Pre-Market IV Report May 18, 2021

Pre-Market IV Report May 18, 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: HD LOW WMT FSR PLUG ATOS UWMC HYG PSTH TGT STX EDU TAL NUE AMC RIOT DISCA BOX WDC HOME IQ JD ZNGA

Stocks expected to have increasing option volume: FSR NKLA WKHS RIDE TSLA NIO WMT HD LOW TGT M TJX TTWO CSCO ADI KSS RL PETC HRL AMAT PANW DE DISCA T IQ NFLX VIAC CMCSA CHTR VZ FB GOOG GOOGL FUBO ROKU COIN ABNB IQ WMT JD

Option volume and IV for media-content companies after AT&T (T) to combine WarnerMedia assets with Discovery (DISCA)

AT&T (T) May option implied volatility is at 30, June is at 20; compared to its 52-week range of 15 to 37 after AT&T (T) to combine WarnerMedia assets with Discovery (DISCA). Call put ratio 2.7 calls to 1 put.

Discovery, Inc (DISCA) May option implied volatility is at 75, June is at 57 compared to its 52-week range of 38 to 116. Call put ratio 3.2 calls to 1 put.

Amazon (AMZN) May option implied volatility is at 29, June is at 26; compared to its 52-week range of 24 to 64.

Facebook (FB) May option implied volatility is at 32, June is at 29; compared to its 52-week range of 26 to 55.

Alphabet (GOOGL) May option implied volatility is at 26, June is at 24; compared to its 52-week range of 21 to 49.

Apple (AAPL) May option implied volatility is at 27, June is at 26; compared to its 52-week range of 23 to 62.

Netfilx (NFLX) May option implied volatility is at 28, June is at 26; compared to its 52-week range of 25 to 69 after AT&T (T) to combine WarnerMedia assets with Discovery (DISCA). Call put ratio 1 call to 1.3 puts.

T-Mobile (TMUS) May option implied volatility is at 19, June is at 23; compared to its 52-week range of 21 to 41 after AT&T to combine WarnerMedia assets with Discovery (DISCA).

Charter Communications (CHTR) May option implied volatility is at 28, June is at 26; compared to its 52-week range of 21 to 40.

Viacom (VIAC) May option implied volatility is at 51, June is at 49; compared to its 52-week range of 35 to 105. Call put ratio 2.3 calls to 1 put.

Walt Disney (DIS) May option implied volatility is at 29, June is at 26; compared to its 52-week range of 24 to 48.

Sony (SONY) May option implied volatility is at 28, June is at 25; compared to its 52-week range of 23 to 44.

Comcast (CMCSA) May option implied volatility is at 29, June is at 23; compared to its 52-week range of 20 to 55.

Verizon (VZ) May option implied volatility is at 17, June is at 16; compared to its 52-week range of 14 to 28.

Walmart (WMT) May call option implied volatility is at 45, June is at 26; compared to its 52-week range of 17 to 42 into the expected release of quarter results today and after AT&T (T) to combine WarnerMedia assets with Discovery (DISCA)..

Activision Blizzard (ATVI) May option implied volatility is at 29, June is at 26; compared to its 52-week range of 24 to 53.

fuboTV Inc. (FUBO) May option implied volatility is at 100, June is at 91; compared to its 52-week range of 90 to 239.

Roku (ROKU) May option implied volatility is at 65, June is at 55; compared to its 52-week range of 50 to 97.

Straddle prices into expected release of quarter results this week

Take-Two Interactive (TTWO) May 167.50 straddle priced for a move of +/- 7% into the expected release of quarter results today after the bell.

Walmart (WMT) May 139 straddle priced for a move of +/- 4% into the expected release of quarter results today.

Home Depot (HD) May 320 straddle priced for a move of +/- 3% into the expected release of quarter results today after the bell.

JD.com (JD) May 69 straddle priced for a move of +/- 6% into the expected release of quarter results today after the bell.

Analog Devices (ADI) May 148 straddle priced for a move of +/- 4% into the expected release of quarter results before the bell on May 19.

Cisco (CSCO) May 53 straddle priced for a move of +/- 5% into the expected release of quarter results after the bell on May 19.

L Brands (LB) May 69 straddle priced for a move of +/- 9% into the expected release of quarter results after the bell on May 19.

Lowes (LOW) May 195 straddle priced for a move of +/- 4.5% into the expected release of quarter results before the bell on May 19.

Target (TGT) May 210 straddle priced for a move of +/- 6% into the expected release of quarter results before the bell on May 19.

TJX (TJX) May 72 straddle priced for a move of +/- 5.5% into the expected release of quarter results on May 19.

Vipshop Holdings (VIPS) May 24.50 straddle priced for a move of +/- 11% into the expected release of quarter results today after the bell on May 19.

Applied Material (AMAT) May 124 straddle priced for a move of +/- 5% into the expected release of quarter results today after the bell on May 20.

Canadian Solar (CSIQ) May 36 straddle priced for a move of +/- 9% into the expected release of quarter results today before the bell on May 20.

Deckers Outdoor (DECK) May 340 straddle priced for a move of +/- 8% into the expected release of quarter results today after the bell on May 20.

Hormel Foods (HRL) May 47 straddle priced for a move of +/- 4.5% into the expected release of quarter results today before the bell on May 20.

Kohls (KSS) May 64 straddle priced for a move of +/- 9% into the expected release of quarter results today before the bell on May 20.

Palo Alto Networks (PANW) May 335 straddle priced for a move of +/- 6.5% into the expected release of quarter results today after the bell on May 20.

Pinduoduo (PDD) May 118 straddle priced for a move of +/- 5% into the expected release of quarter results today before the bell on May 20.

Options with decreasing option implied volatility: TWTR DDD FUTU FSLY TTD
Options with increasing option implied volatility: ATOS UWMC HYG PSTH TGT STX EDU TAL NUE AMC RIOT DISCA BOX WDC HOME ZNGA
Stocks expected to have increasing option volume: FSR NKLA WKHS RIDE TSLA NIO WMT HD LOW TGT M TJX TTWO CSCO ADI KSS RL PETC HRL AMAT PANW DE DISCA T IQ NFLX VIAC CMCSA CHTR VZ FB GOOG GOOGL FUBO ROKU COIN ABNB
Increasing unusual option volume: EGHT PLCE SEAH ADM BTU MPC EDU HOG WDC
Increasing unusual call option volume: AFL MPC BTU DUK YSG DISCA SOXS
Increasing unusual put option volume: HIMX FTCH DISCK FTCH ATOS DISCA
Popular stocks with increasing volume: PLTR T DIS CVX
Active options: TSLA AAPL T AMC PLTR AMD AAL MPC NIO AMZN F INTC BAC UWMC MSFT DIS BABA VIAC BIDU CVX
Global S&P Futures recently mixed in premarket, Nikkei up 2%, DAX mixed, WTI Crude oil recently at $66.59, natural gas mixed, gold at $1869 an ounce