Pre-Market IV Report May 10, 2022

Pre-Market IV Report May 10, 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: COIN MSTR PLTK MARA RIOT QQQ XLE AMZN COST SNDL BBIG

Stocks expected to have increasing option volume: UPST NVAX SDC BHC FROG GDRX COIN RIVN PLUG GRPN LMND XPO ZNGA AMC JD BABA NFLX BHC PTON UPST AFRM PYPL SQ UBER

Share price and Option IV Movers

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 85; compared to its 52-week range of 27 to 86. Call put ratio 1 call to 1 put.

Palantir (PLTR) 30-day option implied volatility is at 93; compared to its 52-week range of 42 to 102.

Rivian Automotive (RIVN) 30-day option implied volatility is at 124; compared to its 52-week range of 70 to 176. Call put ratio 1 call to 2.6 puts into expected release of quarter results on May 11.

Coinbase (COIN) 30-day option implied volatility is at 140; compared to its 52-week range of 45 to 141 into the expected release of quarter results today. Call put ratio 1 call to 2 puts.

Peloton (PTON) 30-day option implied volatility is at 152; compared to its 52-week range of 50 to 152 into the expected release of quarter results today. Call put ratio 1 call to 1.6 puts.

Carvana Co. (CVNA) 30-day option implied volatility is at 153; compared to its 52-week range of 37 to 153. Call put ratio 1 call to 2.8 puts.

DraftKings (DKNG) 30-day option implied volatility is at 103; compared to its 52-week range of 44 to 108.

GameStop (GME) 30-day option implied volatility is at 130; compared to its 52-week range of 69 to 216.

The Mosaic Company (MOS) 30-day option implied volatility is at 71; compared to its 52-week range of 36 to 75.

Roblox (RBLX) 30-day option implied volatility is at 134; compared to its 52-week range of 46 to 134 into expected release of quarter results today.

Digital World Acquisition Corp (DWAC) 30-day option implied volatility is at 110; compared to its 52-week range of 84 to 254.

Straddle prices for stocks expected to report quarterly results

Peloton (PTON) May weekly 14 straddle priced for a move of 28% into the expected release of quarter results today after the bell.

Coinbase (COIN) May weekly 83 straddle priced for a move of 22% into the expected release of quarter results today after the bell.

Roblox (RBLX) May weekly 24.50 straddle priced for a move of 19% into the expected release of quarter results today after the bell.

Rocket (RKT) May weekly 8.5 straddle priced for a move of 16% into the expected release of quarter results today after the bell.

Workhorse (WKHS) May weekly 2.5 straddle priced for a move of 22% into the expected release of quarter results today.

Wynn Resorts (WYNN) May weekly 61 straddle priced for a move of 8% into the expected release of quarter results today.

Rivian Automotive (RIVN) May weekly 23 straddle priced for a move of 19% into the expected release of quarter results on May 11.

Alibaba (BABA) May weekly 85 straddle priced for a move of 9% into the expected release of quarter results on May 11.

Bumble (BMBL) May 20 straddle priced for a move of 15% into the expected release of quarter results after the bell on May 11.

Canada Goose (GOOS) May weekly 18 straddle priced for a move of 11% into the expected release of quarter results on May 11.

Walt Disney (DIS) May weekly 107 straddle priced for a move of 8% into the expected release of quarter results after the bell on May 11.

Options with decreasing option implied volatility: CHGG CWH COTY CLX TDOC NFLX TWTR LYFT
Increasing unusual option volume: IHI GOOS FNKO PLNT HST
Increasing unusual call option volume: FEZ HST ALNY TMF ETRN
Increasing unusual put option volume: ELY GOOS PLNT ICLN
Popular stocks with increasing volume: AMC RIVN TWTR UBER BABA XOM NIO
Active options: AAPL TSLA AMD PLTR NVDA AMC RIVN FB TWTR BAC F MSFT UBER LCID AMZN BABA XOM NFLX BBIG NIO
Global S&P Futures up 1% in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $102, natural gas mixed, gold at $1863 an ounce