Pre-Market IV Report June 12, 2024

Pre-Market IV Report June 12, 2024

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Pre-Market IV Report June 12, 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: CPRI MBLY EDR TH GME FULC OMEX AMC RBRK QURE LABD CXW LOVE HIMX PARA MEDGL GEO CNK FAS SB URA

Stocks expected to have increasing option volume: ORCL AVGO RBRK PARA RTO

Straddle prices into quarter results and FOMC policy decision

Broadcom (AVGO) June weekly 1460 straddle priced for a move of 6% into the expected release of quarter results today after the bell.

Adobe (ADBE) June weekly 462 straddle priced for a move of 7.5% into the expected release of quarter results after the bell on June 13.

RH (RH) June weekly 277 straddle priced for a move of 13% into the expected release of quarter results after the bell on June 13.

Signet (SIG) June weekly 105 straddle priced for a move of 11% into the expected release of quarter results before the bell on June 13.

Movers

Calavo Growers (CVGW) 30-day option implied volatility is at 35; compared to its 52-week range of 25 to 72. Call put ratio 2.3 calls to 1 put as share price up.

Himax Technologies (HIMX) 30-day option implied volatility is at 37; compared to its 52-week range of 27 to 46 with a focus on January 10 calls as share price up.

Target Hospitality (TH) 30-day option implied volatility is at 78; compared to its 52-week range of 21 to 102. Call put ratio 1.4 calls to 1 put on 6K contracts as share price down.

Cleveland-Cliffs (CLF) 30-day option implied volatility is at 35; compared to its 52-week range of 30 to 57. Call put ratio 1.8 calls to 1 put on 73K contracts as share price down.

Valley National Bancorp (VLY) 30-day option implied volatility is at 49; compared to its 52-week range of 31 to 103 amid active October 9 and January 6 puts.

Airship AI Holdings (AISP) 30-day option implied volatility is at 150; compared to its 52-week range of 46 to 211 with focus on October 7.5 calls as share price up.

EHang Holdings (EH) 30-day option implied volatility is at 51; compared to its 52-week range of 51 to 147 amid active June and October 17 puts as share price down.

Cinemark Holdings (CNK) 30-day option implied volatility is at 40; compared to its 52-week range of 32 to 95 amid active July 19 calls.

AppLovin (APP) 30-day option implied volatility is at 47; compared to its 52-week range of 37 to 104 amid active option volume of 34K contracts as share price down.

Spirit Airlines (SAVE) 30-day option implied volatility is at 94; compared to its 52-week range of 25 to 240 into regulatory filing, Spirit says talks with bondholders ‘progressing as expected,’ delays analyst day.

GameStop (GME) 30-day option implied volatility is at 293; compared to its 52-week range of 52 to 347 into reports of completes at-the-market offering program.

Paramount Global (PARA) 30-day option implied volatility is at 52; compared to its 52-week range of 40 to 87. Call put ratio 2.8 calls to 1 put.

Options with decreasing option implied volatility: GERN BITI IOT PCT SMTC VSCO HPE LULU CRWD
Increasing unusual option volume: FFIE PRGO SB CNK ACI FSK LRN
Increasing unusual call option volume: CNK PRGO SB FFIE MBLY ACI FSK
Increasing unusual put option volume: EH EWW PCG EW ASO ASTS SILV AVTR NFE MAXN X
Popular stocks with increasing volume: ARM GE BAC C BABA NIO ORCL PYPL AFRM
Active options: AAPL NVDA TSLA GME AMD AMZN AMC PLTR MARA META ARM GE BAC C BABA NIO ORCL PYPL MSFT AFRM
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $78.60, natural gas down 1%, gold at $2331

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