Pre-Market IV Report May 27, 2022

Pre-Market IV Report May 27, 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: IPOD RBAC SIGA INDI COST VTRS BRPM RDBX PMVP IMUX OPTT FTFT

Stocks expected to have increasing option volume: ULTA WDAY IOVA WEN COST DELL ADSK GPS AEO MRVL RRGB

2022 movers

Salesforce (CRM) 30-day option implied volatility is at 53; compared to 52-week range of 21 to 61.

Amazon (AMZN) 30-day option implied volatility is at 47; compared to 52-week range of 18 to 54.

Zoom (ZM) 30-day option implied volatility is at 71, compared to 52-week range of 34 to 114.

Roku (ROKU) 30-day option implied volatility is at 85; compared to 52-week range of 43 to 119.

Teladoc (TDOC) 30-day option implied volatility is at 85; compared to 52-week range of 38 to 107.

Straddle prices for stocks expected to report quarterly results

Ambarella (AMBA) June weekly 80 straddle priced for a move of 18% into the expected release of quarter results after the bell on May 31.

ChargePoint (CHPT) June weekly 12 straddle priced for a move of 15% into the expected release of quarter results after the bell on May 31.

HP (HPQ) June weekly 37 straddle priced for a move of 7.5% into the expected release of quarter results after the bell on May 31.

C3.ai (AI) June weekly 20 straddle priced for a move of 23% into the expected release of quarter results after the bell on June 1.

Capri (CPRI) June weekly 46 straddle priced for a move of 13% into the expected release of quarter results before the bell on June 1.

Chewy (CHWY) June weekly 25.50 straddle priced for a move of 12% into the expected release of quarter results after the bell on June 1.

GameStop (GME) June weekly 129 straddle priced for a move of 15% into the expected release of quarter results after the bell on June 1.

Hewlett Packard (HPQ) June weekly 37 straddle priced for a move of 7.5 % into the expected release of quarter results after the bell on June 1.

United States Natural Gas (UNG) 30-day option implied volatility is at 89; compared to 52-week range of 32 to 199.

Options with decreasing option implied volatility: ZM FL JWN SNOW BBY DKS M VMW PANW DLTR DE ROST
Increasing unusual option volume: TIP INVZ BKSY REKR NTNX
Increasing unusual call option volume: REKR PXD BKSY NTNX AVYA
Increasing unusual put option volume: TIP MGNI GTE AEO BBD NTNX
Popular stocks with increasing volume: GME NKLA SNAP F SNOW M BAC AAL
Active options: TSLA AAPL NVDA AMD AMC BABA GME FB NKLA SNAP AMZN TWTR MSFT F LCID NIO SNOW M BAC AAL