Pre-Market IV Report May 6, 2022

Pre-Market IV Report May 6, 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: option IV up…..UVXY UVIX BMBL SPXS TQQQ SOXL SPXL SPXU SOXS

Stocks expected to have increasing option volume: PTON AMC GME SPY QQQ CI CNK OPEN BHC SQ PYPL OPEN ZG Z UA UAA DKNG SPCE FUBO SHAK BHC YELP WW WWE SG GPRO SPWR DBX VAC NOG LCID ILMN MNST DASH LYV RDFN FNKO LAZR LEU

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. Call put ratio 1 call to 1.3 puts.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 35; compared to its 52-week range of 14 to 38. Call put ratio 1 call to 1.1 puts.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 74; compared to its 52-week range of 28 to 75.

The ‘FANG’ stocks option IV

Meta Platforms (FB) 30-day option implied volatility is at 50; compared to its 52-week range of 21 to 79.

Apple (AAPL) 30-day option implied volatility is at 37; compared to its 52-week range of 19 to 44.

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

Alphabet (GOOG) 30-day option implied volatility is at 39; compared to its 52-week range of 18 to 49.

Amazon (AMZN) 30-day option implied volatility is at 47; compared to its 52-week range of 19 to 54.

Microsoft (MSFT) 30-day option implied volatility is at 36; compared to its 52-week range of 16 to 46.

Peloton (PTON) May weekly call option implied volatility is at 137, May is at 170; compared to its 52-week range of 50 to 138 into expected release of quarter results on May 10.

Straddle prices for stocks expected to report quarterly results

3D Systems (DDD) May weekly 11.50 straddle priced for a move of 18% into the expected release of quarter results after the bell on May 9.

AMC Entertainment (AMC) May weekly 14.5 straddle priced for a move of 23% into the expected release of quarter results on May 9.

Angi (ANGI) May 6 straddle priced for a move of 19% into the expected release of quarter results after the bell on May 9.

Coty (COTY) May weekly 7.5 straddle priced for a move of 15% into the expected release of quarter results before the bell on May 9.

GoodRx (GDRX) May weekly 12.5 straddle priced for a move of 20% into the expected release of quarter results after the bell on May 9.

Groupon (GRPN) May weekly 18.50 straddle priced for a move of 16% into the expected release of quarter results after the bell on May 9.

JFrog (FROG) May weekly 21 straddle priced for a move of 18% into the expected release of quarter results after the bell on May 9.

Lemonade (LMND) May weekly 21.50 straddle priced for a move of 18% into the expected release of quarter results after the bell on May 9.

Kandi (KNDI) May 3 straddle priced for a move of 18% into the expected release of quarter results before the bell on May 9.

Novavax (NVAX) May weekly 59 straddle priced for a move of 17% into the expected release of quarter results after the bell on May 9.

Plug Power (PLUG) May weekly 21 straddle priced for a move of 14% into the expected release of quarter results after the bell on May 9.

Smile DirectClub (SDC) May weekly 1.5 straddle priced for a move of 28% into the expected release of quarter results after the bell on May 9.

Tysons Foods (TSN) May weekly 90 straddle priced for a move of 8% into the expected release of quarter results before the bell on May 9.

Options with decreasing implied volatility: CLX CHGG CAR CWH DWAC
Increasing unusual option volume: BKI BLL EHTH KD SESN FNKO
Increasing unusual call option volume: BKI TDC SESN FLNG NCR ICPT
Increasing unusual put option volume: BLL DT ATER ASHR
Popular stocks with increasing volume: UBER LYFT OXY XOM AMC
Active options: AAPL TSLA TWTR AMD FB NVDA UBER CCJ ET NIO LYFT AMZN OXY SHOP SOFI MSFT BAC NFLX XOM AMC
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $109, natural gas mixed, gold at $1876 an ounce