Pre-Market IV Report May 28, 2021

Pre-Market IV Report May 28, 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: PSTH SNDL AMC BB AMC GME EDU HOG BB RKT EDU BBIG TAL IPOE CLOV

Stocks expected to have increasing option volume: CRM BURL ULTA GPS VMW COST EXPR HPQ DELL WSM F AMC

Option IV for movers into end of month

AMC Entertainment (AMC) 30-day option implied volatility is at 267; compared to its 52-week range of 85 to 726. Call put ratio 1.6 calls to 1 put with focus June and September options.

GameStop (GME) 30-day option implied volatility is at 178; compared to its 52-week range of 78 to 553.Call put ratio 2.4 calls to 1 put.

Bed Bath & Beyond (BBBY) 30-day option implied volatility is at 85; compared to its 52-week range of 56 to 303.Call put ratio 2.2 calls to 1 put.

BlackBerry (BB) 30-day option implied volatility is at 117; compared to its 52-week range of 47 to 478. Call put ratio 8.2 calls to 1 put with focus on May weekly calls.

Express (EXPR) 30-day option implied volatility is at 180; compared to its 52-week range of 101 to 606.Call put ratio 7.8 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 3 calls to 1 put.

Virgin Galactic Holdings (SPCE) 30-day option implied volatility is at 118; compared to its 52-week range of 75 to 230. Call put ratio 3.1 calls to 1 put with focus on June calls.

Beyond Meat (BYND) 30-day option implied volatility is at 58; compared to its 52-week range of 43 to 99. Call put ratio 3 calls to 1 put.

Ford (F) 30-day option implied volatility is at 47; compared to its 52-week range of 37 to 79. Call put ratio 3.7 calls to 1 put with focus on June options.

Airline parts maintenance companies and BA IV low

Boeing (BA) 30-day option implied volatility is at 33; compared to its 52-week range of 32 to 120.

AAR Corp. (AIR) 30-day option implied volatility is at 37; compared to its 52-week range of 35 to 105.

Spirit AeroSystems (SPR) 30-day option implied volatility is at 38; compared to its 52-week range of 44 to 126.

Heico Corp. (HEI) 30-day option implied volatility is at 26; compared to its 52-week range of 25 to 57.

Straddle prices into expected release of quarter results next week

Ambarella (AMBA) June weekly 101 straddle priced for a move of +/- 10% into the expected release of quarter results after the bell on June 1.

CanopyGrowth (CGC) June weekly 24.50 straddle priced for a move of +/- 12% into the expected release of quarter results on June 1.

Hewlett Packard (HPE) June weekly 16.50 straddle priced for a move of +/- 7% into the expected release of quarter results after the bell on June 1.

Plug Power (PLUG) June weekly 30 straddle priced for a move of +/- 8% into the expected release of quarter results after the bell on June 1.

Zoom Video (ZM) June weekly327.50 straddle priced for a move of +/- 9% into the expected release of quarter results after the bell on June 1.

Advanced Auto Parts (AAP) June weekly 190 straddle priced for a move of +/- 7.5% into the expected release of quarter results before the bell on June 2.

Cloudera (CLDR) June weekly 13 straddle priced for a move of +/- 13% into the expected release of quarter results after the bell on June 2.

J.M. Smucker (SJM) June 130 straddle priced for a move of +/- 4.5% into the expected release of quarter results before the bell on June 2.

Lands End (LE) June 25 straddle priced for a move of +/- 17% into the expected release of quarter results before the bell on June 2.

NetApp (NTAP) June weekly 80 straddle priced for a move of +/- 7% into the expected release of quarter results after the bell on June 2.

PVH Corp (PVH) June 117 straddle priced for a move of +/- 8% into the expected release of quarter results after the bell on June 2.

Splunk (SPLK) June weekly120 straddle priced for a move of +/- 8% into the expected release of quarter results after the bell on June 2.

Broadcom (AVGO) June weekly 467.50 straddle priced for a move of +/- 5% into the expected release of quarter results after the bell on June 3.

Options with decreasing option implied volatility: MVIS TWTR FUTU DDD FSLY
Increasing unusual option volume: SOXS VTNR DLTR KEY PLAN ITUB EXPR AMC TELL OKTA
Increasing unusual call option volume: SOXS KEY TAL BBIG DLTR ITUB OKTA F
Increasing unusual put option volume: DLTR AMRS BOX AMC OKTA ADSK
Popular stocks with increasing volume: GME RBLX SPCE RIOT PTON TLRY T
Active options: AMC F TSLA GE AAPL FB BA SNDL NVDA BYND GM NIO PLTR X GME AMD BAC ABNB BB AMZN
Global S&P Futures recently mixed in premarket, Nikkei up 2%, DAX mixed, WTI Crude oil recently at $66.85, natural gas mixed, gold at $1891 an ounce