Daily IV Report
Updated: Pre-Market IV Report June 2, 2020
Updated: Pre-Market IV Report June 2, 2020 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: ZM DKS CLDR […]
Updated: Pre-Market IV Report June 2, 2020
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: ZM DKS CLDR EBAY TLRY PLUG NOK
Options expected to have increasing volume: ZM DKS AVGO GPS WU MGI SBUX SFIX
Target (TGT) 30-day option implied volatility is at 29 (corrected); compared to its 52-week range 54 to 143 amid pandemic, economy and looters.
The “FANG’ stocks option implied volatility
Facebook (FB) 30-day option implied volatility is at 35; compared to its 52-week range of 21 to 82 amid social, economic, health and economic change.
Amazon (AMZN) 30-day option implied volatility is at 26; compared to its 52-week range of 20 to 69 amid social, economic, health and economic change.
Netflix (NFLX) 30-day option implied volatility is at 39; compared to its 52-week range of 27 to 98 amid social, economic, health and economic change.
Alphabet (GOOG) 30-day option implied volatility is at 27; compared to its 52-week range of 14 to 75 amid social, economic, health and economic change.
Apple (AAPL) 30-day option implied volatility is at 27; compared to its 52-week range of 17 to 90 amid social, economic, health and economic change.
DraftKings (DKNG) 30-day option implied volatility is at 115; compared to its 52-week range of 54 to 142. Call put ratio 3.1 calls to 1 put with focus on June weekly and July 50 calls.
Options with decreasing option implied volatility: HTZ USO SNAP FSCT TWLO
Increasing unusual option volume: COTY SNE DKS ECL FLEX AMRS MARK
Increasing unusual option volume: ECL FLEX AMRS MARK VTIQ AZN
Increasing unusual put option volume: ECL DKNG QD SRNE DKS HRB
Popular stocks with increasing unusual volume: DKNG SPCE ZM PFE AAL ZM ZNGA
Active options: TSLA AAPL ECL FB ZM SNAP AMD BAC PFE DKNG SPCE BA MSFT NIO ZNGA BYND GE BABA AMZN AAL
Global S&P Futures recently mixed to higher in premarket, Nikkei up 1.1%, DAX up 3.4%, WTI Crude oil recently at $36.32, natural gas mixed, gold at $1749 an ounce