Pre-Market IV Report June 11, 2024

Pre-Market IV Report June 11, 2024

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Pre-Market IV Report June 11, 2024

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: MBLY OPRA HBAN ZETA EDR OPRA RDW YEXT DXC DJT BITI BBIO CPRI

Stocks expected to have increasing option volume: ORCL AVGO DXC GM WMT HBAN BROS

Straddle prices into quarter results

Oracle (ORCL) June weekly 124 straddle priced for a move of 7% into the expected release of quarter results today after the bell.

Broadcom (AVGO) June weekly 1440 straddle priced for a move of 6% into the expected release of quarter results after the bell on June 12.

Dave & Busters (PLAY) June 48 straddle priced for a move of 14.5% into the expected release of quarter results after the bell on June 12.

Children’s Palace (PLCE) June weekly 10 straddle priced for a move of 26% into the expected release of quarter results on June 12. Call put ratio 3.5 calls to 1 put.

Bank option IV after Huntington Bancshares (HBAN) outlook

Huntington Bancshares (HBAN) 30-day option implied volatility is at 31; compared to its 52-week range of 19 to 71. Call put ratio 1 call to 1.5 puts after outlook.

SPDR S&P Regional Banking ETF (KRE) 30-day option implied volatility is at 26; compared to its 52-week range of 22 to 37. Call put ratio 1 call to 5.5 puts.

Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility is at 14; compared to its 52-week range of 11 to 21.

KeyCorp (KEY) 30-day option implied volatility is at 32; compared to its 52-week range of 26 to 99. Call put ratio 1 call to 7.2 puts.

M&T Bank Corp. (MTB) 30-day option implied volatility is at 29; compared to its 52-week range of 20 to 90.

First Horizon National (FHN) 30-day option implied volatility is at 27; compared to its 52-week range of 19 to 52. Call put ratio 4.3 calls to 1 put.

Movers

Planet Fitness (PLNT) 30-day option implied volatility is at 29; compared to its 52-week range of 24 to 88. Call put ratio 2.6 calls to 1 put as share price up.

CrowdStrike Holdings Inc. (CRWD) 30-day option implied volatility is at 36; compared to its 52-week range of 29 to 71 into addition to S&P 500 on June 24.

Stellantis (STLA) 30-day option implied volatility is at 29; compared to its 52-week range of 22 to 252 amid active June 23 calls.

Perion Network (PERI) 30-day option implied volatility is at 50; compared to its 52-week range of 30 to 89. Call put ratio 2 calls to 1 put as share price down on lower FY2024 view.

Xperi Corporation (XPER) 30-day option implied volatility is at 55; compared to its 52-week range of 32 to 93 with a focus on September 7.5 puts as share price up.

Cellebrite DI Ltd. (CLBT) 30-day option implied volatility is at 35; compared to its 52-week range of 25 to 67 with a focus on July 10 calls as share price up.

Applied Materials (AMAT) 30-day option implied volatility is at 30; compared to its 52-week range of 26 to 44 amid active August 240 calls.

DXC Technology (DXC) 30-day option implied volatility is at 46; compared to its 52-week range of 21 to 83. Call put ratio 20 calls to 1 put after Reuters report of possible takeover bid.

Dutch Bros (BROS) 30-day option implied volatility is at 40; compared to its 52-week range of 30 to 81 into announcing the launch of a secondary public offering of class A common stock.

Options with decreasing option implied volatility: GERN GTLB IOT SMTC HPE VSCO CRWD LULU DLTR BBWI LABD DOCU FIVE ARDX UWMC XP MNST CPB
Increasing unusual option volume: SANA FFIE INCY MBLY CRDO OPRA EFA DM IMVT
Increasing unusual call option volume: FFIE MBLY EFA CRDO ZI SMG IR BL OPRA PERI MNST KKR ASTS
Increasing unusual put option volume: INCY OPRA BMBL CORZ GME MNST HBAN PERI NTAP MAXN KEY ASO BKR TAP
Popular stocks with increasing volume: CRWD TSM F PFE RIVN MU ARM
Active options: NVDA AAPL GME TSLA AMD AMZN AMC PLTR META CRWD MARA TSM F MSFT GOOGL HOOD PFE RIVN MU ARM
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $77.60, natural gas up 4%, gold at $2323

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