Pre-Market IV Report June 3, 2022

Pre-Market IV Report June 3, 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: YINN RH RPTX JOAN LWLG MGY HLMN IPOF LULU PSTH IPOD NRXP AMLX RDBX CLVS BYFC

Stocks expected to have increasing option volume: RH LULU STNE PAGS OKTA PD CRWD CHGG JOAN KSS

Option Movers

Tesla (TSLA) June weekly call option implied volatility is at 82, June is at 71; compared to its 52-week range of 36 to 84. Call put ratio 1.2 calls to 1 put as shares trade up from lows. Call put ratio 1.2 calls to 1 put.

Walmart (WMT) June weekly call option implied volatility is at 26, June is at 23; compared to its 52-week range of 14 to 34.

Kohl’s (KSS) June weekly call option implied volatility is at 88, June is at 113; compared to its 52-week range of 39 to 122. Call put ratio 2.2 calls to 1 put amid headlines.

Straddle prices for stocks expected to report quarterly results

Coupa (COUP) June weekly 75 straddle priced for a move of 18% into the expected release of quarter results after the bell on June 6.

Futu Holdings (FUTU) June weekly 38.50 straddle priced for a move of 14% into the expected release of quarter results before the bell on June 6.

Academy Sports (ASO) June weekly 36 straddle priced for a move of 12% into the expected release of quarter results before the bell on June 7.

Dave & Busters (PLAY) June weekly 38 straddle priced for a move of 12% into the expected release of quarter results before the bell on June 7.

J. M. Smucker (SJM) June 125 straddle priced for a move of 5% into the expected release of quarter results before the bell on June 7.

United Natural Foods (UNFI) June 45 straddle priced for a move of 13% into the expected release of quarter results before the bell on June 7.

Movers

Stitch Fix (SFIX) 30-day option implied volatility is at 114; compared to its 52-week range of 51 to 147. Call put ratio 1 call to 2 puts.

Rent the Runway (RENT) 30-day option implied volatility is at 96; compared to its 52-week range of 69 to 146.

Poshmark Inc. (POSH) 30-day option implied volatility is at 84; compared to its 52-week range of 61 to 145.

The RealReal Inc. (REAL) 30-day option implied volatility is at 110; compared to its 52-week range of 66 to 148.

Warby Parker (WRBY) 30-day option implied volatility is at 79; compared to its 52-week range of 49 to 142.

Options with decreasing option implied volatility: FTCH GPS ZS M SPLK SNOW CHWY AEO PDD CPRI DLTR
Increasing unusual option volume: PMVP TIP PK AVYA CODX
Increasing unusual call option volume: AVYA CODX KDP SWBI RKLY DQ DSX
Increasing unusual put option volume: TIP LWLG HCP AVYA STWD
Popular stocks with increasing volume: NKLA CHWY PLTR PYPL TWTR INTC
Active options: TSLA AAPL AMD NVDA MSFT FB AMC AMZN SNAP GME NIO NKLA CHWY PLTR BA F BAC PYPL TWTR INTC
Global S&P Futures mixed in premarket, Nikkei up 1%, DAX mixed, WTI Crude oil recently at $116, natural down 2%, gold at $1869 an ounce