Pre-Market IV Report May 7, 2021

Pre-Market IV Report May 7, 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: BIIB ATOS DBX UWMC DIS BYND CLOV NVAX ARKK AM
AT

Stocks expected to have increasing option volume: SQ BYND CI DKNG NKLA CNK BILL ROKU GPRO GRPN AXON NET PTON EXPE DDOG CARG TSE MCHP AVLR SQ IAC DBX, YELP LYV WTRH FROG SHAK GH BYND TRIP CLNE PODD SFM MNST SPRO CGNX OTRK PLNT

Momentum stocks option implied volatility as stocks pull back

Zoom Video Communications (ZM) 30-day option implied volatility is at 62; compared to its 52-week range of 42 to 96.

Peloton (PTON) 30-day option implied volatility is at 81; compared to its 52-week range of 59 to 149.

Wayfair (W) 30-day option implied volatility is at 54; compared to its 52-week range of 54 to 112.

Roku (ROKU) 30-day option implied volatility is at 66; compared to its 52-week range of 55 to 97.

DocuSign Inc. (DOCU) 30-day option implied volatility is at 49; compared to its 52-week range of 37 to 128.

Cloudflare (NET) 30-day option implied volatility is at 63; compared to its 52-week range of 47 to 119.

RingCentral (RNG) 30-day option implied volatility is at 42; compared to its 52-week range of 40 to 70.

Fastly (FSLY) 30-day option implied volatility is at 77; compared to its 52-week range of 63 to 146.

8×8 (EGHT) 30-day option implied volatility is at 59; compared to its 52-week range of 42 to 109.

Limelight Networks (LLNW) 30-day option implied volatility is at 74; compared to its 52-week range of 61 to 151.

Palantir (PLTR) 30-day option implied volatility is at 75; compared to its 52-week range of 57 to 174.

Airbnb (ABNB) 30-day option implied volatility is at 64; compared to its 52-week range of 52 to 114.

CrowdStrike Holdings Inc. (CRWD) 30-day option implied volatility is at 57; compared to its 52-week range of 42 to 109.

Teladoc (TDOC) 30-day option implied volatility is at 48; compared to its 52-week range of 43 to 78.

C3.ai (AI) 30-day option implied volatility is at 80; compared to its 52-week range of 72 to 133.

DoorDash (DASH) 30-day option implied volatility is at 75; compared to its 52-week range of 60 to 118.

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

Straddle prices into quarter results next week

Marriott (MAR) May weekly 143 straddle priced for a move of +/- 5% into the expected release of quarter results before the bell on May 10.

Nautilus (NLS) May 17.50 straddle priced for a move of +/- 20% into the expected release of quarter results after the bell on May 10.

Novavax (NVAX) May weekly 172 straddle priced for a move of +/- 20% into the expected release of quarter results after the bell on May 10.

Occidental Petroleum (OXY) May weekly 27 straddle priced for a move of +/- 8% into the expected release of quarter results after the bell on May 10.

Party City (PRTY) May weekly 8 straddle priced for a move of +/- 20% into the expected release of quarter results before the bell on May 10.

Rackspace (RXT) May weekly 19 straddle priced for a move of +/- 8% into the expected release of quarter results after the bell on May 10.

Revlon (REV) May 12.5 straddle priced for a move of +/- 20% into the expected release of quarter results on May 10.

Container Store (TSC) May 12.5 straddle priced for a move of +/- 18% into the expected release of quarter results on May 10.

3D System (DDD) May weekly 18.50 straddle priced for a move of +/- 13% into the expected release of quarter results after the bell on May 10.

Riot Blockchain (RIOT) May weekly 34 straddle priced for a move of +/- 16% into the expected release of quarter results on May 10.

Simon Property (SPG) May 120 straddle priced for a move of +/- 6% into the expected release of quarter results after the bell on May 10.

SmileDirect (SDC) May weekly 8 straddle priced for a move of +/- 10% into the expected release of quarter results after the bell on May 10.

Trade Desk (TTD) May weekly 610 straddle priced for a move of +/- 13% into the expected release of quarter results before the bell on May 10.

Tyson (TSN) May weekly 78.50 straddle priced for a move of +/- 5.5% into the expected release of quarter results before the bell on May 10.

Workhorse (WKHS) May weekly 9.5 straddle priced for a move of +/- 18% into the expected release of quarter results before the bell on May 10.

Electronic Arts (EA) May weekly 141 straddle priced for a move of +/- 6% into the expected release of quarter results after the bell on May 11.

FuboTV (FUBO) May weekly 17 straddle priced for a move of +/- 18% into the expected release of quarter results into the expected release of quarter results after the bell on May 11.

DraftKings (DKNG) May weekly 51 straddle priced for a move of +/- 8.5% into the expected release of quarter results today.

VIX Futures Premium: 11%. Combined volume weighted VIX Futures premium for first and second months.
Stocks with Implied Volatility Movement

Options with decreasing option implied volatility: EBAY UPS GOTU VIAC NUAN
Increasing unusual option volume: CLMT ANF MLCO BGFV SSSS HOME
Increasing unusual call option volume: EWJ MLCO IBM AEP TPR HOME
Increasing unusual put option volume: EWJ HIMX TAL FSLY RUN
Popular stocks with increasing volume: IBM PFE PTON RKT SNAP PYPL AMC
Active options: AAPL TSLA PLTR UBER IBM NIO PFE AMZN VIAC AMD PTON FB RKT MSFT SNAP WFC FSLY PYPL AMC BAC
Global S&P Futures recently mixed in the premarket, Nikkei mixed, DAX up 0.8%, WTI Crude oil recently at $64.70, natural gas mixed, gold at $1819 an ounce