Pre-Market IV Report May 26, 2022

Pre-Market IV Report May 26, 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: VVV WEN FDX SWCH GPS WSM NVDA SNOW

Stocks expected to have increasing option volume: NVDA WSM RH BABA BURL TWTR BOX SNOW SPLK COST DLT DG M GPS

Semiconductor stocks option IV into NVIDIA (NVDA) results and SEMICON West on July 12 in San Francisco

NVIDIA (NVDA) May weekly call option implied volatility is at 184, June is at 80; compared to its 52-week range of 31 to 82.

Intel (INTC) 30-day option implied volatility is at 33; compared to its 52-week range of 21 to 48.

Qualcomm (QCOM) 30-day option implied volatility is at 44; compared to its 52-week range of 22 to 58.

Advanced Micro Devices, Inc. (AMD) 30-day option implied volatility is at 64; compared to its 52-week range of 29 to 73.

Micron Technology (MU) 30-day option implied volatility is at 51; compared to its 52-week range of 26 to 68.

Qorvo (QRVO) 30-day option implied volatility is at 45; compared to its 52-week range of 26 to 98. Call put ratio 3.5 calls to 1 put.

Skyworks Solutions (SWKS) 30-day option implied volatility is at 44; compared to its 52-week range of 25 to 55.

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 42; compared to its 52-week range of 20 to 49.

Straddle prices for stocks expected to report quarterly results

American Eagle (AEO) May weekly 13.50 straddle priced for a move of 18% into the expected release of quarter results today after the bell.

Burlington Stores (BURL) May weekly 155 straddle priced for a move of 14% into the expected release of quarter results today before the bell.

Costco (COST) May weekly 440 straddle priced for a move of 8% into the expected release of quarter results today.

Gap, Inc. (GPS) May weekly 10.50 straddle priced for a move of 18% into the expected release of quarter results today.

Dell Technologies (DELL) June 42.50 straddle priced for a move of 11% into the expected release of quarter results today after the bell.

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

Dollar Tree (DLTR) May weekly 135 straddle priced for a move of 12% into the expected release of quarter results today before the bell.

Farfetch (FTCH) June 7 straddle priced for a move of 27% into the expected release of quarter results today after the bell.

Macy’s (M) May weekly 19 straddle priced for a move of 17% into the expected release of quarter results today before the bell.

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

Ulta Beauty (ULTA) May weekly 350 straddle priced for a move of 8% into the expected release of quarter results today.

Workday (WDAY) May weekly 165 straddle priced for a move of 12% into the expected release of quarter results today.

Options with decreasing option implied volatility: BBY CSCO ROST TGT WMT ZM FL
Increasing unusual option volume: BKSY EWC AVYA PMVP URBN CAL DKS
Increasing unusual call option volume: BKSY COOP IVV URBN PL EWW SWBI
Increasing unusual put option volume: AVYA DKS NTNX PMVP CG WSM TOL
Popular stocks with increasing volume: AMC CCL GME BABA TWTR BAC F NCLH M ZM XOM VALE
Active options: TSLA AAPL NVDA SNAP AMD AMC CCL FB GME BABA MSFT AMZN TWTR BAC F NCLH M ZM XOM VALE
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $111, natural mixed, gold at $1845 an ounce