Pre-Market IV Report May 17, 2022

Pre-Market IV Report May 17, 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: MNDT TWTR RDBX CLXT SKYX PMVP FRGE CHGG HD LOW

Stocks expected to have increasing option volume: TTWO PANW HD JD CSCO TGT WMT LOW TJX C TWTR

Expected movers

Twitter (TWTR) 30-day option implied volatility is at 79; compared to its 52-week range of 21 to 88 amid Elon Musk M&A headlines.

Citigroup (C) 30-day option implied volatility is at 38; compared to its 52-week range of 21 to 49 into Berkshire Hathaway adds position to holding.

Crypto themed stocks as Bitcoin movement

Coin (COIN) 30-day option implied volatility is at 144; compared to its 52-week range of 45 to 174.

Marathon Patent Group (MARA) 30-day option implied volatility is at 151; compared to its 52-week range of 89 to 183.

Riot Blockchain (RIOT) 30-day option implied volatility is at 149; compared to its 52-week range of 88 to 176.

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 176; compared to its 52-week range of 65 to 221.

Microvision (MVIS) 30-day option implied volatility is at 112; compared to its 52-week range of 88 to 180.

Bit Digital (BTBT) 30-day option implied volatility is at 123; compared to its 52-week range of 104 to 255.

CleanSpark (CLSK) 30-day option implied volatility is at 128; compared to its 52-week range of 90 to 159

Silvergate Capital (SI) 30-day option implied volatility is at 135; compared to its 52-week range of 66 to 164.

Overstock.com (OSTK) 30-day option implied volatility is at 94; compared to its 52-week range of 55 to 114.

Magnite (MGNI) 30-day option implied volatility is at 82; compared to its 52-week range of 62 to 108.

Ideanomics (IDEX) 30-day option implied volatility is at 171; compared to its 52-week range of 75 to 171.

Argo Blockchain Plc (ARBK) 30-day option implied volatility is at 117; compared to its 52-week range of 99 to 154.

PayPal (PYPL) 30-day option implied volatility is at 65; compared to its 52-week range of 24 to 84.

Block (SQ) 30-day option implied volatility is at 94; compared to its 52-week range of 34 to 109.

Affirm Holdings (AFRM) 30-day option implied volatility is at 122; compared to its 52-week range of 60 to 214.

Straddle prices for stocks expected to report quarterly results

Home Depot (HD) May 295 straddle priced for a move of 6% into the expected release of quarter results today before the bell.

JD.COM (JD) May 51 straddle priced for a move of 13% into the expected release of quarter results today.

Jumia (JMIA) May 5.5 straddle priced for a move of 21% into the expected release of quarter results today.

Walmart (WMT) May 148 straddle priced for a move of 4.5% into the expected release of quarter results today.

Target (TGT) May 220 straddle priced for a move of 6% into the expected release of quarter results before the bell on May 18.

Analog Devices (ADI) May straddle 157 priced for a move of 6% into the expected release of quarter results after the bell on May 18.

Cisco (CSCO) May 49 straddle priced for a move of 5% into the expected release of quarter results after the bell on May 18.

Lowe’s Cos. (LOW) May 195 straddle priced for a move of 7% into the expected release of quarter results before the open on May 18.

TJX (TJX) May 56 straddle priced for a move of 7% into the expected release of quarter results on May 18.

Applied Material (AMAT) May 110 straddle priced for a move of 6% into the expected release of quarter results after the bell on May 19.

Palo Alto Networks (PANW) May 467 straddle priced for a move of 8.5% into the expected release of quarter results after the bell on May 19.

Options with decreasing option implied volatility: AFRM BMBL PTON SOFI
Increasing unusual option volume: EWC VERU REKR TNK INDA
Increasing unusual call option volume: VERU REKR FEZ TNK ED
Increasing unusual put option volume: MOMO INDA DT LEVI MNDY
Popular stocks with increasing volume: OXY F SOFI TLRY RBLX INTC XOM
Active options: AAPL TSLA TWTR AMD NVDA FB AMC MSFT NIO SNDL OXY F NFLX SOFI BAC TLRY RBLX INTC XOM AMZN
Global S&P Futures up 1% in premarket, Nikkei up, DAX up, WTI Crude oil recently at $114, natural gas up 2%, gold at $1825 an ounce