Pre-Market IV Report May 12, 2021

Pre-Market IV Report May 12, 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 AFRM ATOS SNDL DIS UVXY CLOV XME NVAX ARKK HYG FOLD SFIX IPOE

Stocks expected to have increasing option volume: EA DASH ABNB BMBL LMND DIS PLTR AFRM FUBO QS JD U

Option implied volatility for stocks with high growth estimates

Square (SQ) 30-day option implied volatility is at 51; compared to its 52-week range of 46 to 80.

PayPal (PYPL) 30-day option implied volatility is at 35; compared to its 52-week range of 31 to 58.

Spotify (SPOT) 30-day option implied volatility is at 45; compared to its 52-week range of 39 to 74.

Twilio (TWLO) 30-day option implied volatility is at 51; compared to its 52-week range of 47 to 78.

Datadog (DDOG) 30-day option implied volatility is at 52; compared to its 52-week range of 48 to 87.

Teladoc (TDOC) 30-day option implied volatility is at 50; compared to its 52-week range of 43 to 78.

Docusign (DOCU) 30-day option implied volatility is at 53; compared to its 52-week range of 37 to 128.

Shopify (SHOP) 30-day option implied volatility at 45; compared to its 52-week range of 41 to 87.

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

DraftKings (DKNG) 30-day option implied volatility is at 60; compared to its 52-week range of 55 to 143. Call put ratio 3.5 calls to 1 put.

Pure Storage, Inc. (PSTG) 30-day option implied volatility is at 57; compared to its 52-week range of 44 to 79.

ARK Innovation (ARKK) 30-day option implied volatility is at 51; compared to its 52-week range of 18 to 71. Call put ratio 1 call to 3.5 puts with focus on June puts.

ARK Next Generation (ARKW) 30-day option implied volatility is at 47; compared to its 52-week range of 30 to 67. Call put ratio 1 call to 1.7 puts.

ARK Autonomous Technology and Robotics (ARKQ) 30-day option implied volatility is at 37; compared to its 52-week range of 31 to 81. Call put ratio 1 call to 1.7 puts.

ARK Fintech Innovation (ARKF) 30-day option implied volatility is at 35; compared to its 52-week range of 30 to 107. Call put ratio 2.1 calls to 1 put.

Straddle prices into expected release of quarter results

Lemonade (LMND) May weekly 74 straddle priced for a move of +/- 14% into the expected release of quarter results today.

Bumble (BMBL) May 50 straddle priced for a move of +/- 14% into the expected release of quarter results today after the bell

Dillards (DDS) May straddle 105 priced for a move of +/- 14% into the expected release of quarter results today.

Aurora Cannabis (ACB) May weekly 8 straddle priced for a move of +/- 14% into the expected release of quarter results today.

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

Wix (WIX) May weekly 290 straddle priced for a move of +/- 11.5% into the expected release of quarter results today before the bell.

Utz (UTZ) May 25 straddle priced for a move of +/- 10% into the expected release of quarter results today

Airbnb (ABNB) May weekly 145 straddle priced for a move of +/- 9% into the expected release of quarter results after the bell on May 13.

Walt Disney (DIS) May weekly 180 straddle priced for a move of +/- 5.5% into the expected release of quarter results after the bell on May 13.

DoorDash (DASH) May weekly 125 straddle priced for a move of +/- 13% into the expected release of quarter results after the bell on May 13.

Farfetch (FTCH) May weekly 40 straddle priced for a move of +/- 14% into the expected release of quarter results after the bell on May 13.

GoodRx (GDRX) May weekly 30 straddle priced for a move of +/- 13% into the expected release of quarter results after the bell on May 13.

Petrobras (PBR) May weekly 9.5 straddle priced for a move of +/- 5% into the expected release of quarter results before the bell on May 13.

YETI (YETI) May weekly 88 straddle priced for a move of +/- 8% into the expected release of quarter results before the bell on May 13.

XPeng (XPEV) May weekly 25 straddle priced for a move of +/- 8% into the expected release of quarter results before the bell on May 13.

JD.com (JD) May weekly 73 straddle priced for a move of +/- 4% into the expected release of quarter results before the bell on May 13.

Nutanix (NTNX) May weekly call option implied volatility is at 48, May is at 45; compared to its 52-week range of 41 to 107 into conference call with analysts today. Call put ratio 23 calls to 1 put with focus on January 55 calls.

Options with decreasing option implied volatility: TWTR MVIS FSLY TTD FSLY BYND
Increasing unusual option volume: COMM PTRY IEF SSSS JCI XOM PAGS EWJ ZTO EA
Increasing unusual call option volume: SOXS PRTY XOM EWJ IGT REAL EA DDD PAGS
Increasing unusual put option volume: IEF ITB EA HPQ AGNC IPOE ATOS XLY PLBY XRT RBLX STX BEKE ARKK VLDR
Popular stocks with increasing volume: PLTR FCX AMC GE SQ
Active options: XOM TSLA AAPL PLTR NIO FB AMZN AMD PLUG FCX AMC F MSFT BAC GE DIS T BA RBLX SQ
Global S&P Futures recently mixed in premarket, Nikkei down 1.6%, DAX mixed, WTI Crude oil recently at $65.97, natural gas mixed, gold at $1833 an ounce