Pre-Market IV Report June 2, 2022

Pre-Market IV Report June 2, 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: LULU BBAI RDBX PHR WOW ADM IPOD

Stocks expected to have increasing option volume: LULU HRL CIEN CHWY PATH NTAP GME PVH FB META WMT AMZN AI APRN

Meta Platforms, Inc. (FB) June weekly call option implied volatility is at 60, June is at 50; compared to its 52-week range of 21 to 79 after announcing Sheryl Sandberg is stepping down as COO. Call put ratio 1.4 calls to 1 put.

Option Implied Volatility for natural gas

United States Natural Gas (UNG) 30-day option implied volatility is at 86; compared to its 52-week range of 32 to 199 as natural gas near upper end of range.

Chesapeake Energy (CHK) 30-day option implied volatility is at 51; compared to its 52-week range of 33 to 70. Call put ratio 2.9 calls to 1 put.

Range Resources (RRC) 30-day option implied volatility is at 63; compared to its 52-week range of 56 to 78.

Antero Resources (AR) 30-day option implied volatility is at 67; compared to its 52-week range of 58 to 85. Call put ratio 2.4 calls to 1 put.

EQT Corp. (EQT) 30-day option implied volatility is at 61; compared to its 52-week range of 46 to 70.

Lithium stocks option IV

Albemarle (ALB) 30-day option implied volatility is at 54; compared to its 52-week range of 33 to 104.

Lithium Americas (LAC) 30-day option implied volatility is at 86; compared to its 52-week range of 61 to 133. Call put ratio 3.2 calls to 1 put.

Piedmont Lithium (PLL) 30-day option implied volatility is at 84; compared to its 52-week range of 56 to 123. Call put ratio 3.2 calls to 1 put.

Livent (LTHM) 30-day option implied volatility is at 74; compared to its 52-week range of 55 to 123. Call put ratio 2.7 calls to 1 put.

Microvast (MVST) 30-day option implied volatility is at 96; compared to its 52-week range of 68 to 154. Call put ratio 15 calls to 1 put.

Quantumscape (QS) 30-day option implied volatility is at 90; compared to its 52-week range of 64 to 118. Call put ratio 2.1 calls to 1 put.

Straddle prices for stocks expected to report quarterly results

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

Duluth Holdings (DLTH) June 12.50 straddle priced for a move of 18% into the expected release of quarter results today before the bell.

Hormel (HRL) June weekly 48 straddle priced for a move of 5% into the expected release of quarter results today before the bell.

CrowdStrike Holdings Inc. (CRWD) June weekly 160 straddle priced for a move of 13% into the expected release of quarter results today.

Lands’ End (LE) June 10 straddle priced for a move of 21% into the expected release of quarter results today before the bell.

Lululemon (LULU) June weekly 290 straddle priced for a move of 9% into the expected release of quarter results today after the bell.

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

OKTA (OKTA) June weekly 84 straddle priced for a move of 14% into the expected release of quarter results today after the bell.

Proshrs Ultrpro Sht (SQQQ) 30-day option implied volatility is at 96; compared to its 52-week range of 48 to 127. Call put ratio 4.1 calls to 1 put.

Ishares U.S. Real Estate Etf (IYR) 30-day option implied volatility is at 25; compared to its 52-week range of 13 to 33. Call put ratio 1 call to 24 puts.

Amazon (AMZN) June weekly call option implied volatility is at 59, June is at 54; compared to its 52-week range 19 to 54 into shareholder of record at the close of business on May 27, 2022 will have 19 additional shares for every one share held as of such date reflected in their accounts on or about June 3, 2022. Trading is expected to begin on a split-adjusted basis on June 6, 2022. Call put ratio 2.4 calls to 1 put.

Options with decreasing option implied volatility: YINN JWN FTCH M GPS ZS SNOW DKS AEO CPRI WDAY MRVL
Increasing unusual option volume: TIP VIEW BKSY ERJ VSCO HRL AVYA CIEN IYR
Increasing unusual call option volume: VIEW BKSY BMO VSCO ERJ AVYA GFI
Increasing unusual put option volume: TIP AVYA PSTG NWL AMBA CRHC LTHM NTAP HOG
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 $112, natural mixed, gold at $1854 an ounce