Pre-Market IV Report June 1, 2022

Pre-Market IV Report June 1, 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: RIGL IMUX AMLX ONTX TBBAI GGR RDBX ATHA PACB NKLA CRM LULU JOAN LPI BHC

Stocks expected to have increasing option volume: LULU AMBA CHPT HPQ CRM VSCO

Meta Platforms, Inc. (FB) 30-day option implied volatility is at 44; compared to its 52-week range of 21 to 79 into announcing Class A common stock will begin trading on NASDAQ under the new ticker symbol ‘META’ beginning June 9, 2022.

Option Implied Volatility for industrial metal stocks

Rio Tinto plc (RIO) 30-day option implied volatility is at 34; compared to its 52-week range of 27 to 68.

Freeport-McMoran (FCX) 30-day option implied volatility is at 51; compared to its 52-week range of 41 to 64.

BHP Billiton Ltd. (BHP) 30-day option implied volatility is at 35; compared to its 52-week range of 25 to 66.

Vale S.A. (VALE) 30-day option implied volatility is at 44; compared to its 52-week range of 30 to 81.

IV into investor meetings

AmerisourceBergen (ABC) 30-day option implied volatility is at 28; compared to its 52-week range of 20 to 41 into a company hosted investor meeting today.

Cigna Corp. (CI) 30-day option implied volatility is at 29; compared to its 52-week range of 20 to 37 into a company hosted investor meeting on June 3.

Straddle prices for stocks expected to report quarterly results

GameStop (GME) June weekly 125 straddle priced for a move of 16% into the expected release of quarter results today after the bell.

C3.ai (AI) June weekly 20 straddle priced for a move of 22% into the expected release of quarter results today after the bell.

Capri (CPRI) June weekly 48 straddle priced for a move of 14% into the expected release of quarter results today before the bell.

Chewy (CHWY) June weekly 25 straddle priced for a move of 18% into the expected release of quarter results today after the bell.

Ciena (CIEN) June weekly 51 straddle priced for a move of 10% into the expected release of quarter results before the bell on June 2.

Designer Brands (DBI) June 15 straddle priced for a move of 15% into the expected release of quarter results before the bell on June 2.

Duluth Holdings (DLTH) June 12.50 straddle priced for a move of 17% into the expected release of quarter results before the bell on June 2.

Hormel (HRL) June weekly 49 straddle priced for a move of 5% into the expected release of quarter results before the bell on June 2.

CrowdStrike Holdings Inc. (CRWD) June weekly 160 straddle priced for a move of 12% into the expected release of quarter results on June 2.

Lands’ End (LE) June 12 straddle priced for a move of 22% into the expected release of quarter results before the bell on June 2.

Lululemon (LULU) June weekly 292 straddle priced for a move of 8% into the expected release of quarter results after the bell on June 2.

PagerDuty (PD) June 25 straddle priced for a move of 19% into the expected release of quarter results after the bell on June 2.

OKTA (OKTA) June weekly 83 straddle priced for a move of 14% into the expected release of quarter results after the bell on June 2.

Options with decreasing option implied volatility: YINN JWN BBY ZM FTCH VMW SNOW M GPS ZS DKS DLTR ANF AEO
Increasing unusual option volume: BKSY TXMD BMO VSCO MAT TIP
Increasing unusual call option volume: BMO BKSY GRAB VSCO HUSA MAT
Increasing unusual put option volume: MAT TIP AMRS AUY UVIX SHY CHY AMBA
Popular stocks with increasing volume: SNAP OXY BAC PLTR XOM
Active options: AAPL TSLA AMC AMD NVDA AMZN F CHPT MULN BABA FB XOM NIO SNAP MSFT OXY BAC LCID NFLX PLTR
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $116, natural up 2%, gold at $1832 an ounce