Pre-Market IV Report May 4, 2021

Pre-Market IV Report May 4, 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: ATOS ZNGA RKT DIS FSLY MUDS CLOV UXIN SKLZ VXRT GOOS CLVS BHC FEYE RGLS MLND WPG VXRT JAGX

Stocks expected to have increasing option volume: ATVI PFE TMUS CVS GM PYPL UBER MRNA HLT

Option implied volatility as shares near 52-week high

Home Depot (HD) 30-day option implied volatility is at 23; compared to its 52-week range of 19 to 45 as shares near 52-week high.

Whirlpool (WHR) 30-day option implied volatility is at 29; compared to its 52-week range of 29 to 55 as shares near 52-week high.

RH (RH) 30-day option implied volatility is at 51; compared to its 52-week range of 40 to 90 as shares near 52-week high.

UPS (UPS) 30-day option implied volatility is at 25; compared to its 52-week range of 22 to 52 as shares near 52-week high.

Domino’s Pizza (DPZ) 30-day option implied volatility is at 23; compared to its 52-week range of 22 to 54 as shares near 52-week high.

UnitedHealth Group (UNH) 30-day option implied volatility is at 22; compared to its 52-week range of 20 to 45 as shares near 52-week high.

Northrop Grumman (NOC) 30-day option implied volatility is at 20; compared to its 52-week range of 18 to 46 as shares near 52-week high.

BioNTech SE (BNTX) 30-day option implied volatility is at 90; compared to its 52-week range of 53 to 185 as shares near 52-week high.

Straddle prices into the expected release of quarter results this week

Activision Blizzard (ATVI) May weekly 91 straddle priced for a move of +/- 4.5% into the expected release of quarter results today after the bell

Allegiant (ALGT) May straddle 240 priced for a move of +/- 11% into the expected release of quarter results today after the bell.

Hyatt (H) May 80 straddle priced for a move of +/- 7% into the expected release of quarter results today after the bell.

Lattice Semiconductor (LSCC) May 50 straddle priced for a move of +/- 12% into the expected release of quarter results today after the bell.

Lyft (LYFT) May weekly 57 straddle priced for a move of +/- 8% into the expected release of quarter results today after the bell.

Pioneer Natural Resources (PXD) May weekly 157.50 straddle priced for a move of +/- 4.5% into the expected release of quarter results today after the bell.

T-Mobile (TMUS) May weekly 132 straddle priced for a move of +/- 4% into the expected release of quarter results today after the bell.

Virgin Galactic (SPCE) May weekly 20 straddle priced for a move of +/- 9% into the expected release of quarter results today after the bell.

Wynn (WYNN) May weekly 129 straddle priced for a move of +/- 5% into the expected release of quarter results today.

Zillow (Z) May weekly 125 straddle priced for a move of +/- 9% into the expected release of quarter results today after the bell.

Booking Holdings (BKNG) May weekly 2440 straddle priced for a move of +/- 5% into the expected release of quarter results after the bell on May 5.

Caesars (CZR) May weekly 97 straddle priced for a move of +/- 7% into the expected release of quarter results on May 5.

Etsy (ETSY) May weekly 190 straddle priced for a move of +/- 9% into the expected release of quarter results after the bell on May 5.

Fastly (FSLY) May weekly 61.50 straddle priced for a move of +/- 12.5% into the expected release of quarter results on May 5.

General Motors (GM) May weekly 57 straddle priced for a move of +/- 5.5% into the expected release of quarter results before the bell on May 5.

Hilton (HLT) May 130 straddle priced for a move of +/- 5% into the expected release of quarter results before the bell on May 5.

IAC/Interactive (IAC) May 260 straddle priced for a move of +/- 8% into the expected release of quarter results after the bell on May 5.

Lumber Liquidators (LL) May weekly 25 straddle priced for a move of +/- 13% into the expected release of quarter results before the bell on May 5.

Marathon Oil (MRO) May weekly 11 straddle priced for a move of +/- 5% into the expected release of quarter results after the bell on May 5.

Monster Beverage (MNST) May weekly 98 straddle priced for a move of +/- 7% into the expected release of quarter results on May 5.

PayPal (PYPL) May weekly 260 straddle priced for a move of +/- 6.5% into the expected release of quarter results after the bell on May 5.

Plug Power (PLUG) May weekly 26.50 straddle priced for a move of +/- 9% into the expected release of quarter results on May 5.

Qorvo (QRVO) May 185 straddle priced for a move of +/- 8% into the expected release of quarter results after the bell on May 5.

Rocket (RKT) May weekly 22.50 straddle priced for a move of +/- 13% into the expected release of quarter results before the bell on May 5.

Uber (UBER) May weekly 55 straddle priced for a move of +/- 8% into the expected release of quarter results after the bell on May 5.

Zynga (ZNGA) May weekly 10.50 straddle priced for a move of +/- 7% into the expected release of quarter results after the bell on May 5.

WW (WW) May weekly 27.50 straddle priced for a move of +/- 12% into the expected release of quarter results after the bell on May 5.

Options with decreasing option implied volatility: EBAY GSX TME VIAC DISCA
Increasing unusual option volume: AHT ADVM VXRT
Increasing unusual call option volume: AHT MUX SVM TRIL
Increasing unusual put option volume: VXRT OCGN UAA TAL
Popular stocks with increasing volume: BABA VIAC UBER PFE
Active options: AAPL TSLA AMD TWTR NIO AMZN PLTR PFE FB F MSFT SNAP NOK OCGN BAC BABA GE AMC VIAC UBER
Global S&P Futures recently mixed in the premarket, Nikkei down 0.8%, DAX down 0.4%, WTI Crude oil recently at $64.79, natural gas mixed, gold at $1788 an ounce