Pre-Market IV Report May 23, 2021

Pre-Market IV Report May 23, 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 BBIG ATOS IPOE HYG UPST CLOV

Stocks expected to have increasing option volume: AZO INTU TOL DKS JWN AEO ANF NDVA WDAY SNOW COST DELL CRM

Apple 30-day option implied volatility near low end of range

Apple (AAPL) 30-day option implied volatility is at 25; compared to its 52-week range of 23 to 62.

NVIDIA (NVDA) 30-day option implied volatility is at 42; compared to its 52-week range of 33 to 67 into the expected release of quarter results on May 26.

Mondelez (MDLZ) 30-day option implied volatility is at 18; compared to its 52-week range of 16 to 35 investor meeting on May 26. Call put ratio 21 calls to 1 put with focus on June 67.50 calls.

Virgin Galactic (SPCE) 30-day option implied volatility is at 122; compared to its 52-week range of 75 to 230 into a successful test flight.

ExxonMobil (XOM) 30-day option implied volatility is at 30; compared to its 52-week range of 26 to 58 into shareholder vote for ESG on May 26.

AT&T (T) May weekly option implied volatility is at 19, June is at 19; compared to its 52-week range of 15 to 37 into AT&T to Webcast John Stankey Keynote at J.P. Morgan Global Technology, Media and Communications Conference today. Call put ratio 2.1 calls to 1 put.

ViacomCBS (VIAC) May weekly option implied volatility is at 45, June is at 48; compared to its 52-week range of 36 to 105 into presenting at the J.P. Morgan Global Technology, Media and Communications Conference on May 24. Call put ratio 2.6 calls to 1 put.

Walt Disney (DIS) May weekly option implied volatility is at 23, June is at 23; compared to its 52-week range of 24 to 48 into presenting at the J.P. Morgan Global Technology, Media and Communications Conference on May 24. Call put ratio 1.2 calls to 1 put.

Twitter (TWTR) May weekly option implied volatility is at 38, June is at 40; compared to its 52-week range of 40 to 90 into presenting at the J.P. Morgan Global Technology, Media and Communications Conference on May 25. Call put ratio 1.6 calls to 1 put.

Discovery (DISCA) June option implied volatility is at 48, July is at 47; compared to its 52-week range of to into presenting at the J.P. Morgan Global Technology, Media and Communications Conference on May 26. Call put ratio 3.7 calls to 1 put.

Straddle prices into expected release of quarter results this week

Agilent (A) June straddle 130 priced for a move of +/- 5.5% into the expected release of quarter results after the bell on May 25.

AutoZone (AZO) May weekly 1460 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 straddle priced for a move of +/- 7% 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 +/- 9.5% into the expected release of quarter results after the bell on May 25.

Zscaler (ZS) May weekly 170 straddle priced for a move of +/- 9% into the expected release of quarter results after the bell on May 25.

Abercrombie (ANF) May weekly 37 straddle priced for a move of +/- 13% 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 +/- 11% into the expected release of quarter results after the bell on May 26.

Capri (CPRI) May weekly 52.50 straddle priced for a move of +/- 10% into the expected release of quarter results before the bell on May 26.

Dicks (DKS) May weekly 83.50 straddle priced for a move of +/- 8% into the expected release of quarter results before the bell on May 26.

Intuit (INTU) May weekly 432.50 straddle priced for a move of +/- 5% into the expected release of quarter results after the bell on May 26.

NVIDIA (NVDA) May weekly 600 straddle priced for a move of +/- 6% into the expected release of quarter results after the bell on May 26.

Pinduoduo (PDD) May weekly 130 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 17.50 straddle priced for a move of +/- 14% into the expected release of quarter results after the bell on May 26.

Snowflake (SNOW) May weekly 232 straddle priced for a move of +/- 10% into the expected release of quarter results after the bell on May 26.

Options with decreasing option implied volatility: MVIS EBAY DDD FSLY FUTU
Increasing unusual option volume: BBIG VOD PRU FLEX YALA IGT PRCH
Increasing unusual call option volume: PRU BBIG VOD IGT PRCH
Increasing unusual put option volume: FLEX HIMX PCG
Popular stocks with increasing volume: TGT FL COIN AMC SPCE VIAC RIOT RBLX
Active options: TSLA AAPL F NVDA AMZN AMD BA SNAP PLTR AMC SPCE T RBLX BABA FB NIO BAC VIAC MSFT RIOT
Global S&P Futures recently mixed to higher in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $64.50, natural gas mixed, gold at $1882 an ounce