Pre-Market IV Report May 13, 2022

Pre-Market IV Report May 13, 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: KSS NU SNDL BBBY CEI BA FCX MSTR AXSM SI CVNA AFRM COIN TOST GME BITO BBBY KSS

Stocks expected to have increasing option volume: AFRM POSH HOOD COIN SBUX U MU TOST

Agriculture and oil stocks option IV, volume movement

The Mosaic Company (MOS) 30-day option implied volatility is at 71; compared to its 52-week range of 36 to 75.

Intrepid Potash (IPI) 30-day option implied volatility is at 95; compared to its 52-week range of 63 to 152.

CF Industries (CF) 30-day option implied volatility is at 61; compared to its 52-week range of 31 to 74. Call put ratio 18 calls to 1 put.

Teucrium Corn Fund (CORN) 30-day option implied volatility is at 32; compared to its 52-week range of 20 to 74. Call put ratio 12 calls to 1 put.

Teucrium Soybean Fund (SOYB) 30-day option implied volatility is at24 ; compared to its 52-week range of 17 to 35. Call put ratio 11.3 calls to 1 put.

Teucrium Wheat Fund (WEAT) 30-day option implied volatility is at 53; compared to its 52-week range of 23 to 183. Call put ratio 14 calls to 1 put.

Deere & Co. (DE) 30-day option implied volatility is at 46; compared to its 52-week range of 22 to 46.

Caterpillar (CAT) 30-day option implied volatility is at 40; compared to its 52-week range of 23 to 41.

Pilgrim’s Pride (PPC) 30-day option implied volatility is at 38; compared to its 52-week range of 10 to 95. Call put ratio 10 calls to 1 put.

Tyson Foods (TSN) 30-day option implied volatility is at 33; compared to its 52-week range of 19 to 66.

Hormel Foods (HRL) 30-day option implied volatility is at 27; compared to its 52-week range of 17 to 50. Call put ratio 2.6 calls to 1 put.

United States Oil Fund (USO) 30-day option implied volatility is at 50; compared to its 52-week range of 28 to 81. Call put ratio 2.9 calls to 1 put.

Robinhood (HOOD) 30-day option implied volatility is at 105; compared to its 52-week range of 51 to 226. Call put ratio 1.1 calls to 1 put into FTX CEO Bankman-Fried reports 7.6% stake in Robinhood.

Straddle prices for stocks expected to report quarterly results

Take Two Interactive (TTWO) May 105 straddle priced for a move of 9% into the expected release of quarter results after the bell on May 16.

Container Store (TCS) May 7.5 straddle priced for a move of 18% into the expected release of quarter results after the bell on May 17.

Home Depot (HD) May 290 straddle priced for a move of 8% into the expected release of quarter results before the bell on May 17.

JD.COM (JD) May 48.50 straddle priced for a move of 13% into the expected release of quarter results on May 17.

Jumia (JMIA) May 5 straddle priced for a move of 22% into the expected release of quarter results on May 17.

Walmart (WMT) May 147 straddle priced for a move of 5% into the expected release of quarter results on May 17.

Target (TGT) May 217 straddle priced for a move of 6% into the expected release of quarter results before the bell on May 18. Call put ratio 3 call to 1 put.

Options with decreasing option implied volatility: UPST TDOC NFLX DM
Increasing unusual option volume: EWC BWA IMAX ONEM VERU
Increasing unusual call option volume: BWA HST ONEM REKR MNTS
Increasing unusual put option volume: BWA PACB MNTV REI
Popular stocks with increasing volume: NKLA SOFI RBLX DIS COIN RIVN AFRM
Active options: AAPL TSLA AMC NVDA AMD RIVN MSFT TWTR F FB COIN DIS LCID AMZN RBLX AFRM GM BYND SOFI NKLA
Global S&P Futures up 1% in premarket, Nikkei up 2%, DAX up 1.2%, WTI Crude oil recently at $106, natural gas up 1%, gold at $1821 an ounce