Pre-Market IV Report May 20, 2021

Pre-Market IV Report May 20, 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: HYG PSTH ATOS IPOE STX IPOE TAL EDU CLOV

Stocks expected to have increasing option volume: ADI KSS RL WOOF HRL CSCO AMAT PANW DE

Crypto themed stocks amid wide cryptocurrencies price movement.

Marathon Patent Group (MARA) 30-day option implied volatility is at 157; compared to its 52-week range of 120 to 475 amid wide cryptocurrencies price movement.

Riot Blockchain (RIOT) 30-day option implied volatility is at 159; compared to its 52-week range of 118 to 276 amid wide cryptocurrencies price movement.

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 112; compared to its 52-week range of 30 to 154 amid wide cryptocurrencies price movement.

Coinbase (COIN) 30-day option implied volatility is at 81; compared to its 52-week range of 58 to 80 amid wide cryptocurrencies price movement.

Microvision (MVIS) 30-day option implied volatility is at 150; compared to its 52-week range of 128 to 285.

Square (SQ) 30-day option implied volatility is at 45; compared to its 52-week range of 46 to 80.

PayPal (PYPL) 30-day option implied volatility is at 35; compared to its 52-week range 31 to 58.

Tesla (TSLA) 30-day option implied volatility is at 57; compared to its 52-week range 52 to 130.

Straddle prices into expected release of quarter results this week

Applied Material (AMAT) May 125 straddle priced for a move of +/- 4.5% into the expected release of quarter results today after the bell

Canadian Solar (CSIQ) May 37 straddle priced for a move of +/- 9% into the expected release of quarter results today before the bell

Deckers Outdoor (DECK) May 320 straddle priced for a move of +/- 8% into the expected release of quarter results today after the bell

Hormel Foods (HRL) May 46 straddle priced for a move of +/- 4.5% into the expected release of quarter results today before the bell

Kohls (KSS) May 60 straddle priced for a move of +/- 8% into the expected release of quarter results today before the bell

Palo Alto Networks (PANW) May 335 straddle priced for a move of +/- 7% into the expected release of quarter results today after the bell

Ralph Lauren (RL) May 130 straddle priced for a move of +/- 7% into the expected release of quarter results today before the bell

Ross Stores (ROST) May 125 straddle priced for a move of +/- 4.5% into the expected release of quarter results today after the bell

Buckle (BKE) May 42.50 straddle priced for a move of +/- 8% into the expected release of quarter results today before the bell on May 21.

Deere (DE) May 370 straddle priced for a move of +/- 3.5% into the expected release of quarter results today before the bell on May 21.

Foot Locker (FL) May 62 straddle priced for a move of +/- 7.5% into the expected release of quarter results today before the bell on May 21.

V.F. Corp (VFC) May 84.50 straddle priced for a move of +/- 5.5% into the expected release of quarter results today before the bell on May 21.

Biogen (BIIB) May call option implied volatility is at 42, June is at 93; compared to its 52-week range of 28 to 103 into for aducanumab in Alzheimer’s PDUFA date of June 7.

Sysco Corp. (SYY) May option implied volatility is at 36, June is at 25; compared to its 52-week range of 25 to 63 into a company hosted investor meeting today. Call put ratio 6.6 calls to 1 put with focus on 81.50 and 82.50 calls.

Options with decreasing option implied volatility: MVIS RBLX DDD FSLY FUTU BMBL GDRX
Increasing unusual option volume: JNK GSK SOXS BBIG ITB DUST SSRM IOVA
Increasing unusual call option volume: GSK SOXS WBA BBIG
Increasing unusual put option volume: JNK BOX ITB
Popular stocks with increasing volume: PFE WBA BA FCX RIOT
Active options: TSLA AAPL AMD T AMC NIO FB PLTR AMZN RIOT PFE SQ FCX MU WBA MSFT F BAC MARA BA
Global S&P Futures recently mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $63, natural gas mixed, gold at $1872 an ounce