Pre-Market IV Report March 9, 2021

Pre-Market IV Report March 9, 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: CHPT NNDM XL HYG NNDM XPEV VIXY AUPH NLY KPTI TSLA TIGR

Stocks expected to have increasing option volume: QQQ SPY SMH XLF AAPL TSLA SFIX DKS T GE

Tech up in premarket after pull back

Apple (AAPL) 30-day option implied volatility is at 40; compared to its 52-week range of 25 to 90. Call put ratio 2.3 calls to 1 put.

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

Facebook (FB) 30-day option implied volatility is at 39; compared to its 52-week range of 29 to 82.

Netflix (NFLX) 30-day option implied volatility is at 40; 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 34; compared to its 52-week range of 23 to 69.

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 43; compared to its 52-week range of 27 to 91.

Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility is at 27; compared to its 52-week range of 22 to 111. Call put ratio 4.4 calls to 1 put.

SPDR S&P Retail ETF (XRT) 30-day option implied volatility is at 46; compared to its 52-week range of 20 to 118. Call put ratio 2.8 calls to 1 put.

Movers

GameStop (GME) 30-day option implied volatility is at 355; compared to its 52-week range of 78 to 554. Call put ratio 1.6 calls to 1 put with a focus on March weekly 400, 500, 600, 700 and 800 calls as shares closed at $194.50.

DraftKings (DKNG) March weekly call option implied volatility is at 85, March is at 76; compared to its 52-week range of 62 to 143. Call put ratio 3.1 calls to 1 put into hosting a virtual investor meeting today.

Telephone & Data Systems (TDS) 30-day option implied volatility is at 45; compared to its 52-week range of 35 to 120 after Citi said DISH Network (DISH) could pursue a deal for Telephone & Data Systems (TDS), or U.S. Cellular (USM). Call put ratio 67 calls to 1 put with focus on March 22.50 calls.

U.S. Cellular (USM) 30-day option implied volatility is at 47; compared to its 52-week range of 31 to 97. Call put ratio 46 calls to 1 put with focus on April 35 calls.

Straddle prices for stocks expected to report quarterly results this week

H&R Block (HRB) March 20 straddle priced for a move of 8% into the expected release of quarter results today after the bell

Dicks Sporting Goods (DKS) March weekly 76.50 straddle priced for a move of 11% into the expected release of quarter results today before the bell

AMC Entertainment (AMC) March weekly 8 straddle priced for a move of 28% into the expected release of quarter results before the bell on March 10

Campbell Soup (CPB) March weekly 47.50 straddle priced for a move of 5.5% 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 18 straddle priced for a move of 15% into the expected release of quarter results on March 10

Oracle (ORCL) March weekly 72 straddle priced for a move of 5.5% into the expected release of quarter results after the bell on March 10

JD.COM (JD) March weekly 85 straddle priced for a move of 8.5% into the expected release of quarter results on March 11

Ulta Beauty (ULTA) March straddle 345 priced for a move of 8.5% into the expected release of quarter results after the bell on March 11

DocuSign (DOCU) March weekly 192.50 straddle priced for a move of 10% into the expected release of quarter results after the bell on March 11

Vail Resorts (MTN) March straddle 330 priced for a move of 8% into the expected release of quarter results after the bell on March 11

Intellia Therapeutics (NTLA) 30-day option implied volatility is at 104; compared to its 52-week range of 56 to 146. Call put ratio 2.7 calls to 1 put.

InVitae (NVTA) 30-day option implied volatility is at 120; compared to its 52-week range of 64 to 169. Call put ratio 2.9 calls to 1 put.

Iovance Biotherapeutics (IOVA) 30-day option implied volatility is at 79; compared to its 52-week range of 58 to 194.

Options with decreasing option implied volatility: RKT AMC NOK LUMN BBBY MIK ENDP FSR
Increasing option volume: PAYA OMC MBI IWN LKQ IWN BLDR USM TDS
Increasing unusual call option volume: MBI IWN BLDR TDS EXPR FOXA
Increasing unusual put option volume: SLM IWN ZTO ASHR KWEB TME
Popular stocks with increasing volume: GME GE F XOM RKT WKHS
Active options: AAPL TSLA NIO GE PLTR GME AMC AMD DIS F T FB AMZN NVDA MSFT AAL XOM RKT BAC WKHS
Global S&P Futures recently up 0.5%, Nikkei up 0.9%, DAX up 0.3%, WTI Crude oil recently at $65.32, natural gas mixed, gold at $1700 an ounce