Pre-Market IV Report May 17, 2021

Pre-Market IV Report May 17, 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: AMC SEEL GOTU BOX RIOT STX ATOS SNDL HYG UWMC PSTH EDU CLOV TAL STX

Stocks expected to have increasing option volume: FSR NKLA WKHS RIDE TSLA NIO WMT HD LOW TGT M TJX TTWO CSCO ADI KSS RL PETC HRL AMAT PANW DE DISCA T IQ NFLX VIAC CMCSA CHTR VZ FB GOOG GOOGL FUBO ROKU

Discovery, Inc (DISCA) May option implied volatility is at 50, June is at 45; compared to its 52-week range of 38 to 116 into AT&T (T) in talks to merge media business with Discovery, amid media reports. Call put ratio 1.7 calls to 1 put.

AT&T (T) May option implied volatility is at 15, June is at 16; compared to its 52-week range of 15 to 37 into AT&T in talks to merge media business with Discovery (DISCA), amid media reports. Call put ratio 1.9 calls to 1 put.

Netfilx (NFLX) May option implied volatility is at 24, June is at 25; compared to its 52-week range of 25 to 69 into AT&T (T) in talks to merge media business with Discovery.

iQIYI (IQ) May option implied volatility is at 101, June is at 73; compared to its 52-week range of 46 to 139 into expected release of quarter results on May 18 and AT&T (T) in talks to merge media business with Discovery (DISCA).

Viacom (VIAC) May option implied volatility is at 42, June is at 43; compared to its 52-week range of 35 to 105 into AT&T (T) in talks to merge media business with DSCA.

Walt Disney (DIS) May option implied volatility is at 25, June is at 24; compared to its 52-week range of 24 to 48 into AT&T (T) in talks to merge media business with Discovery.

Comcast (CMCSA) May option implied volatility is at 21, June is at 20; compared to its 52-week range of 20 to 55 into AT&T (T) in talks to merge media business with Discovery.

Verizon (VZ) May option implied volatility is at 14, June is at 15; compared to its 52-week range of 14 to 28 into AT&T (T) in talks to merge media business with Discovery.

Raytheon Technologies (RTX) May call option implied volatility is at 23, June is at 24; compared to its 52-week range of 20 to 57 into a company hosted investor meeting on May 18. Call put ratio 3 calls to 1 put with focus on June 80 and January 85 calls.

Biogen (BIIB) May call option implied volatility is at 46, June is at 81; compared to its 52-week range of 28 to 103 into for aducanumab in Alzheimer’s PDUFA date of June 7.

ARK Innovation (ARKK) 30-day option implied volatility is at 48; compared to its 52-week range of 33 to 71.
Straddle prices into expected release of quarter results this week

Frisker (FSR) May 10.50 straddle priced for a move of +/- 13% into the expected release of quarter results today.
Niu Technologies (NIU) May 30 straddle priced for a move of +/- 12% into the expected release of quarter results today before the bell.

Plug Power (PLUG) May 25 straddle priced for a move of +/- 14% into the expected release of quarter results today.

Riot Blockchain (RIOT) May 26 straddle priced for a move of +/- 13% into the expected release of quarter results today after the bell.

Tencent Music (TME) May 15 straddle priced for a move of +/- 8% into the expected release of quarter results today after the bell.

Baidu (BIDU) May 185 straddle priced for a move of +/- 7.5% 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 +/- 15% into the expected release of quarter results after the bell on May 18.

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

Netease (NTES) May 105 straddle priced for a move of +/- 6% into the expected release of quarter results on May 18.

Take-Two Interactive (TTWO) May 167 straddle priced for a move of +/- 7% into the expected release of quarter results after the bell on May 18.

Walmart (WMT) May 139 straddle priced for a move of +/- 4% into the expected release of quarter results on May 18.

Analog Devices (ADI) May 150 straddle priced for a move of +/- 4.5% into the expected release of quarter results before the bell on May 19.

Cisco (CSCO) May 53 straddle priced for a move of +/- 5% into the expected release of quarter results after the bell on May 19.

L Brands (LB) May 69 straddle priced for a move of +/- 9% into the expected release of quarter results after the bell on May 19.

Lowes (LOW) May 200 straddle priced for a move of +/- 4.5% into the expected release of quarter results before the bell on May 19.

Target (TGT) May 210 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: EBAY TWTR DD FSLY TTD
Increasing unusual option volume: FTNT CVE HRTX
Increasing unusual call option volume: CVE TAL ITUB UA STX AUPH DASH SEEL
Increasing unusual put option volume: IYR RIO STX DASH
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 mixed in premarket, Nikkei down 0.9%, DAX mixed, WTI Crude oil recently at $65.52, natural gas up 2.5%, gold at $1853 an ounce