Pre-Market IV Report May 22, 2023
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: FHN VTSI VLY CMA RAIN PRU SQM TGNA BE FRO WOLF SQM PRU CFLT IMGN NATI
Stocks expected to have increasing option volume: NVDA PANW MU INTC QCOM AMD LOW ZM AZO KSS SNOW WSM TOL INTU A
Micron Technology (MU) option IV into shares trading lower before the bell
Micron Technology (MU) 30-day option implied volatility is at 37; compared to its 52-week range of 34 to 62 into China bans Micron’s products from key infrastructure over security risk, FT reports.
NVIDIA (NVDA) 30-day option implied volatility is at 46; compared to its 52-week range of 40 to 75 into expected release of quarter results on May 24.
Advanced Micro Devices, Inc. (AMD) 30-day option implied volatility is at 43; compared to its 52-week range of 40 to 69.
Intel (INTC) 30-day option implied volatility is at 32; compared to its 52-week range of 27 to 59.
Technology Select Sector Spdr Fund (XLK) 30-day option implied volatility is at 18; compared to its 52-week range of 18 to 39.
EWJ & EWG option IV as shares trend
Ishares Msci Japan Etf (EWJ) 30-day option implied volatility is at 15; compared to its 52-week range of 13 to 57. June and September option active.
IShares MSCI German ETF (EWG) 30-day option implied volatility is at 16; compared to its 52-week range of 16 to 86.
Straddle prices into quarter results
Zoom (ZM) May weekly 70 straddle is priced for a move of 14% into the expected release of quarter results today after the bell.
Lowe’s Cos. (LOW) May weekly 250 straddle is priced for a move of 5% into the expected release of quarter results before the bell on May 23.
Palo Alto (PANW) May weekly 190 straddle is priced for a move of 9% into the expected release of quarter results after the bell on May 23.
Dick’s Sporting Goods (DKS) May weekly 125 straddle is priced for a move of 9.5% into the expected release of quarter results before the bell on May 23.
AutoZone (AZO) May weekly 2650 straddle is priced for a move of 5.5% into the expected release of quarter results before the bell on May 23.
Agilent (A) June 130 straddle is priced for a move of 6.5% into the expected release of quarter results after the bell on May 23.
Intuit (INTU) May weekly 445 straddle is priced for a move of 5.5% into the expected release of quarter results after the bell on May 23.
Vipshop (VIPS) May weekly 15 straddle is priced for a move of 15% into the expected release of quarter results before the bell on May 23.
Williams Sonoma (WSM) May weekly 115 straddle is priced for a move of 8% into the expected release of quarter results before the bell on May 23.
Toll Brothers (TOL) May weekly 66 straddle is priced for a move of 6% into the expected release of quarter results after the bell on May 23.
Urban Outfitters (URBN) May weekly 27 straddle is priced for a move of 11% into the expected release of quarter results after the bell on May 23.
NVIDIA (NVDA) May weekly 312 straddle is priced for a move of 7% into the expected release of quarter results after the bell on May 24.
Analog Devices (ADI) May weekly 190 straddle is priced for a move of 4.5% into the expected release of quarter results before the bell on May 24.
Snowflake (SNOW) May weekly 176.50 straddle is priced for a move of 12% into the expected release of quarter results after the bell on May 24.
Splunk (SPLK) May weekly 96 straddle is priced for a move of 9% into the expected release of quarter results after the bell on May 24.
XPeng (XPEV) May weekly 9 straddle is priced for a move of 10% into the expected release of quarter results before the bell on May 24.
Kohl’s (KSS) May weekly 19 straddle is priced for a move of 14% into the expected release of quarter results before the bell on May 24.
Abercrombie & Fitch (ANF) May weekly 23 straddle is priced for a move of 14% into the expected release of quarter results before the bell on May 24.
Futu Holdings Limited (FUTU) 30-day option implied volatility is at 57; compared to its 52-week range of 53 to 93.
Options with decreasing option implied volatility: IEP CTLT VKTX WAL STNE ONON XP VLY SE TME TTWO TGT NU ROST FL HBAN SRPT MCB
Increasing unusual option volume: NNOX VIPS TRUP JNK SHY EWJ CBRE
Increasing unusual call option volume: MODY SNY ROST STNE VIPS NNOX EWJ PAGP SHY SYF FL MODG HZNP MVIS
Increasing unusual put option volume: PZZA SGEN ARKG FTCH IEP FL ALGM FOXA JNK CTLT VMW MQ TRUP
Popular stocks increasing volume: PLTR BAC BABA SHOP NIO COIN OXY PYPL INTC
Active options: TSLA NVDA AMD AAPL GOOGL PLTR AMZN GOOG META NFLX MSFT BAC BABA SHOP NIO COIN OXY PYPL MU INTC
Global S&P Futures mixed in premarket, Nikkei mixed to up%, DAX mixed, WTI Crude oil recently at $71, natural gas mixed, gold at $1977
