Pre-Market IV Report May 13, 2021

Pre-Market IV Report May 13, 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 UVXY VXX VIX IPOE JNK HYG AMAT DIS ABNB DASH

Stocks expected to have increasing option volume: DASH ABNB BMBL DIS POSH GRWG COIN

Headline indexes and stocks option implied volatility

PowerShares QQQ Trust (QQQ) May weekly call option implied volatility is at 37, May is at 32; compared to its 52-week range of 19 to 41 as shares pull back 2.7%. Call put ratio 1 call to 1.4 puts.

SPDR S&P 500 ETF Trust (SPY) May weekly call option implied volatility is at 28, May is at 26; compared to its 52-week range of 19 to 41. Call put ratio 1 call to 1.5 puts.

Apple (AAPL) 30-day option implied volatility is at 33; compared to its 52-week range of 23 to 62

Alphabet (GOOGL) 30-day option implied volatility is at 31; compared to its 52-week range of 21 to 49

Microsoft (MSFT) 30-day option implied volatility is at 29; compared to its 52-week range of 20 to 49

Amazon (AMZN) 30-day option implied volatility is at 31; compared to its 52-week range of 24 to 64

Facebook (FB) 30-day option implied volatility is at 34; compared to its 52-week range of 26 to 55

Netflix (NFLX) 30-day option implied volatility is at 31; compared to its 52-week range of 25 to 69

Penn National Gaming (PENN) 30-day option implied volatility is at 70; compared to its 52-week range of 56 to 125.

Teucrium Corn Fund (CORN) 30-day option implied volatility is at 44; compared to its 52-week range of 16 to 46. Call put ratio 4.7 calls to 1 put.

Teucrium Soybean Fund (SOYB) 30-day option implied volatility is at 28; compared to its 52-week range of 18 to 36. Call put ratio 7.7 calls to 1 put.

Resource stocks option implied volatility amid inflation trending higher

Freeport-McMoran (FCX) 30-day option implied volatility is at 56; compared to its 52-week range of 45 to 73.

Southern Copper (SCCO) 30-day option implied volatility is at 49; compared to its 52-week range of 33 to 54 as cooper prices trend higher.

Vale S.A. (VALE) 30-day option implied volatility is at 44; compared to its 52-week range of 34 to 87 as commodity prices near upper end of range.

Rio Tinto plc (RIO) 30-day option implied volatility is at 35; compared to its 52-week range of 27 to 43 as commodity prices near upper end of range.

BHP Billiton Ltd. (BHP) 30-day option implied volatility is at 33; compared to its 52-week range of 25 to 46 as commodity prices near upper end of range.

U.S. Steel (X) 30-day option implied volatility is at 74; compared to its 52-week range of 60 to 108.

Cleveland-Cliffs (CLF) 30-day option implied volatility is at 57; compared to its 52-week range of 55 to 108.

Nucor (NUE) 30-day option implied volatility is at 44; compared to its 52-week range of 30 to 56.

United States Natural Gas (UNG) 30-day option implied volatility is at 32; compared to its 52-week range of 30 to 219.

United States Oil Fund (USO) 30-day option implied volatility is at 33; compared to its 52-week range of 29 to 77.

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 34; compared to its 52-week range of 29 to 51.

Phillips 66 (PSX) 30-day option implied volatility is at 40; compared to its 52-week range of 31 to 64. Call put ratio 4.1 calls to 1 put.

Marathon Petroleum (MPC) 30-day option implied volatility is at 43; compared to its 52-week range of 34 to 76

Valero Energy (VLO) 30-day option implied volatility is at 44; compared to its 52-week range of 35 to 70. Call put ratio 5.7 calls to 1 put.

ARK Innovation (ARKK) 30-day option implied volatility is at 57; compared to its 52-week range of 18 to 71. Call put ratio 1 call to 2.2 puts with focus on May and June puts.

ARK Next Generation (ARKW) 30-day option implied volatility is at 53; compared to its 52-week range of 30 to 67. Call put ratio 1 call to 1.8 put.

ARK Autonomous Technology and Robotics (ARKQ) 30-day option implied volatility is at 41; compared to its 52-week range of 31 to 81. Call put ratio 1 call to 1 put.

ARK Fintech Innovation (ARKF) 30-day option implied volatility is at 38; compared to its 52-week range of 30 to 107. Call put ratio 2.8 calls to 1 put.

Straddle prices into expected release of quarter results

Coinbase (COIN) May weekly 282.50 straddle priced for a move of +/- 7% into the expected release of quarter results today

Airbnb (ABNB) May weekly 145 straddle priced for a move of +/- 10% into the expected release of quarter results today after the bell .

Walt Disney (DIS) May weekly 177 straddle priced for a move of +/- 5% into the expected release of quarter results today after the bell.

DoorDash (DASH) May weekly 110 straddle priced for a move of +/- 11% into the expected release of quarter results today after the bell.

Farfetch (FTCH) May weekly 40 straddle priced for a move of +/- 18% into the expected release of quarter results today after the bell.

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

Petrobras (PBR) May weekly 9 straddle priced for a move of +/- 5% into the expected release of quarter results today before the bell.

YETI (YETI) May weekly 82 straddle priced for a move of +/- 8% into the expected release of quarter results today before the bell.

XPeng (XPEV) May weekly 25 straddle priced for a move of +/- 10% into the expected release of quarter results today before the bell.

JD.com (JD) May weekly 71 straddle priced for a move of +/- 4% into the expected release of quarter results today before the bell.

Options with decreasing option implied volatility: INO HOME ZNGA
Increasing unusual option volume: JNK EWJ CRIS SIMO IHRT
Increasing unusual call option volume: YPF IHRT SAP SEAS DUK CRIS
Increasing unusual put option volume: JNK EWJ EWT REAL YALA ITB STLD DELL
Popular stocks with increasing volume: PLTR FCX AMC GE SQ
Active options: AAPL TSLA PLTR BAC NIO FB MSFT AMD AMZN FUBO XOM BABA AMC FCX BA F SNAP UBER X WFC
Global S&P Futures recently down 0.3% in premarket, Nikkei down 2.4%, DAX down 2%, WTI Crude oil recently at $64.46, natural gas mixed, gold at $1817 an ounce