Pre-Market IV Report May 26, 2021

Pre-Market IV Report May 26, 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: GME DKS CRM DELL NVDA BB EDU PSTH IPOE BB AMC ATOS UPST TAL BBIG

Stocks expected to have increasing option volume: F TOL DKS NVDA ANF AEO JNW CRM

Ford (F) May weekly call option implied volatility is at 65, June is at 41; compared to its 52-week range of 37 to 79 into a Capital Markets day at 12:00 PM ET today. Call put ratio 2.6 calls to 1 put.

NVIDIA (NVDA) 30-day option implied volatility is at 38; compared to its 52-week range of 33 to 66. Call put ratio 1.7 calls to 1 put into quarter results today after the bell.

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 27; compared to its 52-week range of 25 to 43

Micron (MU) 30-day option implied volatility is at 36; compared to its 52-week range of 34 to 64

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

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.

Abercrombie (ANF) May weekly 38 straddle priced for a move of +/- 11% into the expected release of quarter results today before the bell.

American Eagle (AEO) May weekly 33 straddle priced for a move of +/- 9% into the expected release of quarter results today after the bell.

Capri (CPRI) May weekly 53 straddle priced for a move of +/- 9% into the expected release of quarter results today before the bell.

Dicks (DKS) May weekly 84 straddle priced for a move of +/- 8% into the expected release of quarter results today before the bell.

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

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

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

Snowflake (SNOW) May weekly 230 straddle priced for a move of +/- 9% into the expected release of quarter results today after the bell.

Best Buy (BBY) May weekly 115 straddle priced for a move of +/- 8% into the expected release of quarter results before the bell on May 27.

Costco (COST) May weekly 385 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 227.5 straddle priced for a move of +/- 5.5% into the expected release of quarter results after the bell on May 27.

Autodesk (ADSK) May weekly 290 straddle priced for a move of +/- 4% into the expected release of quarter results after the bell on May 27.

Autohome (ATHM) June 75 straddle priced for a move of +/- 9% into the expected release of quarter results on May 27.

Box (BOX) June straddle priced for a move of +/- 10% into the expected release of quarter results after the bell on May 27.

Burlington Stores (BURL) May weekly 320 straddle priced for a move of +/- 7.5% into the expected release of quarter results before the bell on May 27.

Dollar General (DG) May weekly 200 5straddle priced for a move of +/- 4.5% into the expected release of quarter results before the bell on May 27.

Dollar Tree (DLTR) May weekly 107 straddle priced for a move of +/- 5.5% into the expected release of quarter results on May 27.

Gap (GPS) May weekly 32.50 straddle priced for a move of +/- 8% into the expected release of quarter results on May 27.

HP (HPQ) May weekly 27.50 straddle priced for a move of +/- 9% into the expected release of quarter results after the bell on May 27.

Medtronic (MDT) May weekly 128 straddle priced for a move of +/- 3% into the expected release of quarter results before the bell on May 27.

Ulta Beauty (ULTA) May weekly 320 straddle priced for a move of +/- 5% into the expected release of quarter results after the bell on May 27.

VMware (VMW) May weekly 160 straddle priced for a move of +/- 4% into the expected release of quarter results after the bell on May 27.

Big Lots (BIG) June 62.50 straddle priced for a move of +/- 12% into the expected release of quarter results before the bell on May 27.

Options with decreasing option implied volatility: UPS DDD EBAY FUTU FSLY
Increasing unusual option volume: EDU IP RRD ANF BBD SHAK
Increasing unusual call option volume: EDU IP ANF TAL VOD BBIG
Increasing unusual put option volume: RIDE SPCE RBLX BHC HOG VIPS CVNA EDU DKS PBR TAL JWN CPRI
Popular stocks with increasing volume: AAL SPCE SQ PBR GME TLRY CCL DKNG
Active options: TSLA AMC AAPL F NIO PLTR FB BA AMD AAL SPCE SQ PBR GME T AMZN TLRY BAC CCL DKNG
Global S&P Futures recently mixed to higher in premarket, Nikkei mixed to higher, DAX mixed, WTI Crude oil recently at $66.23, natural gas u 1.4%, gold at $1909 an ounce