Pre-Market IV Report May 25, 2021

Pre-Market IV Report May 25, 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: IPOE PSTH ATOS BBIG SNDL EDU JWN BIIB AND AEO BBY

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

Technology Select Sector Spdr Fund (XLK) 30-day option implied volatility is at 22; compared to its 52-week range of 17 to 42.

Components of Technology Select Sector Spdr Fund (XLK) option implied volatility is flat to low

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

Microsoft (MSFT) 30-day option implied volatility is at 20; compared to its 52-week range of 20 to 49.

Visa (V) 30-day option implied volatility is at 21; compared to its 52-week range of 19 to 38.

NVIDIA (NVDA) 30-day option implied volatility is at 39; compared to its 52-week range of 33 to 67 into the expected release of quarter results after the bell on May 26.

PayPal (PYPL) 30-day option implied volatility is at 31; compared to its 52-week range of 31 to 59.

Adobe Systems (ADBE) 30-day option implied volatility is at 29; compared to its 52-week range of 23 to 65.

Intel (INTC) 30-day option implied volatility is at 25; compared to its 52-week range of 24 to 46.

Cisco (CSCO) 30-day option implied volatility is at 20; compared to its 52-week range of 18 to 47.

Salesforce (CRM) 30-day option implied volatility is at 36; compared to its 52-week range of 23 to 52 into quarter results on after the bell on May 27.

Straddle prices into expected release of quarter results this week

Intuit (INTU) May weekly 440 straddle priced for a move of +/- 4.5% into the expected release of quarter results today after the bell.

Nordstrom (JWN) May weekly 37.50 straddle priced for a move of +/- 9.5% into the expected release of quarter results today.

Toll Brother (TOL) May weekly 60.50 straddle priced for a move of +/- 7% into the expected release of quarter results today

Urban Outfitters (URBN) May weekly 34.50 straddle priced for a move of +/- 9.5% into the expected release of quarter results today after the bell.

Abercrombie (ANF) May weekly 37.50 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 +/- 9% into the expected release of quarter results after the bell on May 26.

Capri (CPRI) May weekly 53 straddle priced for a move of +/- 10% into the expected release of quarter results before the bell on May 26.

Dicks (DKS) May weekly 85 straddle priced for a move of +/- 8% into the expected release of quarter results before the bell on May 26.

NVIDIA (NVDA) May weekly 625 straddle priced for a move of +/- 5% into the expected release of quarter results after the bell on May 26.

Pinduoduo (PDD) May weekly 130 straddle priced for a move of +/- 9% into the expected release of quarter results before the bell on May 26.

Pure Storage (PSTG) June 20 straddle priced for a move of +/- 14% into the expected release of quarter results after the bell on May 26.

Snowflake (SNOW) May weekly 232.5 straddle priced for a move of +/- 9% into the expected release of quarter results after the bell on May 26.

Best Buy (BBY) May weekly 115 straddle priced for a move of +/- 5.5% into the expected release of quarter results before the bell on May 27.

Costco (COST) May weekly 382 straddle priced for a move of +/- 2.5% into the expected release of quarter results after the bell on May 27.

Dell Technologies (DELL) June 100 straddle priced for a move of +/- 6% into the expected release of quarter results after the bell on May 27.

Salesforce (CRM) May weekly 225 straddle priced for a move of +/- 5.5% into the expected release of quarter results after the bell on May 27.

Options with decreasing option implied volatility: TWTR DDD FUTU EBAY FSLY
Increasing unusual option volume: RWT TAL BLDP BSX SPCE BBIG SOXS EWW YALA
Increasing unusual call option volume: TAL BSX SOXS HRB ALL ITB
Increasing unusual put option volume: EDU BLDP CLVS TAL SPCE HIMX
Popular stocks with increasing volume: DKNG AAL PLTR F SPCE
Active options: TSLA AAPL SPCE AMC NIO F PLTR FB NVDA AMD T MSFT DKNG SQ SNAP TWTR BA AMZN BAC AAL
Global S&P Futures recently mixed to higher in premarket, Nikkei mixed to higher, DAX mixed, WTI Crude oil recently at $65.52, natural gas mixed, gold at $1881 an ounce