Pre-Market IV Report May 25, 2022

Pre-Market IV Report May 25, 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: GPS NCR SNAP FDX DELL GS URBN LYFT PINS ROKU NVDA DLTR DG COST AEO M

Stocks expected to have increasing option volume: DKS RH WSM NVDA LYFT WEN INTU WEN COST DLT DG TOL INTU URBN M GPS JWN

Options expected to have IV movement

Meta Platforms (FB) 30-day option implied volatility is at 51; compared to its 52-week range of 21 to 79 into shareholder meeting.

Amazon (AMZN) 30-day option implied volatility is at 52; compared to its 52-week range of 19 to 54 into shareholder meeting.

Twitter (TWTR) 30-day option implied volatility is at 77; compared to its 52-week range of 21 to 88 into shareholder meeting.

Lyft (LYFT) 30-day option implied volatility is at 80; compared to its 52-week range of 41 to 84 into Lyft to slow hiring, slash budgets to reduce costs, WSJ reports.

Wendy’s (WEN) 30-day option implied volatility is at 36; compared to its 52-week range of 22 to 146 into Trian 13D/A filing on potential transaction. Call put ratio 2.2 calls to 1 put.

Cruise stocks option IV bid as shares pull back

Carnival Corp. (CCL) 30-day option implied volatility is at 84; compared to its 52-week range of 41 to 86.

Royal Caribbean (RCL) 30-day option implied volatility is at 67; compared to its 52-week range of 36 to 76.

Norwegian Cruise Line (NCLH) 30-day option implied volatility is at 82; compared to its 52-week range of 46 to 88.

Straddle prices for stocks expected to report quarterly results

NVIDIA (NVDA) May weekly 162.50 straddle priced for a move of 12% into the expected release of quarter results today after the bell.

Snowflake (SNOW) May weekly 130 straddle priced for a move of 17% into the expected release of quarter results today after the bell.

Williams-Sonoma (WSM) May weekly 105 straddle priced for a move of 17% into the expected release of quarter results today after the bell.

Box (BOX) June 26 straddle priced for a move of 19% into the expected release of quarter results today after the bell.

American Eagle (AEO) May weekly 12 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 145 straddle priced for a move of 19% into the expected release of quarter results before the bell on May 26.

Costco (COST) May weekly 435 straddle priced for a move of 8% into the expected release of quarter results on May 26.

Gap, Inc. (GPS) May weekly 9.50 straddle priced for a move of 18% into the expected release of quarter results on May 26.

Dell Technologies (DELL) June 40 straddle priced for a move of 12% into the expected release of quarter results after the bell on May 26.

Dollar General (DG) May weekly 195 straddle priced for a move of 8.5% into the expected release of quarter results before the bell on May 26.

Dollar Tree (DLTR) May weekly 130 straddle priced for a move of 12% into the expected release of quarter results before the bell on May 26.

Farfetch (FTCH) June 6 straddle priced for a move of 22% into the expected release of quarter results after the bell on May 26.

iQIYI (IQ) May weekly 3.5 straddle priced for a move of 24% into the expected release of quarter results before the bell on May 26.

Macy’s (M) May weekly 17.50 straddle priced for a move of 18% into the expected release of quarter results before the bell on May 26.

Medtronic (MDT) May weekly 105 straddle priced for a move of 4% into the expected release of quarter results before the bell on May 26.

Ulta Beauty (ULTA) May weekly 340 straddle priced for a move of 11% into the expected release of quarter results before the bell on May 26.

Workday (WDAY) May weekly 160 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: DOCS ZM FL
Increasing unusual option volume: EWC URBN QRTEA AVYA TCOM RL BKR KWEB
Increasing unusual call option volume: TCOM URBN FATH GES GRAB
Increasing unusual put option volume: VERU AVYA TCOM ANF BBD EXPR TOL
Popular stocks with increasing volume: ZM TWTR AAL F INTC PINS PBR T CCL
Active options: AAPL TSLA SNAP FB AMD NVDA ZM TWTR BAC AMZN AMC AAL MSFT F INTC PINS PBR NIO T CCL
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $110, natural mixed, gold at $1855 an ounce