to its 52-week range of 54 to 154.

Microsoft (MSFT) 30-day call option implied volatility is at 31; compared to its 52-week range of 23 to 90.

Apple (AAPL) 30-day option implied volatility is at 39; compared to its 52-week range of 25 to 90.

Facebook (FB) 30-day call option implied volatility is at 38; compared to its 52-week range of 29 to 82.

Netflix (NFLX) 30-day option implied volatility is at 39; compared to its 52-week range of 33 to 99.

Alphabet (GOOGL) 30-day option implied volatility is at 33; compared to its 52-week range of 24 to 75.

Amazon.com (AMZN) 30-day option implied volatility is at 33; compared to its 52-week range of 23 to 69.

Salesforce.com (CRM) 30-day option implied volatility is at 35; compared to its 52-week range of 29 to 97.

Peloton (PTON) 30-day option implied volatility is at 76; compared to its 52-week range of 63 to 158.

Shopify (SHOP) 30-day option implied volatility is at 56; compared to its 52-week range of 46 to 124.

Datadog, Inc. (DDOG) 30-day option implied volatility is at 62; compared to its 52-week range of 52 to 94.

ARK Innovation (ARKK) 30-day option implied volatility is at 67; compared to its 52-week range of 33 to 150. Call put ratio 1 call to 2.5 puts.

Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility is at 27; compared to its 52-week range of 22 to 111.

Energy Select Sector SPDR ETF (XLE) 30-day option implied volatility is at 41; compared to its 52-week range of 26 to 131. Call put ratio 3.1 calls to 1 put as WTI crude oil near 14-month high.

SPDR S&P Oil & Gas Exploration & Production Etf (XOP) 30-day option implied volatility is at 52; compared to its 52-week range of 41 to 190. Call put ratio 2.1 calls to 1 put as WTI crude oil near 14-month high.

Straddle prices into quarter results next week

Microvision (MVIS) March 13 straddle priced for a move of 32% into the expected release of quarter results on March 8

Revlon (REV) March 10 straddle priced for a move of 38% into the expected release of quarter results on March 8

Stitch Fix (SFIX) March weekly 70 straddle priced for a move of 29% into the expected release of quarter results after the bell on March 8

XPeng (XPEV) March weekly 29 straddle priced for a move of 16% into the expected release of quarter results before the bell on March 8

H&R Block (HRB) March 20 straddle priced for a move of 10% into the expected release of quarter results after the bell on March 9

Dicks Sporting Goods (DKS) March weekly 70 straddle priced for a move of 14% into the expected release of quarter results before the bell on March 9

AMC Entertainment (AMC) March weekly 8 straddle priced for a move of 29% into the expected release of quarter results before the bell on March 10

Campbell Soup (CPB) March weekly 46 straddle priced for a move of 5% into the expected release of quarter results before the bell on March 10

Bumble (BMBL) March 60 straddle priced for a move of 16% into the expected release of quarter results before the bell on March 10

Fossil (FOSL) March weekly 16 straddle priced for a move of 16% into the expected release of quarter results on March 10

Oracle (ORCL) March weekly 65.50 straddle priced for a move of 6.5% into the expected release of quarter results after the bell on March 10

JD.COM (JD) March weekly 91 straddle priced for a move of 9% into the expected release of quarter results on March 11

Vail Resorts (MTN) March straddle 300 priced for a move of 8% into the expected release of quarter results after the bell on March 11

Options with decreasing option implied volatility: BBBY AMC LUMN TLRY SIRI WKHS
Increasing option volume: FPRX TIP YPF DNN APPH SOS SKT
Increasing unusual call option volume: YPF DNN FPRX CYH SFL SOS
Increasing unusual put option volume: SOS SLM IWN TSEM APPH PFF TPGY GNUS ARKK
Popular stocks with increasing volume: GE NIO XOM F CCL
Active options: AAPL TSLA PLTR NIO GE GME AMC RKT FB AMD BA AMZN XOM F BAC MSFT CCIV SOS CCL DKNG
Global S&P Futures recently mixed, Nikkei mixed, DAX mixed to lower, WTI Crude oil recently at $64.65, natural gas mixed, gold at $1691 an ounce