Pre-Market IV Report May 14, 2021

Pre-Market IV Report May 14, 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: INO VIXY GOTU GDRX RIOT AMC FLR MSTR BIIB

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

ARK IV movement

ARK Innovation (ARKK) 30-day option implied volatility is at 54; compared to its 52-week range of 18 to 71. Call put ratio 1 call to 3.1 puts with focus on May and June 90 puts.

ARK Next Generation (ARKW) 30-day option implied volatility is at 51; compared to its 52-week range of 30 to 67. Call put ratio 1 call to 1 put.

ARK Autonomous Technology and Robotics (ARKQ) 30-day option implied volatility is at 40; compared to its 52-week range of 31 to 81. Call put ratio 5.1 calls to 1 put.

ARK Fintech Innovation (ARKF) 30-day option implied volatility is at 39; 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 next week

Advanced Auto Parts (AAP) May 200 straddle priced for a move of +/- 5% into the expected release of quarter results on May 17.

Frisker (FSR) May 10 straddle priced for a move of +/- 15% into the expected release of quarter results on May 17.

Niu Technologies (NIU) May 25 straddle priced for a move of +/- 14% into the expected release of quarter results before the bell on May 17.

Plug Power (PLUG) May 22 straddle priced for a move of +/- 14% into the expected release of quarter results on May 17.

Riot Blockchain (RIOT) May 22 straddle priced for a move of +/- 13% into the expected release of quarter results after the bell on May 17.

Tencent Music (TME) May 14.50 straddle priced for a move of +/- 10% into the expected release of quarter results after the bell on May 17.

Baidu (BIDU) May straddle priced for a move of +/- 13% into the expected release of quarter results before the bell on May 18.

Container Store (TCS) May 12.50 straddle priced for a move of +/- 17% into the expected release of quarter results after the bell on May 18.

iQIYI (IQ) May 12.50 straddle priced for a move of +/- 13% into the expected release of quarter results before the bell on May 18.

Netease (NTES) May 101 straddle priced for a move of +/- 7% into the expected release of quarter results on May 18.

Take-Two Interactive (TTWO) May 162 straddle priced for a move of +/- 7% into the expected release of quarter results after the bell on May 18.

Walmart (WMT) May 138 straddle priced for a move of +/- 4% into the expected release of quarter results on May 18.

Analog Devices (ADI) May 146 straddle priced for a move of +/- 5% into the expected release of quarter results before the bell on May 19.

Cisco (CSCO) May 52.50 straddle priced for a move of +/- 5% into the expected release of quarter results after the bell on May 19.

L Brands (LB) May 66 straddle priced for a move of +/- 10% into the expected release of quarter results after the bell on May 19.

Lowes (LOW) May 200 straddle priced for a move of +/- 6% into the expected release of quarter results before the bell on May 19.

Target (TGT) May 207 straddle priced for a move of +/- 6% into the expected release of quarter results before the bell on May 19.

Options with decreasing option implied volatility: ATOS HYG ABNB SNDL DIS EDU CLOV TAL ARKK CLVS CRIS AFRM GPRO GRPN
Options with increasing option implied volatility: INO VIXY GOTU GDRX RIOT AMC FLR MSTR BIIB
Stocks expected to have increasing option volume: DASH ABNB DIS GRWG COIN FSR
Increasing unusual option volume: HTZGQ EDU TAL OIH SOXS TRQ GFI ARRY IGT CRIS
Increasing unusual call option volume: TAL SOXS GFI IGT MDLZ EDU IEF VLO EH BMBL
Increasing unusual put option volume: TAL GDRX RIO EDU
Popular stocks with increasing volume: PLTR UBER GME SQ F DKNG LVS
Active options: TSLA AAPL AMC BABA NIO PLTR FB AMD UBER BA MSFT AMZN RIOT GME SQ MARA F DKNG BAC LVS
Global S&P Futures recently up 0.3% in premarket, Nikkei up 2.3%, DAX up 0.6%, WTI Crude oil recently at $63.63, natural gas mixed, gold at $1835 an ounce