Pre-Market IV Report June 2, 2020

Pre-Market IV Report June 2, 2020

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: ZM DKS CLDR EBAY TLRY PLUG NOK

Options expected to have increasing volume: ZM DKS AVGO GPS WU MGI SBUX SFIX

Option implied volatility amid pandemic, economy and looters

Target (TGT) 30-day option implied volatility is at 116; compared to its 52-week range 54 to 143 amid pandemic, economy and looters.

Walmart (WMT) 30-day option implied volatility is at 22; compared to its 52-week range 13 to 68.

Amazon (AMZN) 30-day option implied volatility is at 26; compared to its 52-week range of 17 to 69.

Lowes (LOW) 30-day option implied volatility is at 33; compared to its 52-week range of 18 to 129.

Home Depot (HD) 30-day option implied volatility is at 27; compared to its 52-week range of 15 to 114.

Kohls (KSS) 30-day option implied volatility is at 84; compared to its 52-week range of 29 to 159.

Macy (M) 30-day option implied volatility is at 108; compared to its 52-week range of 31 to 165

Straddle prices for stocks expected to report quarterly results this week

Ambarella (AMBA) June weekly 58 straddle priced for a move of 14% into the expected release of quarter results today after the bell.

Cracker Barrel (CBRL) June 110 straddle priced for a move of 11% into the expected release of quarter results today before the bell.

Dicks Sporting Goods (DKS) June weekly 36.50 straddle priced for a move of 12% into the expected release of quarter results today before the bell.

CrowdStrike (CRWD) June weekly 95 straddle priced for a move of 15% into the expected release of quarter results today after the bell.

GameStop (GME) June weekly 4 straddle priced for a move of 18% into the expected release of quarter results today.

Zoom Video Communications (ZM) June weekly 205 straddle priced for a move of 15% into the expected release of quarter results today after the bell.

American Eagle (AEO) June weekly 10 straddle priced for a move of 13% into the expected release of quarter results before the bell on June 3.

Campbell Soup (CPB) June weekly 51.50 straddle priced for a move of 7% into the expected release of quarter results before the bell on June 3.

Canada Goose (GOOS) June weekly 21 straddle priced for a move of 17% into the expected release of quarter results on June 3.

Cloudera (CLDR) June weekly 11 straddle priced for a move of 19% into the expected release of quarter results after the bell on June 3.

Express (EXPR) June 2 straddle priced for a move of 30% into the expected release of quarter results before the bell on June 3.

United Natural Foods (UNFI) June 20 straddle priced for a move of 16% into the expected release of quarter results on June 3.

At Home (HOME) June 5 straddle priced for a move of 30% into the expected release of quarter results before the bell on June 4.

Broadcom (AVGO) June weekly 290 straddle priced for a move of 6% into the expected release of quarter results on June 4.

Ciena (CIEN) June weekly 56 straddle priced for a move of 10% into the expected release of quarter results before the bell on June 4.

DocuSign (DOCU) June weekly 145 straddle priced for a move of 13% into the expected release of quarter results after the bell on June 4.

Gap Inc (GPS) June weekly 10 straddle priced for a move of 17% into the expected release of quarter results on June 4.

J.M. Smucker (SJM) June 115 straddle priced for a move of 7% into the expected release of quarter results on June 4.

Navistar (NAV) June weekly 24.5 straddle priced for a move of 20% into the expected release of quarter results before the bell on June 4.

Slack (WORK) June weekly 37 straddle priced for a move of 14% into the expected release of quarter results before the bell on June 4.

Toro (TTC) June 70 straddle priced for a move of 10% into the expected release of quarter results before the bell on June 4.

Tsakos Energy (TNP) June 2.5 straddle priced for a move of 20% into the expected release of quarter results before the bell on June 4.

Vail Resorts (MTN) June 195 straddle priced for a move of 11% into the expected release of quarter results after the bell on June 4.

Kandi Technlogies (KNDI) June 3 straddle priced for a move of 20% into the expected release of quarter results before the bell on June 5.

Options with decreasing option implied volatility: HTZ USO SNAP FSCT TWLO
Increasing unusual option volume: COTY SNE DKS ECL FLEX AMRS MARK
Increasing unusual option volume: ECL FLEX AMRS MARK VTIQ AZN
Increasing unusual put option volume: ECL DKNG QD SRNE DKS HRB
Popular stocks with increasing unusual volume: DKNG SPCE ZM PFE AAL ZM ZNGA
Active options: TSLA AAPL ECL FB ZM SNAP AMD BAC PFE DKNG SPCE BA MSFT NIO ZNGA BYND GE BABA AMZN AAL
Global S&P Futures recently mixed to higher in premarket, Nikkei up 1.1%, DAX up 3.4%, WTI Crude oil recently at $36.32, natural gas mixed, gold at $1749 an ounce