Pre-Market IV Report May 2, 2022

Pre-Market IV Report May 2, 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: DOCS SAVE ZNGA O ATVI PLTK CEI SENS ZEN VXX CVS HD NCR UNP VZ

Stocks expected to have increasing option volume: AMD PFE TAP CAR DVN MOS IPI MGM DKNG ABNB BIIB BP HLT LYFT UBER PARA SWKS

Option IV steady at high end of range into FOMC policy meeting

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 28; compared to its 52-week range of 11 to 32.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 35; compared to its 52-week range of 14 to 38.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 74; compared to its 52-week range of 28 to 75. Call put ratio 1 call to 1.3 puts.

Tuttle Capital Short Innovation (SARK) 30-day option implied volatility is at 77; compared to its 52-week range of 40 to 75. Call put ratio 1.1 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 1.8 calls to 1 put.

Proshares Trust Ultrashort Lehman 20+ Year Treasury (TBT) 30-day option implied volatility is at 48; compared to its 52-week range of 24 to 50. Call put ratio 2.6 calls to 1 put.

iShares 20+ Year Treasury Bond ETF (TLT) 30-day option implied volatility is at 24; compared to its 52-week range of 12 to 25.

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 44; compared to its 52-week range of 20 to 49 into AMD (AMD) quarter results and outlook. Call put ratio 1.1 calls to 1 put.

Straddle prices for stocks expected to report quarterly results

Advanced Micro Devices (AMD) May weekly 89 straddle priced for a move of 10% into the expected release of quarter results today.

Airbnb (ABNB) May weekly 152.50 straddle priced for a move of 11% into the expected release of quarter results today after the bell.

Lyft (LYFT) May weekly 31.50 straddle priced for a move of 14% into the expected release of quarter results today after the bell.

Starbucks (SBUX) May weekly 75 straddle priced for a move of 8% into the expected release of quarter results today after the bell.

AMC Entertainment (AMC) May weekly 15 straddle priced for a move of 11% into the expected release of quarter results on May 4. Call put ratio 3.5 calls to 1 put.

Barrick Gold (GOLD) May weekly 22 straddle priced for a move of 5% into the expected release of quarter results on May 4.

Booking Holdings (BKNG) May weekly 2195 straddle priced for a move of 10% into the expected release of quarter results after the bell on May 4.

CVS Health (CVS) May weekly 96 straddle priced for a move of 6% into the expected release of quarter results before the bell on May 4.

Etsy (ETSY) May weekly 97 straddle priced for a move of 17% into the expected release of quarter results after the bell on May 4.

Fisker (FSR) May weekly 10 straddle priced for a move of 16% into the expected release of quarter results after the bell on May 4.

iRobot (IRBT) May weekly 53 straddle priced for a move of 15.5% into the expected release of quarter results after the bell on May 4. Call put ratio 1 call to 2 puts.

Moderna (MRNA) May weekly 142 straddle priced for a move of 14% into the expected release of quarter results before the bell on May 4.

Options with decreasing option implied volatility: PINS DWAC FB PINS SPOT SKX UPS FB TDOC VERU NFLX TWTR
Increasing unusual option volume: TIP VERU HST DO NU
Increasing unusual call option volume: VERU VTR XP MAT ZI AVYA
Increasing unusual put option volume: TIP NU NOV SOS NRZ
Popular stocks with increasing volume: UBER TWTR F INTC AMC BABA
Active options: AAPL TSLA FB AMZN AMD NVDA UBER TWTR AMZN F INTC NU MSFT AMC C BA SOS BABA BAC NFLX NIO
Global S&P Futures mixed in premarket, Nikkei mixed, DAX up 0.9%, WTI Crude oil recently at $104, natural gas mixed, gold at $1854 an ounce