Pre-Market IV Report May 2, 2024

Pre-Market IV Report May 2, 2024

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: OKTA IOVA ANF FL AI CHWY DELL DKS AAP ESTC MDB BURL DG NTAP PDD ZS DLTR ULTA HPE COUR SYF PH PBR HR VET HR K ETRN

Stocks expected to have increasing option volume: AAPL QCOM NVO DASH EBAY CVNA MGM ETSY Z COP AMGN BKNG CI SO COIN MNST SQ AERS MRNA QRVO CAR WOLF CVNA ZG BALY CHRW MGM

Straddle prices into quarter results

Apple (AAPL) May weekly 170 straddle priced for a mov of 4.5% into the expected release of quarter results today after the bell

Novo (NVO) May weekly 129 straddle priced for a mov of 5% into the expected release of quarter results.

Amgen (AMGN) May weekly 277 straddle priced for a move of 4.5% into the expected release of quarter results today.

Booking Holding (BKNG) May weekly 3415 straddle priced for a move of 5% into the expected release of quarter results today after the bell.

Coinbase (COIN) May weekly 210 straddle priced for a mov of 13% into the expected release of quarter results today after the bell.

Block (SQ) May weekly 67 straddle priced for a mov of 13% into the expected release of quarter results today after the bell.

Moderna (MRNA) May weekly 111 straddle priced for a mov of 7.5% into the expected release of quarter results today before the bell.

DraftKings (DKNG) May weekly 42 straddle priced for a mov of 13% into the expected release of quarter results today after the bell.

Cloudflare (NET) May weekly straddle priced for a move of % into the expected release of quarter results today after the bell.

Rocket Companies (RKT) May weekly 12 straddle priced for a move of 13% into the expected release of quarter results today after the bell.

Illumina (ILMN) May weekly 125 straddle priced for a move of 6.5% into the expected release of quarter results today after the bell.

Expedia (EXPE) May weekly 133 straddle priced for a move of 8.5% into the expected release of quarter results today after the bell.

GoDaddy (GDDY) May weekly 122 straddle priced for a move of 8% into the expected release of quarter results today after the bell.

Wayfair (W) May weekly 50 straddle priced for a move of 14% into the expected release of quarter results today before the bell.

Bill Holdings (BILL) May weekly 63 straddle priced for a move of 13.5% into the expected release of quarter results today after the bell.

Live Nation (LYV) May 90 straddle priced for a move of 9% into the expected release of quarter results today after the bell.

CBOE Global Partners (CBOE) May weekly 180 straddle priced for a move of 3.5% into the expected release of quarter results before the bell on May 3.

Flour (FLR) May 40 straddle priced for a move of 8% into the expected release of quarter results before the bell on May 3.

FuboTV (FUBO) May weekly 1.5 straddle priced for a move of 25% into the expected release of quarter results before the bell on May 3.

Hershey (HSY) May weekly 195 straddle priced for a move of 5% into the expected release of quarter results before the bell on May 3.

Berkshire Hathaway (BRK.A) May weekly 400 straddle priced for a move of 2% into the expected release of quarter results.

Volume Movers

Powershares Db Agriculture Fund (DBA) 30-day option implied volatility is at 17; compared to its 52-week range of 11 to 21 with a focus on July 25 calls.

ITT Inc (ITT) 30-day option implied volatility is at 28; compared to its 52-week range of 17 to 72 amid active May 130 calls.

Leggett & Platt (LEG) 30-day option implied volatility is at 50; compared to its 52-week range of 14 to 73 amid active option volume of 9K contracts as share price down.

Vontier Corp. (VNT) 30-day option implied volatility is at 32; compared to its 52-week range of 14 to 69 with a focus on May 40 puts.

Options with decreasing option implied volatility: SNAP BKKT PINS ROKU LMND TGTX TDOC MANU CLS SOFI SMCI TEAM ALGN OPRA META BITI MBLY QS WING
Increasing unusual option volume: ALCC DLO ENTG AON LEG BYD GPN EXTR
Increasing unusual call option volume: SYF DLO ALCC MPLX LEG GPN SGMO CP ENTG EXEL
Increasing unusual put option volume: LEG CVTA APH GPN NFE ACN CVS CWH PTEN
Popular stocks with increasing volume: SBUX NIO PFE CVS SMCI SOFI NYCB INTC PINS PYPL
Active options: TSLA NVDA AMZN AMD SBUX NIO AAPL PFE CVS SMCI META SOFI NYCB MSFT INTC TLRY PINS CHPT NCLH PYPL
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $79.50, natural gas up 1.5%, gold at $2326