Pre-Market IV Report May 5, 2022

Pre-Market IV Report May 5, 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: VIX IPOF ICE CEI NKLA FSR DIDI PTON IGT TWLO FUBO CGC

Stocks expected to have increasing option volume: AMD STLA EBAY BKI LYFT UBER BKNG TWLO FSR NKLA BHC FSLY ETSY MTCH ZTS ICE SHOP DDOG QRVO APO K ADTN RCL PENN CROX NKLA COMM LYFT UBER W YELP Z SHOP

The ‘FANG’ stocks option IV

Meta Platforms (FB) 30-day option implied volatility is at 43; compared to its 52-week range of 21 to 79.

Apple (AAPL) 30-day option implied volatility is at 29; compared to its 52-week range of 19 to 44.

Netflix (NFLX) 30-day option implied volatility is at 51; compared to its 52-week range of 21 to 61.

Alphabet (GOOG) 30-day option implied volatility is at 32; compared to its 52-week range of 18 to 49.

Amazon (AMZN) 30-day option implied volatility is at 39; compared to its 52-week range of 19 to 54.

Microsoft (MSFT) 30-day option implied volatility is at 30; compared to its 52-week range of 16 to 46.

Straddle prices for stocks expected to report quarterly results

Wayfair (W) May weekly 91 straddle priced for a move of 19% into the expected release of quarter results today.

World Wrestling (WW) May weekly 10 straddle priced for a move of 14% into the expected release of quarter results today before the bell.

Yelp (YELP) May 34 straddle priced for a move of 14% into the expected release of quarter results today after the bell.

Zillow (Z) May 44 straddle priced for a move of 15% into the expected release of quarter results today after the bell.

DoorDash (DASH) May weekly 82 straddle priced for a move of 15% into the expected release of quarter results today.

DraftKings (DKNG) May weekly 15.50 straddle priced for a move of 15% into the expected release of quarter results before the bell on May 6. Call put ratio 2.7 calls to 1 put.

Under Armour (UA) May weekly 14.50 straddle priced for a move of 14% into the expected release of quarter results before the bell on May 6. Call put ratio 2.3 calls to 1 put.

Redfin (RDFN) May 13 straddle priced for a move of 18% into the expected release of quarter results before the bell on May 6. Call put ratio 1 call to 1.9 puts.

Options with decreasing option implied volatility: DWAC BBAI ROKU FB LC BKI PINS CAR HOOD CHGG TDOC VERU NFLX TWTR
Increasing unusual option volume: XP VERU LTHM TX ONEM
Increasing unusual call option volume: FEZ LTHM TX CL
Increasing unusual put option volume: XP IGT VST EAT AMR
Popular stocks with increasing volume: ABNB TWTR AMC SBUX F INTC NIO
Active options: AMD AAPL TSLA UBER LYFT NVDA FB AMZN SOFI MFST ABNB BAC TWTR AMC SBUX F NFLX INTC IGT NIO
Global S&P Futures lower in premarket, Nikkei mixed, DAX up 1.3%, WTI Crude oil recently at $107, natural gas mixed, gold at $1829 an ounce