Pre-Market IV Report May 19, 2021

Pre-Market IV Report May 19, 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 HYG ATOS PSTH UWMC STX LB CSCO EDU EFA IPOE TAL TGT LOW ADI

Stocks expected to have increasing option volume: LOW TGT TJX ADI KSS RL PETC HRL CSCO AMAT PANW DE TTWO

SPDR S&P 500 ETF Trust (SPY) May option implied volatility is at 19, June is at 18; compared to its 52-week range of 13 to 35 into FOMC minutes release.

PowerShares QQQ Trust (QQQ) May option implied volatility is at 25, June is at 24; compared to its 52-week range of 19 to 41 into FOMC minutes release.

Large cap tech IV flat to low

Apple (AAPL) May option implied volatility is at 29, June is at 28; compared to its 52-week range of 23 to 62.

Amazon (AMZN) May option implied volatility is at 29, June is at 27; compared to its 52-week range of 24 to 64.

Facebook (FB) May option implied volatility is at 31, June is at 29; compared to its 52-week range of 26 to 55.

Alphabet (GOOGL) May option implied volatility is at 27, June is at 25; compared to its 52-week range of 21 to 49.

Straddle prices into expected release of quarter results this week

Analog Devices (ADI) May 146 straddle priced for a move of +/- 4% into the expected release of quarter results today.

Cisco (CSCO) May 53 straddle priced for a move of +/- 5% into the expected release of quarter results today after the bell.
L Brands (LB) May 69 straddle priced for a move of +/- 9% into the expected release of quarter results today.

Lowes (LOW) May 192.50 straddle priced for a move of +/- 4.5% into the expected release of quarter results today before the bell.

Target (TGT) May 207 straddle priced for a move of +/- 5.5% into the expected release of quarter results today before the bell.

TJX (TJX) May 71 straddle priced for a move of +/- 6% into the expected release of quarter results today

Applied Material (AMAT) May 122 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 330 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 46 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 62 straddle priced for a move of +/- 8% into the expected release of quarter results today before the bell on May 20.

Palo Alto Networks (PANW) May 340 straddle priced for a move of +/- 7% into the expected release of quarter results today after the bell on May 20.

Ralph Lauren (RL) May 135 straddle priced for a move of +/- 7% into the expected release of quarter results today before the bell on May 20.

Ross Stores (ROST) May 125 straddle priced for a move of +/- 5% into the expected release of quarter results today after the bell on May 20.

Buckle (BKE) May 42.50 straddle priced for a move of +/- 9% into the expected release of quarter results today before the bell on May 21.

Deere (DE) May 370 straddle priced for a move of +/- 4% into the expected release of quarter results today before the bell on May 21.

Foot Locker (FL) May 64 straddle priced for a move of +/- 8% into the expected release of quarter results today before the bell on May 21.

V.F. Corp (VFC) May 86.50 straddle priced for a move of +/- 6% into the expected release of quarter results today before the bell on May 21.

AT&T (T) May option implied volatility is at 32, June is at 24; compared to its 52-week range of 15 to 37 after AT&T to combine WarnerMedia assets with Discovery (DISCA).

Options with decreasing option implied volatility: RBLX EBAY DDD FUTO FSLY HD WMT M U
Options with increasing option implied volatility: AMC HYG ATOS PSTH UWMC STX EDU EFA IPOE TAL
Stocks expected to have increasing option volume: LOW TGT TJX ADI KSS RL PETC HRL CSCO AMAT PANW DE TTWO
Increasing unusual option volume: GES AGEN APO EVFM YSG
Increasing unusual call option volume: GES APO EWT AGEN BTU EVFM
Increasing unusual put option volume: GES ATOS TTWO
Popular stocks with increasing volume: WFC PLUG VIAC UBER TWTR
Active options: TSLA AMC AAPL PLTR F AAL NIO WFC WMT MSFT AMZN BABA AMD PLUG VIAC BIDU UBER FB TWTR
Global S&P Futures recently lower in premarket, Nikkei down 1.1%, DAX down, WTI Crude oil recently at $64.60, natural gas up 0.9%, gold at $1868 an ounce