Pre-Market IV Report May 11, 2021

Pre-Market IV Report May 11, 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: BIIB INO TEVA AFRM NUE RIDE ATOS UWMC SNDL XLI DIS CLOV CCXI NVAX NUE

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

FireEye (FEYE) May call option implied volatility is at 49, June is at 46; compared to its 52-week range of 38 to 100 into a May Threat Briefing for Investors and Financial Analysts on May 13.

Ford Motor (F) May call option implied volatility is at 38, June is at 37; compared to its 52-week range of 37 to 79 into unveiling all-electric ‘F-150 Lightning’ on May 19. Call put ratio 3.4 calls to 1 put.

Momentum stocks option implied volatility flat to low as stocks pull back

Tesla (TSLA) 30-day option implied volatility is at 59; compared to its 52-week range of 52 to 130

Zoom Video Communications (ZM) 30-day option implied volatility is at 61; compared to its 52-week range of 42 to 96.

Peloton (PTON) 30-day option implied volatility is at 63; compared to its 52-week range of 59 to 149.

Wayfair (W) 30-day option implied volatility is at 55; compared to its 52-week range of 54 to 112.

Roku (ROKU) 30-day option implied volatility is at 52; compared to its 52-week range of 50 to 97.

Cloudflare (NET) 30-day option implied volatility is at 54; compared to its 52-week range of 47 to 95.

RingCentral (RNG) 30-day option implied volatility is at 42; compared to its 52-week range of 40 to 70.

Fastly (FSLY) 30-day option implied volatility is at 64; compared to its 52-week range of 62 to 146.

8×8 (EGHT) 30-day option implied volatility is at 57; compared to its 52-week range of 42 to 109.

Limelight Networks (LLNW) 30-day option implied volatility is at 81; compared to its 52-week range of 61 to 151.
Gamestop (GME) 30-day option implied volatility is at 122; compared to its 52-week range of 58 to 552.

Airbnb (ABNB) 30-day option implied volatility is at 64; compared to its 52-week range of 52 to 114.

CrowdStrike Holdings Inc. (CRWD) 30-day option implied volatility is at 56; compared to its 52-week range of 42 to 109.

Teladoc (TDOC) 30-day option implied volatility is at 48; compared to its 52-week range of 43 to 78.

C3.ai (AI) 30-day option implied volatility is at 83; compared to its 52-week range of 72 to 133.

DoorDash (DASH) 30-day option implied volatility is at 76; compared to its 52-week range of 60 to 118.

Logitech (LOGI) 30-day option implied volatility is at 34; compared to its 52-week range of 29 to 55.

Docusign (DOCU) 30-day option implied volatility is at 52; compared to its 52-week range of 37 to 128

Palantir (PLTR) 30-day option implied volatility is at 80; compared to its 52-week range of 57 to 174

Netflix (NFLX) 30-day option implied volatility is at 29; compared to its 52-week range of 25 to 69

Roku (ROKU) 30-day option implied volatility is at 53; compared to its 52-week range of 50 to 97

Snowflake (SNOW) 30-day option implied volatility is at 67; compared to its 52-week range of 45 to 100

Shopify (SHOP) 30-day option implied volatility is at 43; compared to its 52-week range of 42 to 87

Zillow (Z) 30-day option implied volatility is at 55; compared to its 52-week range of 50 to 87

Jumia Technologies (JMIA) 30-day option implied volatility is at 115; compared to its 52-week range of 86 to 216

Straddle prices into expected release of quarter results

Electronic Arts (EA) May weekly 140 straddle priced for a move of +/- 6% into the expected release of quarter results into the expected release of quarter results today after the bell.

FuboTV (FUBO) May weekly 16.50 straddle priced for a move of +/- 16% into the expected release of quarter results into the expected release of quarter results today after the bell.

Unity Software (U) May 80 straddle priced for a move of +/- 12% into the expected release of quarter results into the expected release of quarter results today after the bell.

Palantir (PLTR) May weekly 18.50 straddle priced for a move of +/- 16% into the expected release of quarter results today before the bell.

Lemonade (LMND) May weekly 70 straddle priced for a move of +/- 15% into the expected release of quarter results before the bell on May 12.

Bumble (BMBL) May 55 straddle priced for a move of +/- 14% into the expected release of quarter results after the bell on May 12.

Applied Material (AMAT) May weekly 125 straddle priced for a move of +/- 3.5% into the expected release of quarter results on May 12.

Dillards (DDS) May straddle 105 priced for a move of +/- 15% into the expected release of quarter results on May 12.

Aurora Cannabis (ACB) May weekly 8.5 straddle priced for a move of +/- 14% into the expected release of quarter results on May 12.

Sono (SONO) May 35 straddle priced for a move of +/- 13% into the expected release of quarter results after the bell on May 12.

Wix (WIX) May weekly 280 straddle priced for a move of +/- 12% into the expected release of quarter results before the bell on May 12.

Utz (UTZ) May 25 straddle priced for a move of +/- 9% into the expected release of quarter results on May 12.

Walt Disney (DIS) May weekly 185 straddle priced for a move of +/- 5% into the expected release of quarter results after the bell on May 13.

DoorDash (DASH) May weekly 120 straddle priced for a move of +/- 13% into the expected release of quarter results after the bell on May 13.

Options with decreasing option implied volatility: HOME WW ZNGA
Increasing unusual option volume: PRTY REKR ZTO BGFV EDU BILL HEAR DUK COIN EDU WU EA
Increasing unusual call option volume: PRTY EDU WU STX REAL DUK REKR
Increasing unusual put option volume: BLDP TAL VIPS BE KWEB NUE EA NLS
Popular stocks with increasing volume: DKNG F CLF AMC FCX PLTR
Active options: AAPL TSLA PLTR NIO FB GE FCX BA AMZN AMD XOM DKNG X F T BAC MSFT CLF AMC BABA
Global S&P Futures recently down 0.2% in premarket, Nikkei down 3%, DAX down 1.6%, WTI Crude oil recently at $64.42, natural gas mixed to lower, gold at $1835 an ounce