Pre-Market IV Report June 4, 2020

Pre-Market IV Report June 4, 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: SFIX CLDR TIF NOK RIOT VTIQ FIT CAG SGMO PPC SAFM EVH

Options expected to have increasing volume: AVGO WMT FOSL COTY CNVA CIEN GPS SJM WORK MTN

Walmart (WMT) June weekly call option implied volatility is at 21, June is at 20; compared to its 52-week range of 13 to 68 into hosting its annual shareholder meeting today. Call put ratio 2 calls to 1 put.

Alphabet (GOOGL) 30-day option implied volatility is at 26; compared to its 52-week range of 15 to 76 into hosting its annual shareholder meeting today. Call put ratio 2.5 calls to 1 put.

Comcast (CMCSA) 30-day option implied volatility is at 29; compared to its 52-week range of 17 to 90 into hosting its annual shareholder meeting today. Call put ratio 2.8 calls to 1 put.

Netflix (NFLX) 30-day option implied volatility is at 38; compared to its 52-week range of 26 to 98 into hosting its annual shareholder meeting on June 4. Call put ratio 1.5 calls to 1 put.

Boeing (BA) June weekly call option implied volatility is at 84, June is at 67; compared to its 52-week range of 22 to 222. Call put ratio 2.9 calls to 1 put.

Airline parts maintenance companies calls active

AAR Corp. (AIR) 30-day option implied volatility is at 79; compared to its 52-week range of 23 to 180. Call put ratio 7 calls to 1 put with focus on June and July 30 calls.

Spirit AeroSystems (SPR) 30-day option implied volatility is at 96; compared to its 52-week range of 23 to 159. Call put ratio 8.5 calls to 1 put.

Heico Corp. (HEI) 30-day option implied volatility is at 44; compared to its 52-week range of 20 to 103. Call put ratio 11 calls to 1 put with focus on June and July calls.

Option implied volatility into casino and resort openings

DraftKings (DKNG) 30-day option implied volatility is at 105; compared to its 52-week range of 54 to 142 into casino and resort re-openings.

Monarch Casino & Resort (MCRI) 30-day option implied volatility is at 60; compared to its 52-week range of 22 to 194 into casino and resort re-openings.

Red Rock Resorts (RRR) 30-day option implied volatility is at 94; compared to its 52-week range of 31 to 378 into casino and resort re-openings.

Golden Entertainment (GDEN) 30-day option implied volatility is at 80; compared to its 52-week range of 36 to 267 into casino and resort re-openings.

Krsh Csi Ch Intern (KWEB) 30-day option implied volatility is at 35; compared to its 52-week range of 23 to 83. Call put ratio 1 call to 19 puts with focus on June 47 and 48 puts.

Straddle prices for stocks expected to report quarterly results this week

At Home (HOME) June 6 straddle priced for a move of 30% into the expected release of quarter results today before the bell.

Broadcom (AVGO) June weekly 310 straddle priced for a move of 6% into the expected release of quarter results today.

DocuSign (DOCU) June weekly 145 straddle priced for a move of 11% into the expected release of quarter results today after the bell.

Ciena (CIEN) June weekly 56.50 straddle priced for a move of 10% into the expected release of quarter results today before the bell.

Gap Inc (GPS) June weekly 12 straddle priced for a move of 13% into the expected release of quarter results today.

J.M. Smucker (SJM) June 115 straddle priced for a move of 5% into the expected release of quarter results today.

Navistar (NAV) June weekly 25 straddle priced for a move of 20% into the expected release of quarter results today before the bell.

Slack (WORK) June weekly 40 straddle priced for a move of 14% into the expected release of quarter results today.

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

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

Vail Resorts (MTN) June 200 straddle priced for a move of 11% into the expected release of quarter results today after the bell.

Kandi Technlogies (KNDI) June 3 straddle priced for a move of 21% into the expected release of quarter results before the bell on June 5.

Options with decreasing option implied volatility: PYPL ZS CAR SNAP TWLO PCG SPCE BOX DKS GOOS DLTR DELL
Increasing unusual option volume: ECL MARK LTM PPC NIO ON
Increasing unusual option volume: ECL MARK RRR FLEX VTIQ
Increasing unusual put option volume: ECL MDLA SRNE CLDR TIF HOME
Popular stocks with increasing unusual volume: BA NIO ECL MGM UAL AAL DAL SQ
Active options: BA NIO BAC ECL AAPL ZM TSLA UAL MGM SNAP FB BABA MU WFC AMD AAL DAL DIS SQ MSFT
Global S&P Futures recently lower in premarket, Nikkei up 0.3%, DAX down 0.7%, WTI Crude oil recently at $36.56, natural gas mixed, gold at $1711 an ounce