Pre-Market IV Report May 30, 2024

Pre-Market IV Report May 30, 2024

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Pre-Market IV Report May 30, 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: ASTS SRPT CPRI VLY OZK NKE WBA FDX FSLR GIS VOD

Stocks expected to have increasing option volume: CRM DELL DIS MRVL HPQ A FL BBY AEO HRL KSS JWN BIRK AI OKTA CPRI PSTG NTNX PATHS DG NCNO SSYS PATH

Apple (AAPL) 30-day option implied volatility is at 20; compared to its 52-week range of 16 to 31 into hosting its annual Worldwide Developers Conference (WWDC) from June 10 through 14, 2024. Call put ratio 2 calls to 1 put.

NVIDIA (NVDA) 30-day option implied volatility is at 46; compared to its 52-week range of 32 to 68 into stock split.

UnitedHealth Group (UNH) May weekly call option implied volatility is at 31, June is at 23; compared to its 52-week range of 15 to 29.

Walgreens Boots Alliance (WBA) 30-day option implied volatility is at 51; compared to its 52-week range of 21 to 55. Call put ratio 1 call to 1.6 puts as share price below $15.

Boeing (BA) 30-day option implied volatility is at 32; compared to its 52-week range of 22 to 39 as share price below $172.

Straddle prices into quarter results

Costco (COST) May weekly 807 straddle priced for a move of 4% into the expected release of quarter results after the bell on May 30.

Dell Technology (DELL) May weekly 180 straddle priced for a move of 12.5% into the expected release of quarter results today after the bell.

Ulta Beauty (ULTA) May weekly 377 straddle priced for a move of 8% into the expected release of quarter results today after the bell.

Gap (GPS) May weekly 21.50 straddle priced for a move of 13% into the expected release of quarter results today after the bell.

SentenelOne (S) May weekly 21 straddle priced for a move of 14% into the expected release of quarter results today after the bell.

Nordstrom (JWN) May weekly 21.50 straddle priced for a move of 12.5% into the expected release of quarter results today after the bell.

Movers

Upwork Inc. (UPWK) 30-day option implied volatility is at 32; compared to its 52-week range of 30 to 97. Call put ratio 13 calls to 1 put with focus on June 12.50 calls.

Global-e Online (GLBE) 30-day option implied volatility is at 40; compared to its 52-week range of 39 to 98. Call put ratio 132 calls to 1 put.

EyePoint Pharmaceuticals (EYPT) 30-day option implied volatility is at 72; compared to its 52-week range of 58 to 491. Call put ratio 1 call to 60 puts on active July puts.

Industrial Sel Sect Spdr Fd (XLI) 30-day option implied volatility is at 13; compared to its 52-week range of 11 to 21 on active June spreaders.

Options with decreasing option implied volatility: CHWY ANF BILI ELF AAP GH VFC SNOW DKS TGT PDD WSM ROST WDAY NTES SNPS GH GLNG
Increasing unusual option volume: HUN ASTS FFIE EU BIRK PTEN EYPT
Increasing unusual call option volume: EU ASTS INSM XLI GLBE IBKR
Increasing unusual put option volume: PTEN EYPT ASTS BHVN BMBL ISNM
Popular stocks with increasing volume: AAL CHWY AMC GME BABA F INTC BAC QCOM SMCI
Active options: NVDA TSLA AAL AAPL AMD AMZN FFIE CHWY AMC GME BABA HOOD META NFLX ASTS F INTC BAC QCOM SMCI
Global S&P Futures lower in premarket, Nikkei down 1%, DAX mixed, WTI Crude oil recently at $79, natural gas mixed, gold at $2333

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