Pre-Market IV Report May 21, 2021

Pre-Market IV Report May 21, 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: SPCE PSTH HYG ATOS BBIG IPOE STX CLOV GILD

Stocks expected to have increasing option volume: SNAP AMAT PANW DE

Option volume and implied volatility for EV

Tesla (TSLA) 30-day option implied volatility is at 53; compared to its 52-week range of 52 to 130

General Motors (GM) 30-day option implied volatility is at 34; compared to its 52-week range of 33 to 66

Ford (F) 30-day option implied volatility is at 43; compared to its 52-week range of 37 to 79. Call put ratio 4.6 calls to 1 put.

Stellantis (STLA) 30-day option implied volatility is at 34; compared to its 52-week range of 28 to 81. Call put ratio 52 calls to 1 put with focus on January 22.50 calls.

NIO Inc. (NIO) 30-day option implied volatility is at 60; compared to its 52-week range of 56 to 216

Lordstown Motors (RIDE) 30-day option implied volatility is at 138; compared to its 52-week range of 96 to 176

Fisker (FSR) 30-day option implied volatility is at 99; compared to its 52-week range of 72 to 205

Nikola (NKLA) 30-day option implied volatility is at 99; compared to its 52-week range of 83 to 306

Workhorse (WKHS) 30-day option implied volatility is at 113; compared to its 52-week range of 89 to 287. Call put ratio 4.1 calls to 1 put.

Blink Charging (BLNK) 30-day option implied volatility is at 92; compared to its 52-week range of 91 to 266

Li Auto Inc. (LI) 30-day option implied volatility is at 75; compared to its 52-week range of 67 to 178. Call put ratio 3.2 calls to 1 put.

Straddle prices into expected release of quarter results next week

Agilent (A) June straddle priced for a move of +/- 6% into the expected release of quarter results after the bell on May 25.

AutoZone (AZO) May weekly 1472 straddle priced for a move of +/- 4.5% into the expected release of quarter results before the bell on May 25.

Intuit (INTU) May weekly 435 straddle priced for a move of +/- 4.5% into the expected release of quarter results after the bell on May 25.

Nordstrom (JWN) May weekly 38 straddle priced for a move of +/- 11.5% into the expected release of quarter results on May 25.

Toll Brother (TOL) May weekly 60.50 straddle priced for a move of +/- 8% into the expected release of quarter results after the bell on May 25.

Urban Outfitters (URBN) May weekly 34 straddle priced for a move of +/- 11% into the expected release of quarter results after the bell on May 25.

Zscaler (ZS) May weekly 170 straddle priced for a move of +/- 12% into the expected release of quarter results after the bell on May 25.

Abercrombie (ANF) May weekly 37.50 straddle priced for a move of +/- 13.5% into the expected release of quarter results before the bell on May 26.

American Eagle (AEO) May weekly 33 straddle priced for a move of +/- 13% into the expected release of quarter results after the bell on May 26.

Capri (CPRI) May weekly 53.50 straddle priced for a move of +/- 10% into the expected release of quarter results before the bell on May 26.

NVIDIA (NVDA) May weekly 585 straddle priced for a move of +/- 7.5% into the expected release of quarter results after the bell on May 26.

Pinduoduo (PDD) May weekly 131 straddle priced for a move of +/- 11.5% into the expected release of quarter results before the bell on May 26.

Pure Storage (PSTG) June straddle priced for a move of +/- 14% into the expected release of quarter results after the bell on May 26.

Snowflake (SNOW) May weekly 230 straddle priced for a move of +/- 12% into the expected release of quarter results after the bell on May 26.

Options with decreasing option implied volatility: TWTR RBLX DDD FSLY FUTU
Increasing unusual option volume: BBIG UPS PSX ANF BGCP
Increasing unusual call option volume: BBIG UPS PSX CSTM EVFM ANF
Increasing unusual put option volume: HIMX ASHR ERIC KSS FL
Popular stocks with increasing volume: VIAC SNAP SPCE T RIOT AAL F
Active options: TSLA AAPL AMD F AMC FB UPS T SPCE PLTR CSCO BABA NIO AMZN NVDA MSFT SNAP VIAC RIOT AAL
Global S&P Futures recently mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $61.77, natural gas mixed, gold at $1878 an ounce