Pre-Market IV Report May 5, 2021

Pre-Market IV Report May 5, 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: UBER LYFT SQ ATOS ZNGA RKT HYG SNDL CLOV MUDS ZNGA UXIN NVAX AFRM GOOS ZM

Stocks expected to have increasing option volume: ATVI TMUS GM PYPL LYFT UBER MRNA HLT BKNG CZR EXPD BWA SQ VIAC

Cloud, fintech, tech and AI companies option implied volatility

Snowflake (SNOW) 30-day option implied volatility is at 61; compared to its 52-week range of 45 to 100.

ServiceNow (NOW) 30-day option implied volatility is at 34; compared to its 52-week range of 32 to 55.

Lemonade (LMND) 30-day option implied volatility is at 72; compared to its 52-week range of 63 to 134

Bill.com (BILL) 30-day option implied volatility is at 83; compared to its 52-week range of 53 to 145

C3.ai (AI) 30-day option implied volatility is at 79; compared to its 52-week range of 72 to 133.

CrowdStrike Holdings Inc. (CRWD) 30-day option implied volatility is at 52; compared to its 52-week range of 42 to 109

Straddle prices into the expected release of quarter results this week

PayPal (PYPL) May weekly 250 straddle priced for a move of +/- 6.5% into the expected release of quarter results today after the bell.

Rocket (RKT) May weekly 22.50 straddle priced for a move of +/- 12% into the expected release of quarter results today before the bell on May 5.

Uber (UBER) May weekly 53 straddle priced for a move of +/- 8% into the expected release of quarter results today after the bell.

AMC Entertainment (AMC) May weekly 9.5 straddle priced for a move of +/- 12% into the expected release of quarter results after the bell on May 6.

Anheuser-Busch (BUD) May weekly 71 straddle priced for a move of +/- 5% into the expected release of quarter results on May 6.

Beyond Meat (BYND) May weekly 125 straddle priced for a move of +/- 12% into the expected release of quarter results on May 6.

Blue Apron (APRN) May 6 straddle priced for a move of +/- 15% into the expected release of quarter results before the bell on May 6.

Carvana (CVNA) May weekly 290 straddle priced for a move of +/- 9% into the expected release of quarter results after the bell on May 6.

Datadog (DDOG) May weekly 78 straddle priced for a move of +/- 9% into the expected release of quarter results after the bell on May 6.

Dropbox (DBX) May weekly 25 straddle priced for a move of +/- 8% into the expected release of quarter results after the bell on May 6.

Expedia (EXPE) May weekly 172.50 straddle priced for a move of +/- 7% into the expected release of quarter results after the bell on May 6.

GoPro (GPRO) May weekly 11 straddle priced for a move of +/- 12% into the expected release of quarter results after the bell on May 6.

Groupon (GRPN) May weekly 50 straddle priced for a move of +/- 14% into the expected release of quarter results on May 6.

Hain Celestial (HAIN) May 41 straddle priced for a move of +/- 8% into the expected release of quarter results before the bell on May 6.

JFrog (FROG) May weekly 45 straddle priced for a move of +/- 13% into the expected release of quarter results after the bell on May 6.

Kellogg (K) May 62.50 straddle priced for a move of +/- 5% into the expected release of quarter results before the bell on May 6.

Magna (MGA) May 92.50 straddle priced for a move of +/- 8% into the expected release of quarter results on May 6.

McKesson (MCK) May weekly 192.50 straddle priced for a move of +/- 5% into the expected release of quarter results after the bell on May 6.

Moderna (MRNA) May weekly 175 straddle priced for a move of +/- 7% into the expected release of quarter results before the bell on May 6.

Papa Johns (PZZA) May weekly 97 straddle priced for a move of +/- 7% into the expected release of quarter results before the bell on May 6.

Roku (ROKU) May weekly 320 straddle priced for a move of +/- 9% into the expected release of quarter results on May 6.

Square (SQ) May weekly 230 straddle priced for a move of +/- 7.5% into the expected release of quarter results after the bell on May 6.

Tapestry (TAP) May weekly 47.50 straddle priced for a move of +/- 8% into the expected release of quarter results on May 6.

TripAdvisor (TRIP) May weekly 47 straddle priced for a move of +/- 9% into the expected release of quarter results after the bell on May 6.

Viacom (VIAC) May weekly 40 straddle priced for a move of +/- 9% into the expected release of quarter results on May 6.

Wayfair (W) May weekly 275 straddle priced for a move of +/- 12% into the expected release of quarter results before the bell on May 6.

Options with decreasing option implied volatility: EBAY GSX TME VIAC DISCA
Increasing unusual option volume: LKQ IRBT NUAN SLCA X CLF
Increasing unusual call option volume: WDAY PRTY BCS UAA FTAI
Increasing unusual put option volume: NUAN ITB ATVI ASHR
Popular stocks with increasing volume: BABA X AMC TWTR PFE
Active options: AAPL TSLA AMD PLTR NIO PFE AMZN FB SNAP BAC MSFT TWTR MVIS BA F CLF UBER X AMC BABA
Global S&P Futures recently mixed to higher in the premarket, Nikkei down 0.8%, DAX up 1.3%, WTI Crude oil recently at $66.55, natural gas mixed, gold at $1775 an ounce