Pre-Market IV Report May 9, 2022

Pre-Market IV Report May 9, 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: BBIG CEI BHC PTON DIS HD IGT PBR SST AXSM HEAR VIX

Stocks expected to have increasing option volume: AAPL AMZN TSLA FB MSFT COIN RIVN AMC

Large Cap IV

Apple (AAPL) 30-day option implied volatility is at 36; compared to its 52-week range of 19 to 44.

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

Amazon (AMZN) 30-day option implied volatility is at 46; compared to its 52-week range of 19 to 54 into its shareholder meeting on May 25.

Tesla (TSLA) 30-day option implied volatility is at 66; compared to its 52-week range of 36 to 84.

Micron Technology (MU) 30-day option implied volatility is at 52; compared to its 52-week range of 26 to 68 into a company hosted investor event on May 12.

Rivian Automotive (RIVN) 30-day option implied volatility is at 111; compared to its 52-week range of 70 to 176 into the lockup period for early investors expiring.

Advanced Micro Devices, Inc. (AMD) 30-day option implied volatility is at 60; compared to its 52-week range of 29 to 73 into a financial analyst day on June 9.

Block (SQ) 30-day option implied volatility is at 84; compared to its 52-week range of 35 to 106 into company sponsored investors meeting on May 12.

JPMorgan (JPM) 30-day option implied volatility is at 33; compared to its 52-week range of 18 to 44 into a company sponsored investors meeting on May 23.

Walt Disney (DIS) 30-day option implied volatility is at 47; compared to its 52-week range of 20 to 47 into the expected release of quarter results on May 11.

NVIDIA (NVDA) 30-day option implied volatility is at 74; compared to its 52-week range of 31 to 77 into the expected release of quarter results on May 25.

Twitter (TWTR) 30-day option implied volatility is at 23; compared to its 52-week range of 21 to 88.

Coinbase (COIN) 30-day option implied volatility is at 116; compared to its 52-week range of 45 to 116 into the expected release of quarter results on May 10.

DISH Network (DISH) 30-day option implied volatility is at 73; compared to its 52-week range of 32 to 77 into a company hosted investor event on May 10.

Blue Apron (APRN) 30-day option implied volatility is at 161; compared to its 52-week range of 82 to 172 into a company hosted investor event on May 10.

Straddle prices for stocks expected to report quarterly results

Peloton (PTON) May weekly 15.50 straddle priced for a move of 22% into the expected release of quarter results after the bell on May 10.

Norwegian Cruise Line (NCLH) May weekly 18 straddle priced for a move of 8% into the expected release of quarter results on May 10.

Roblox (RBLX) May weekly 28 straddle priced for a move of 19% into the expected release of quarter results after the bell on May 10.

Rocket (RKT) May weekly 8.5 straddle priced for a move of 16% into the expected release of quarter results after the bell on May 10.

Sysco (SYY) May weekly 83 straddle priced for a move of 6% into the expected release of quarter results before the bell on May 10.

Trade Desk (TTD) May weekly 49 straddle priced for a move of 18% into the expected release of quarter results on May 10.

Workhorse (WKHS) May weekly 3 straddle priced for a move of 21% into the expected release of quarter results on May 10.

Wynn Resorts (WYNN) May weekly 66 straddle priced for a move of 8% into the expected release of quarter results on May 10.

Alibaba (BABA) May weekly 90 straddle priced for a move of 8% into the expected release of quarter results on May 11.

Options with decreasing option implied volatility: TDOC NFLX VERU TWTR BBAI DWAC CFLT CHGG CAR CWH CLX EBAY
Increasing unusual option volume: IHI FNKO BAM PACB BLL
Increasing unusual call option volume: FEZ MUR UNM TDC GH
Increasing unusual put option volume: VST PACB BGS NRG BLL SLI
Popular stocks with increasing volume: SQ UBER AMC PLTR TWTR DKNG
Active options: AAPL TSLA AMD NVDA FB BBIG AMZN MSFT UBER AMC PLTR TWTR NIO SQ DKNG LCID NFLX BAC F ET
Global S&P Futures down 1% in premarket, Nikkei down 2.1%, DAX down, WTI Crude oil recently at $109, natural gas mixed, gold at $1871 an ounce