Pre-Market IV Report May 20, 2022

Pre-Market IV Report May 20, 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: TWTR BBAI ROST KTOS HOG UAA FSK HPE NLY LCI RDBX PMVP IMUX FRGE

Stocks expected to have increasing option volume: DE ROST PANW AMAT FL VFC DECK

Tesla (TSLA) 30-day option implied volatility is at 72; compared to its 52-week range of 36 to 82 into SpaceX paid $250,000 to a flight attendant who accused Elon Musk of sexual misconduct – Business Insider. Call put ratio 1 call to 1 put.

Twitter (TWTR) 30-day option implied volatility is at 74; compared to its 52-week range of 21 to 88. Call put ratio 2.2 calls to 1 put.

Straddle prices for stocks expected to report quarterly results

Deere & Co. (DE) May 365 straddle priced for a move of 7% into the expected release of quarter results today before the bell.

Advanced Auto Parts (AAP) June 195 straddle priced for a move of 12% into the expected release of quarter results after the bell on May 23.

Zoom Video (ZM) May weekly 90 straddle priced for a move of 22% into the expected release of quarter results after the bell on May 23.

Abercrombie (ANF) May weekly 29 straddle priced for a move of 13% into the expected release of quarter results before the bell on May 24.

AutoZone (AZN) May weekly 65 straddle priced for a move of 4% into the expected release of quarter results before the bell on May 24.

Best Buy (BBY) May weekly 73 straddle priced for a move of 11% into the expected release of quarter results before the bell on May 24.

Canadian Solar (CSIQ) May weekly 29 straddle priced for a move of 12% into the expected release of quarter results before the bell on May 24.

Intuit (INTU) May weekly 362 straddle priced for a move of 12% into the expected release of quarter results after the bell on May 24.

Nordstrom (JWN) May weekly 22.5 straddle priced for a move of 18% into the expected release of quarter results after the bell on May 24.

Ralph Lauren (RL) June 90 straddle priced for a move of 14% into the expected release of quarter results before the bell on May 24.

Toll Brothers (TOL) May weekly 47 straddle priced for a move of 8% into the expected release of quarter results after the bell on May 24.

Urban Outfitters (URBN) May weekly 20 straddle priced for a move of 13% into the expected release of quarter results after the bell on May 24.

Dicks (DKS) May weekly 79 straddle priced for a move of 13% into the expected release of quarter results before the bell on May 25.

NVIDIA (NVDA) May weekly 170 straddle priced for a move of 12% into the expected release of quarter results after the bell on May 25.

DoorDash (DASH) 30-day option implied volatility is at 97; compared to its 52-week range of 44 to 120.

Kroger (KR) 30-day option implied volatility is at 47; compared to its 52-week range of 21 to 48 as shares trend lower.

Options with decreasing option implied volatility: AFRM TOST MSFT CVNA COIN WRBY RIVN
Increasing unusual option volume: VERU FSK ROST TIP BJ AVYA GOOS CSX
Increasing unusual call option volume: VERU CSX VFC GRAB RENT ROST KTOS
Increasing unusual put option volume: TIP ROST PSTG AVYA ZI DBA
Popular stocks with increasing volume: TWTR CSCO RBLX RIVN
Active options: AAPL TSLA AMD NVDA CSCO AMC LCID TWTR MSFT WMT UPST FB SOFI AMZN NIO RBLX TGT SQ F RIVN
Global S&P Futures mixed in premarket, Nikkei up 1%, DAX up 1%, WTI Crude oil recently at $111, natural gas down 2%, gold at $1843 an ounce