Pre-Market IV Report May 31, 2022

Pre-Market IV Report May 31, 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: SWTX SCO SIGA BB CRM BROS KSS AMC RDBX CRIS IMUX AMXL RIGL

Stocks expected to have increasing option volume: UL AMC PARA CRM NVAX AMBA HPQ

Airliner option IV amid share prices in range into final trading day of May

American Airlines (AAL) 30-day option implied volatility is at 54; compared to its 52-week range of 39 to 87.

Delta Air Lines (DAL) 30-day option implied volatility is at 43; compared to its 52-week range of 32 to 71

Southwest Airlines (LUV) 30-day option implied volatility is at 37; compared to its 52-week range of 28 to 58. Call put ratio 3.6 calls to 1 put.

United Airlines (UAL) 30-day option implied volatility is at 50; compared to its 52-week range of 37 to 87.

Alaska Airlines (ALK) 30-day option implied volatility is at 42; compared to its 52-week range of 34 to 94.

Allegiant Air (ALGT) 30-day option implied volatility is at 45; compared to its 52-week range of 35 to 104.

Hawaiian Holdings (HA) 30-day option implied volatility is at 54; compared to its 52-week range of 46 to 115.

JetBlue Airways (JBLU) 30-day option implied volatility is at 55; compared to its 52-week range of 38 to 71.

Spirit Airlines (SAVE) 30-day option implied volatility is at 82; compared to its 52-week range of 44 to 109. Call put ratio 7.1 calls to 1 put.

SkyWest Airlines (SKYW) 30-day option implied volatility is at 47; compared to its 52-week range of 38 to 72.

U.S. Global Jets ETF (JETS) 30-day option implied volatility is at 39; compared to its 52-week range of 26 to 62.

Straddle prices for stocks expected to report quarterly results

Salesforce (CRM) June weekly 165 straddle priced for a move of 8% into the expected release of quarter results today after the bell.

Ambarella (AMBA) June weekly 88 straddle priced for a move of 21% into the expected release of quarter results today after the bell.

ChargePoint (CHPT) June weekly 13.50 straddle priced for a move of 14% into the expected release of quarter results today after the bell.

Hewlett Packard (HPQ) June weekly 39 straddle priced for a move of 7.5% into the expected release of quarter results today after the bell.

C3.ai (AI) June weekly 20 straddle priced for a move of 21% into the expected release of quarter results after the bell on June 1.

Capri (CPRI) June weekly 47.50 straddle priced for a move of 15% into the expected release of quarter results before the bell on June 1.

Chewy (CHWY) June weekly 27 straddle priced for a move of 15% into the expected release of quarter results after the bell on June 1.

GameStop (GME) June weekly 137 straddle priced for a move of 18% into the expected release of quarter results after the bell on June 1.

Unilever (UL) 30-day option implied volatility is at 22; compared to 52-week range of 14 to 34 into names Nelson Peltz non-executive director.

United States Natural Gas (UNG) 30-day option implied volatility is at 86; compared to 52-week range of 32 to 199.

Energy Select Sector SPDR ETF (XLE) 30-day option implied volatility is at 33; compared to 52-week range of 25 to 47 as shares near record high.

Options with decreasing option implied volatility: BBAI CROX PATH JWN ZM SNOW FTCH BBY M DLTR VMW DKS
Increasing unusual option volume: TIP PACB PMVP BKSY CIM OTIS HST
Increasing unusual call option volume: VTRS SCO SIGA AMC BROS KSS BB PACB BKSY DO CODX RENT DELL GM CHPT USO
Increasing unusual put option volume: TIP PACB AVYA PMVP AVDL LAZR DT DELL
Popular stocks with increasing volume: SNAP HOOD BAC BB PLTR AAL TWTR
Active options: TSLA AMC NVDA AMD FB AMZN F MSFT BABA GME CHPT NIO SNAP HOOD BAC BB PLTR AAL TWTR
Global S&P Futures mixed to lower in premarket, Nikkei mixed to lower, DAX mixed, WTI Crude oil recently at $119, natural up 1%, gold at $1851 an ounce