Pre-Market IV Report May 27, 2021

Pre-Market IV Report May 27, 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: AMC RAD LIZI BB FOSL WORK PSTH IPOE AMC SNDL BB EDU TAL CLOV

Stocks expected to have increasing option volume: NVDA CRM DG BBY DLTR BURL PLAN SNOW ULTA F AMC GME

Option movers

AMC Entertainment (AMC) 30-day option implied volatility is at 195; compared to its 52-week range of 84 to 726. Call put ratio 2.2 calls to 1 put with focus on June 30 and 40 calls.

GameStop (GME) 30-day option implied volatility is at 165; compared to its 52-week range of 78 to 553.Call put ratio 1.9 calls to 1 put.

Bed Bath & Beyond (BBBY) 30-day option implied volatility is at 82; compared to its 52-week range of 56 to 303.Call put ratio 2.9 calls to 1 put.

BlackBerry (BB) 30-day option implied volatility is at 93; compared to its 52-week range of 47 to 478. Call put ratio 9.9 calls to 1 put with focus on June 9.5 and 10 calls.

Express (EXPR) 30-day option implied volatility is at 174; compared to its 52-week range of 101 to 606.Call put ratio 7.5 calls to 1 put with focus on May weekly calls.

DraftKings (DKNG) 30-day option implied volatility is at 54; compared to its 52-week range of 54 to 116. Call put ratio 5.3 calls to 1 put with focus on May weekly 51 calls.

Virgin Galactic Holdings (SPCE) 30-day option implied volatility is at 108; compared to its 52-week range of 75 to 230. Call put ratio 3.2 calls to 1 put with focus on June 37 calls.

Beyond Meat (BYND) 30-day option implied volatility is at 48; compared to its 52-week range of 43 to 99. Call put ratio 2.4 calls to 1 put.

Roblox (RBLX) 30-day option implied volatility is at 73; compared to its 52-week range of 57 to 130. Call put ratio 2.8 calls to 1 put.

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 3.4 calls to 1 put with focus on August 14 call and put spreader.

Straddle prices into expected release of quarter results this week

Best Buy (BBY) May weekly 117 straddle priced for a move of +/- 6% into the expected release of quarter results today before the bell.

Costco (COST) May weekly 385 straddle priced for a move of +/- 2% into the expected release of quarter results today after the bell.

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

Salesforce (CRM) May weekly 230 straddle priced for a move of +/- 5% into the expected release of quarter results today after the bell.

Autodesk (ADSK) May weekly 292 straddle priced for a move of +/- 4% into the expected release of quarter results today after the bell.

Autohome (ATHM) June 75 straddle priced for a move of +/- 8% into the expected release of quarter results today.

Box (BOX) June 23 straddle priced for a move of +/- 10% into the expected release of quarter results today after the bell.

Burlington Stores (BURL) May weekly 330 straddle priced for a move of +/- 7.5% into the expected release of quarter results today before the bell.

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

Dollar Tree (DLTR) May weekly 108 straddle priced for a move of +/- 6% into the expected release of quarter results today.

Gap (GPS) May weekly 34 straddle priced for a move of +/- 8.5% into the expected release of quarter results today.

HP (HPQ) May 32 straddle priced for a move of +/- 7.5% into the expected release of quarter results today after the bell.

Medtronic (MDT) May weekly 127 straddle priced for a move of +/- 2.5% into the expected release of quarter results today before the bell.

Ulta Beauty (ULTA) May weekly 327 straddle priced for a move of +/- 7% into the expected release of quarter results today after the bell.

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

Beyond Meat (BYND) 30-day option implied volatility is at 48; compared to its 52-week range of 43 to 99. Call put ratio 2.4 calls to 1 put.

Roblox (RBLX) 30-day option implied volatility is at 73; compared to its 52-week range of 57 to 130. Call put ratio 2.8 calls to 1 put.

Options with decreasing option implied volatility: T TWTR FUTU DDD FSLY IQ IPOD
Increasing unusual option volume: BBIG NWL DKS KERN URBN
Increasing unusual call option volume: BBIG DKS KERN EPXR EH ANF KHC
Increasing unusual put option volume: DKS EDU ZS JWN EXPR
Popular stocks with increasing volume: GME RBLX SPCE RIOT PTON TLRY T
Active options: AMC F TSLA AAPL NIO GME SNDL PLTR BB FB AMZN RBLX SPCE RIOT FUBO AMD NVDA PTON TLRY T