Pre-Market IV Report May 11, 2022

Pre-Market IV Report May 11, 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 KSS AFRM WRBY RBLX MSTR BHC COUP CPNG U SAVE TWTR

Stocks expected to have increasing option volume: U KIND REAL COIN RIOT SWCH TTD YETI RBLX RKT RXT AFRM

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 28; compared to its 52-week range of 11 to 32. Call put ratio 1 call to 1.1 puts.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 38; compared to its 52-week range of 14 to 39. Call put ratio 1 call to 1 put.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 85; compared to its 52-week range of 28 to 86

Large Cap IV

Apple (AAPL) 30-day option implied volatility is at 38; compared to its 52-week range of 19 to 44.

Microsoft (MSFT) 30-day option implied volatility is at 39; compared to its 52-week range of 16 to 46.

Amazon (AMZN) 30-day option implied volatility is at 52; compared to its 52-week range of 19 to 54 into its shareholder meeting on May 25.

Tesla (TSLA) 30-day option implied volatility is at 73; compared to its 52-week range of 36 to 84.

Micron Technology (MU) 30-day option implied volatility is at 57; compared to its 52-week range of 26 to 68 into a company hosted investor event on May 12.

JPMorgan (JPM) 30-day option implied volatility is at 37; compared to its 52-week range of 18 to 44 into a company sponsored investors meeting on May 23.

NVIDIA (NVDA) 30-day option implied volatility is at 78; compared to its 52-week range of 31 to 82 into the expected release of quarter results on May 25.

Advanced Micro Devices, Inc. (AMD) 30-day option implied volatility is at 66; compared to its 52-week range of 29 to 73 into a financial analyst day on June 9.

Straddle prices for stocks expected to report quarterly results

Rivian Automotive (RIVN) May weekly 23 straddle priced for a move of 19% into the expected release of quarter results today after the bell. Call put ratio 1 call to 2.3 puts.

Alibaba (BABA) May weekly 85 straddle priced for a move of 13% into the expected release of quarter results today

Bumble (BMBL) May 20 straddle priced for a move of 21% into the expected release of quarter results today.

Canada Goose (GOOS) May weekly 18 straddle priced for a move of 9% into the expected release of quarter results today.

Walt Disney (DIS) May weekly 108 straddle priced for a move of 9% into the expected release of quarter results today after the bell.

Tapestry (TPR) May weekly 28 straddle priced for a move of 9% into the expected release of quarter results on May 12.

Motorola Solutions (MSI) May 200 straddle priced for a move of 8% into the expected release of quarter results on May 12.

Affirm Holdings (AFRM) May weekly 18 straddle priced for a move of 22% into the expected release of quarter results today after the bell on May 12. Call put ratio 1 call to 1.4 puts.

Rivian Automotive (RIVN) 30-day option implied volatility is at 130; compared to its 52-week range of 70 to 176 into quarter results.

Kohl’s (KSS) 30-day option implied volatility is at 100; compared to its 52-week range of 39 to 100. Call put ratio 1 call to 4.6 puts.

Twitter (TWTR) 30-day option implied volatility is at 38; compared to its 52-week range of 21 to 88.

Options with decreasing option implied volatility: CHGG LYFT TDOC UPST NFLX
Increasing unusual option volume: MAS BHVN OLPX
Increasing unusual call option volume: PTGX SIMO AVYA SWCH
Increasing unusual put option volume: AVYA HLF TIP VST ICLN
Popular stocks with increasing volume: PTON UBER RBLX RIVN PLTR
Active options: AAPL TSLA NVDA AMD AMC TWTR F SOFI UPST FB PLTR BAC MSFT PTON LCID AMZN UBER RBLX RIVN NIO
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $102, natural gas mixed, gold at $1849 an ounce