Pre-Market IV Report May 10, 2021

Pre-Market IV Report May 10, 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: ATOS UWMC DBX DIS CLOV NVAX ARKK AMAT SSSS AFRM CGC BIIB SFIX EQX IPOF

Stocks expected to have increasing option volume: RBLX PLTR DASH ABNB BMBL LMND BABA SPG MAR TSN EA DIS PANW CYBK FEYE COIN

Option implied volatility for Industrial metal companies as share prices trend higher

Freeport-McMoran (FCX) 30-day option implied volatility is at 47; compared to its 52-week range of 45 to 73 as cooper prices trend higher.

Southern Copper (SCCO) 30-day option implied volatility is at 39; compared to its 52-week range of 47 to 194 as cooper prices trend higher.

Vale S.A. (VALE) 30-day option implied volatility is at 39; compared to its 52-week range of 27 to 43 as commodity prices trend higher.

Rio Tinto plc (RIO) 30-day option implied volatility is at 28; compared to its 52-week range of 21 to 115 as commodity prices trend higher.

BHP Billiton Ltd. (BHP) 30-day option implied volatility is at 27; compared to its 52-week range of 25 to 46 as commodity prices trend higher.

U.S. Steel (X) 30-day option implied volatility is at 64; compared to its 52-week range of 60 to 108. Call put ratio 2.9 calls to 1 put.

Cleveland-Cliffs (CLF) 30-day option implied volatility is at 61; compared to its 52-week range of 55 to 108. Call put ratio 4.1 calls to 1 put.

Nucor (NUE) 30-day option implied volatility is at 38; compared to its 52-week range of 30 to 56. Call put ratio 2.8 calls to 1 put.

Cybersecurity option implied volatility into cyber attack on US fuel lines

Check Point (CHKP) 30-day option implied volatility is at 20; compared to its 52-week range of 20 to 41 into cyber attack on US fuel lines.

F5 Networks (FFIV) 30-day option implied volatility is at 26; compared to its 52-week range of 24 to 55 into cyber attack on US fuel lines.

FireEye (FEYE) 30-day option implied volatility is at 37; compared to its 52-week range of 41 to 101 into cyber attack on US fuel lines.

Proofpoint (PFPT) 30-day option implied volatility is at 10; compared to its 52-week range of 6 to 60 into cyber attack on US fuel lines.

Palo Alto Networks (PANW) 30-day option implied volatility is at 37; compared to its 52-week range of 25 to 53 into cyber attack on US fuel lines.

Fortinet (FTNT) 30-day option implied volatility is at 30; compared to its 52-week range of 30 to 60 into cyber attack on US fuel lines.

CyberArk Software (CYBR) 30-day option implied volatility is at 35; compared to its 52-week range of 34 to 72 into cyber attack shuts major US pipeline system

Rapid7 (RPD) 30-day option implied volatility is at 34; compared to its 52-week range of 34 to 64 into cyber attack on US fuel lines.

Palo Alto Networks (PANW) 30-day option implied volatility is at 25; compared to its 52-week range of 25 to 53 into cyber attack on US fuel lines.

Qualys (QLYS) 30-day option implied volatility is at 35; compared to its 52-week range of 34 to 71 into cyber attack on US fuel lines.

SolarWinds (SWI) 30-day option implied volatility is at 34; compared to its 52-week range of 35 to 183 into cyber attack on US fuel lines.

Rapid7 (RPD) 30-day option implied volatility is at 34; compared to its 52-week range of 34 to 65 into cyber attack on US fuel lines.

Tenable Holdings (TENB) 30-day option implied volatility is at 38; compared to its 52-week range of 39 to 75 into cyber attack on US fuel lines.

Zscaler (ZS) 30-day option implied volatility is at 58; compared to its 52-week range of 42 to 98

Microsoft (MSFT) 30-day option implied volatility is at 20; compared to its 52-week range of 21 to 49 into cyber attack shuts major US pipeline system.

Energy Select Sector SPDR ETF (XLE) 30-day option implied volatility is at 28; compared to its 52-week range of 29 to 70 into cyber attack shuts major US pipeline system.

SPDR S&P Oil & Gas Exploration & Production Etf (XOP) 30-day option implied volatility is at 42; compared to its 52-week range of 42 to 80 into cyber attack shuts major US pipeline system.

Straddle prices for stocks expected to release results this week

Marriott (MAR) May weekly 147 straddle priced for a move of +/- 5% into the expected release of quarter results today before the bell.

Novavax (NVAX) May weekly 175 straddle priced for a move of +/- 19% into the expected release of quarter results today after the bell.

Occidental Petroleum (OXY) May weekly 27 straddle priced for a move of +/- 6% into the expected release of quarter results today after the bell.

3D System (DDD) May weekly 19 straddle priced for a move of +/- 13% into the expected release of quarter results today after the bell

Riot Blockchain (RIOT) May weekly 33 straddle priced for a move of +/- 14% into the expected release of quarter results today.

Simon Property (SPG) May 125 straddle priced for a move of +/- 6% into the expected release of quarter results today after the bell.

SmileDirect (SDC) May weekly 8 straddle priced for a move of +/- 9% into the expected release of quarter results today after the bell.

Workhorse (WKHS) May weekly 9.5 straddle priced for a move of +/- 17% into the expected release of quarter results today

Roblox (RBLX) May weekly 68 straddle priced for a move of +/- 12% into the expected release of quarter results after the bell on May 10.

Electronic Arts (EA) May weekly 142 straddle priced for a move of +/- 7% into the expected release of quarter results into the expected release of quarter results after the bell on May 11.

FuboTV (FUBO) May weekly 17.50 straddle priced for a move of +/- 16% into the expected release of quarter results into the expected release of quarter results after the bell on May 11.

Hanesbrands (HBI) May weekly 22.50 straddle priced for a move of +/- 8% into the expected release of quarter results into the expected release of quarter results before the bell on May 11.

Unity Software (U) May 90 straddle priced for a move of +/- 12% into the expected release of quarter results into the expected release of quarter results after the bell on May 11.

Chesapeake Energy (CHK) May 50 straddle priced for a move of +/- 10% into the expected release of quarter results into the expected release of quarter results on May 11.

Palantir (PLTR) May weekly 20 straddle priced for a move of +/- 12% into the expected release of quarter results before the bell on May 11.

Lemonade (LMND) May weekly 79 straddle priced for a move of +/- 14% into the expected release of quarter results before the bell on May 12.

Bumble (BMBL) May 60 straddle priced for a move of +/- 14% into the expected release of quarter results after the bell on May 12.

Options with decreasing option implied volatility: FSLY EBAY GOTU VIAC NUAN
Options with increasing option implied volatility: ATOS UWMC DBX DIS CLOV NVAX ARKK AMAT SSSS AFRM CGC BIIB SFIX EQX IPOF
Stocks expected to have increasing option volume: RBLX PLTR DASH ABNB BMBL LMND BABA SPG MAR TSN EA DIS PANW CYBK FEYE COIN
Increasing unusual option volume: ET MET DBA JCI SCCO SHAK SCCO CVE CARR MGIB BGFV
Increasing unusual call option volume: CG DBA ET WW
Increasing unusual put option volume: PTON OCGN VXRT BYND TGTX JCI BGS WOOF
Popular stocks with increasing volume: PTON TLRY ROKU SQ
Active options: TSLA AAPL ET PLTR AMZN PTON NIO AMD MSFT DKNG FCX NOK UBER TLRY FB AMC ROKU SQ BAC BABA
Global S&P Futures recently mixed in the premarket, Nikkei up 0.5%, DAX mixed, WTI Crude oil recently at $65.30, natural gas mixed, gold at $1834 an ounce