Pre-Market IV Report May 12, 2022

Pre-Market IV Report May 12, 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: AFRM XLU BA DIS M CEI PBR SNDL DISH SI CVNA COIN BYND RIOT MARA SFIX RIVN BHC BMBL MSTR DISH

Stocks expected to have increasing option volume: DIS BROS SBUX RIVN BYND COIN RIOT MVIS MARA BTBT AFRM FOSL TWTR CPNG BMBL RIDE SONO WE RIOT MVIS MARA BTBT WBA ABC

Large Cap IV

Apple (AAPL) 30-day option implied volatility is at 42; compared to its 52-week range of 19 to 44.

Microsoft (MSFT) 30-day option implied volatility is at 41; compared to its 52-week range of 16 to 46.

Alphabet (GOOGL) 30-day option implied volatility is at 42; compared to its 52-week range of 18 to 49.

Amazon (AMZN) 30-day option implied volatility is at 53; compared to its 52-week range of 19 to 54.

Tesla (TSLA) 30-day option implied volatility is at 80; compared to its 52-week range of 36 to 84.

Advanced Micro Devices, Inc. (AMD) 30-day option implied volatility is at 69; compared to its 52-week range of 29 to 73.

Micron Technology (MU) 30-day option implied volatility is at 58; compared to its 52-week range of 26 to 68 into a company hosted investor event today.

Index movers

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 30; compared to its 52-week range of 11 to 32.

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

ARK Innovation (ARKK) 30-day option implied volatility is at 92; compared to its 52-week range of 28 to 92. Call put ratio 1 call to 1.3 puts.

Tuttle Capital Short Innovation (SARK) 30-day option implied volatility is at 95; compared to its 52-week range of 40 to 95. Call put ratio 1.6 calls to 1 put.

ARK Next Generation (ARKW) 30-day option implied volatility is at 79; compared to its 52-week range of 24 to 79. Call put ratio 1 call to 7.4 put.

ARK Autonomous Technology and Robotics (ARKQ) 30-day option implied volatility is at 57; compared to its 52-week range of 21 to 57.

ARK Fintech Innovation (ARKF) 30-day option implied volatility is at 88; compared to its 52-week range of 22 to 88. Call put ratio 1 call to 87 puts.

Straddle prices for stocks expected to report quarterly results

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

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

Affirm Holdings (AFRM) May weekly 15 straddle priced for a move of 35% into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.4 puts.

Crypto themed stocks as Bitcoin moves lower

Coinbase (COIN) 30-day option implied volatility is at 149; compared to its 52-week range of 45 to 150 after quarter results. Call put ratio 1 call to 2.2 puts.

Marathon Patent Group (MARA) 30-day option implied volatility is at 165; compared to its 52-week range of 89 to 171.

Riot Blockchain (RIOT) 30-day option implied volatility is at 164; compared to its 52-week range of 88 to 171.

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 193; compared to its 52-week range of 65 to 193.

Microvision (MVIS) 30-day option implied volatility is at 113; compared to its 52-week range of 88 to 180.

Bit Digital (BTBT) 30-day option implied volatility is at 119; compared to its 52-week range of 104 to 255.

Options with decreasing option implied volatility: TDOC NFLX DM TWTR
Increasing unusual option volume: VERU DM FREY APP STWD
Increasing unusual call option volume: VERU DM FREY APP NCR SONO
Increasing unusual put option volume: DM STWD ALLY SYF DISH RAD
Popular stocks with increasing volume: F SQ SOFI TWTR RIVN RBLX
Active options: AAPL TSLA AMD NVDA AMC RBLX COIN RIVN FB TWTR DIS LCID MSFT XOM UPST F SQ SOFI AMZN BAC
Global S&P Futures mixed in premarket, Nikkei down 2%, DAX down 1.7%, WTI Crude oil recently at $103, natural gas down 1%, gold at $1847 an ounce