Pre-Market IV Report June 3, 2021

Pre-Market IV Report June 3, 2021

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: AMC BB BBBY EXPR OCGN WKHS GME AHT TLRY GPRO DKLZ KODK FUBO PETS SNDL BB PSTH ATOS KODK WISH SOFI TAL

Stocks expected to have increasing option volume: AMC GME BBBY BB RKT BIIB AVGO DOCU LULU AMGN

NVIDIA (NVDA) 30-day option implied volatility is at 36; compared to its 52-week range of 33 to 67. Call put ratio 2.9 calls to 1 put as shares near record high.

Option IV for movers

AMC Entertainment (AMC) June weekly call option implied volatility is at 652, June is at 505; compared to its 52-week range of 85 to 725. Call put ratio 1.5 calls to 1 put. Trades more than 4.6M contracts.

GameStop (GME) June weekly call option implied volatility is at 202, June is at 223; compared to its 52-week range of 78 to 553. Call put ratio 2.8 calls to 1 put.

BlackBerry (BB) June weekly call option implied volatility is at 330, June is at 240; compared to its 52-week range of 47 to 478. Call put ratio 5.6 calls to 1 put with focus on June weekly 13, 13.5 and 14 calls.

Bed Bath & Beyond (BBBY) June weekly call option implied volatility is at 230, June is at 150; compared to its 52-week range of 66 to 482. Call put ratio 1.7 calls to 1 put.

Rocket Companies (RKT) 30-day option implied volatility is at 79; compared to its 52-week range of 47 to 222. Call put ratio 7.3 calls to 1 put with focus on June weekly 19, 20, 21 and 22 calls.

Sofi Technologies (SOFI) June call option implied volatility is at 98, July is at 100. Call put ratio 2.1 calls to 1 put.

Novavax (NVAX) 30-day option implied volatility is at 107; compared to its 52-week range of 83 to 174. Call put ratio 2.5 calls to 1 put.

GSX Techedu Inc. (GOTU) 30-day option implied volatility is at 115; compared to its 52-week range of 79 to 238.

C3.ai (AI) June call option implied volatility is at 95, July is at 79; compared to its 52-week range of 72 to 133 as shares call. Call put ratio 2.5 calls to 1 put.

WTI crude oil trades above $69

Market Vectors Oil Services Etf (OIH) June weekly call option implied volatility is at 53, June is at 51; compared to its 52-week range of 43 to 86. Call put ratio 3.6 calls to 1 put into WTI Crude oil trades up to October 2018 high.

Schlumberger Ltd. (SLB) June weekly call option implied volatility is at 51, June is at 38; compared to its 52-week range of 36 to 82. Call put ratio 4.6 calls to 1 put into WTI Crude oil trades above $69.

Halliburton (HAL) June weekly call option implied volatility is at 41, June is at 39; compared to its 52-week range of 40 to 92. Call put ratio 1.7 calls to 1 put into WTI Crude oil trades above $69.

Straddle prices into expected release of quarter results this week

Broadcom (AVGO) June weekly 472.50 straddle priced for a move of +/- 2.5% into the expected release of quarter results today after the bell.

Ciena (CIEN) June weekly 54.50 straddle priced for a move of +/- 8% into the expected release of quarter results today the before the bell.

CrowdStrike (CRWD) June weekly 220 straddle priced for a move of +/- 7% into the expected release of quarter results today after the bell.

Duluth (DLTH) June 17.50 straddle priced for a move of +/- 17% into the expected release of quarter results today before the bell.

Express (EXPR) June weekly 6.5 straddle priced for a move of +/- 21% into the expected release of quarter results today before the bell.

Five Below (FIVE) June weekly 180 straddle priced for a move of +/- 8% into the expected release of quarter results today after the bell.

Lululemon (LULU) June weekly 320 straddle priced for a move of +/- 8% into the expected release of quarter results today after the bell.

PageDuty (PD) June weekly 40 straddle priced for a move of +/- 13% into the expected release of quarter results today after the bell.

Slack Technologies (WORK) June weekly 43.50 straddle priced for a move of +/- 6% into the expected release of quarter results today after the bell.

Options with decreasing option implied volatility: T FSLY HPQ CLDR
Increasing unusual option volume: BGS EXPR AHT GTT PETS BB SIRI
Increasing unusual call option volume: AHT EXPR BB SIRI OIH BBBY
Increasing unusual put option volume: BB AMC BEKE EDU EXPR LB
Popular stocks with increasing volume: BBBY BB PLTR TLRY T PDD RKT
Active options: AMC BAC BB TSLA AAPL PLTR NOK SNDL RKT NVDA NIO TLRY AAL F AMD SKLZ BBBY CCIV FUBO GME
Global S&P Futures recently mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $69.17, natural gas mixed, gold at $1897 an ounce