Pre-Market IV Report May 24, 2022

Pre-Market IV Report May 24, 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: BBY DLTR DG COST PSTH WW ANF AEO M

Stocks expected to have increasing option volume: SNAP ZM COST DLT DG BBY PBR FB TWTR PINS GOOGL GOOG MTCH MSFT

Options expected to have IV movement amid Snap (SNAP) lower guidance

Snap (SNAP) May weekly call option implied volatility is at 94, June is at 79; compared to its 52-week range of 43 to 128 into lowering Q2 guidance. Call put ratio 1 call to 3 puts with focus on June weekly (3) 17.50 puts.

Twitter (TWTR) 30-day option implied volatility is at 69; compared to its 52-week range of 21 to 88 into Snap (SNAP) lowering Q2 guidance. Call put ratio 1 call to 1 put.

Meta Platforms (FB) 30-day option implied volatility is at 45; compared to its 52-week range of 21 to 79 into Snap (SNAP) lowering Q2 guidance.

Alphabet (GOOG) 30-day option implied volatility is at 35; compared to its 52-week range of 17 to 49 into Snap (SNAP) lowering Q2 guidance.

Pinterest (PINS) 30-day option implied volatility is at 71; compared to its 52-week range of 38 to 115 into Snap (SNAP) lowering Q2 guidance.

Microsoft (MSFT) 30-day option implied volatility is at 34; compared to its 52-week range of 16 to 46 into Snap (SNAP) lowering Q2 guidance.

Bumble (BMBL) 30-day option implied volatility is at 83; compared to its 52-week range of 55 to 140 into Snap (SNAP) lowering Q2 guidance.

Straddle prices for stocks expected to report quarterly results

Dicks (DKS) May weekly 78 straddle priced for a move of 13% into the expected release of quarter results before the bell on May 25.

Box (BOX) June 26 straddle priced for a move of 15% into the expected release of quarter results after the bell on May 25.

NVIDIA (NVDA) May weekly 170 straddle priced for a move of 11% into the expected release of quarter results after the bell on May 25.

Snowflake (SNOW) May weekly 139 straddle priced for a move of 19% into the expected release of quarter results after the bell on May 25.

Williams-Sonoma (WSM) May weekly 110 straddle priced for a move of 15% into the expected release of quarter results after the bell on May 25.

American Eagle (AEO) May weekly 13 straddle priced for a move of 18% into the expected release of quarter results after the bell on May 26.

Burlington Stores (BURL) May weekly 155 straddle priced for a move of 19% into the expected release of quarter results before the bell on May 26.

Costco (COST) May weekly 430 straddle priced for a move of 8.5% into the expected release of quarter results on May 26.

Gap, Inc. (GPS) May weekly 10.50 straddle priced for a move of 19% into the expected release of quarter results on May 26.

Options with decreasing option implied volatility: SE DT LOW FL HEAR DOCS
Increasing unusual option volume: RL AAP MNKD ZTO VMW
Increasing unusual call option volume: VMW MNKD GGB SB VYM PBR
Increasing unusual put option volume: HBI ROST ANF GOOS BBY WOOF VMW
Popular stocks with increasing volume: PBR C XOM WMT TWTR SOFI SNAP JPM
Active options: AAPL TSLA PBR AMD BAC NVDA FB F MSFT AMZN C CHPT AMC XOM WMT TWTR SOFI SNAP JPM
Global S&P Futures down 0.4% premarket, Nikkei down 0.9%, DAX down 0.9%, WTI Crude oil recently at $109, natural mixed, gold at $1858 an ounce