Pre-Market IV Report June 14, 2023

Pre-Market IV Report June 14, 2023

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Pre-Market IV Report June 14, 2023

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: GME AI MANU QS ARR CNHI GME UPWK DPST BYND FGEN QURE SIMO

Stocks expected to have increasing option volume: SPY QQQ ADBE

Tesla (TSLA) 30-day option implied volatility is at 56; compared to its 52-week range of 44 to 96 as shares trend higher.

FOMC meeting

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 12; compared to its 52-week range of 11 to 31 into FOMC meeting.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 18; compared to its 52-week range of 17 to 39 into FOMC meeting.

United States Oil Fund (USO) 30-day option implied volatility is at 34; compared to its 52-week range of 30 to 52 as WTI crude trades below $70.

SPDR S&P Oil & Gas Exploration & Production Etf (XOP) 30-day option implied volatility is at 31; compared to its 52-week range of 30 to 62 as WTI crude trades below $70.

Energy Select Sector SPDR ETF (XLE) 30-day option implied volatility is at 23; compared to its 52-week range of 23 to 49 as WTI crude trades below $70.

Option IV for stocks near 52-week highs

Walmart (WMT) 30-day option implied volatility is at 13; compared to its 52-week range of 13 to 32.

Netflix (NFLX) 30-day option implied volatility is at 36; compared to its 52-week range of 31 to 86.

Carnival Corp. (CCL) 30-day option implied volatility is at 68; compared to its 52-week range of 47 to 101.

Norwegian Cruise Line (NCLH) 30-day option implied volatility is at 50; compared to its 52-week range of 42 to 100.

Royal Caribbean (RCL) 30-day option implied volatility is at 37; compared to its 52-week range of 35 to 91.

Delta Air Lines (DAL) 30-day option implied volatility is at 31; compared to its 52-week range of 28 to 65.

PulteGroup (PHM) 30-day option implied volatility is at 25; compared to its 52-week range of 24 to 94.

Marriott (MAR) 30-day option implied volatility is at 21; compared to its 52-week range of 21 to 48.

Molson Coors Brewing (TAP) 30-day option implied volatility is at 20; compared to its 52-week range of 19 to 77.

Eaton (ETN) 30-day option implied volatility is at 22; compared to its 52-week range of 20 to 68.

Ingersoll-Rand (IR) 30-day option implied volatility is at 23; compared to its 52-week range of 23 to 42.

PACCAR (PCAR) 30-day option implied volatility is at 21; compared to its 52-week range of 20 to 80.

Otis Worldwide (OTIS) 30-day option implied volatility is at 17; compared to its 52-week range of 17 to 79.

Parker-Hannifin (PH) 30-day option implied volatility is at 24; compared to its 52-week range of 22 to 250.

Rockwell Automation (ROK) 30-day option implied volatility is at 22; compared to its 52-week range of 22 to 87.

Vulcan Materials (VMC) 30-day option implied volatility is at 18; compared to its 52-week range of 17 to 44.

Moody’s (MCO) 30-day option implied volatility is at 18; compared to its 52-week range of 18 to 79.

Cardinal Health (CAH) 30-day option implied volatility is at 17; compared to its 52-week range of 17 to 37.

Adobe Systems (ADBE) 30-day option implied volatility is at 47; compared to its 52-week range of 26 to 57.

AMD (AMD) 30-day option implied volatility is at 46; compared to its 52-week range of 40 to 69.

Applied Materials (AMAT) 30-day option implied volatility is at 31; compared to its 52-week range of 30 to 59.

Oracle (ORCL) 30-day option implied volatility is at 23; compared to its 52-week range of 18 to 47.

onsemi (ON) 30-day option implied volatility is at 38; compared to its 52-week range of 38 to 74.

Cadence Design Systems (CDNS) 30-day option implied volatility is at 26; compared to its 52-week range of 22 to 83.

KLA Corporation (KLAC) 30-day option implied volatility is at 31; compared to its 52-week range of 30 to 58.

NXP Semiconductors (NXPI) 30-day option implied volatility is at 30; compared to its 52-week range of 29 to 56.

Snap (SNAP) 30-day option implied volatility is at 52; compared to its 52-week range of 48 to 117.

Splunk (SPLK) 30-day option implied volatility is at 35; compared to its 52-week range of 34 to 80.

Cadence Design Systems (CDNS) 30-day option implied volatility is at 26; compared to its 52-week range of 22 to 83.

CCC Intelligent Solutions Holdings Inc. (CCCS) 30-day option implied volatility is at 31; compared to its 52-week range of 25 to 51.

DXC Technology (DXC) 30-day option implied volatility is at 32; compared to its 52-week range of 29 to 99.

NVIDIA (NVDA) 30-day option implied volatility is at 42; compared to its 52-week range of 39 to 68.

Straddle prices into quarter results

Lennar (LEN) June 115 straddle is priced for a move of 5% into the expected release of quarter results today after the bell.

Adobe (ADBE) June 480 straddle is priced for a move of 7% into the expected release of quarter results after the bell on June 15.

Kroger (KR) June 47 straddle is priced for a move of 6% into the expected release of quarter results before the bell on June 15.

Movers

Carvana Co. (CVNA) 30-day option implied volatility is at 154; compared to its 52-week range of 112 to 267.

Options with decreasing option implied volatility: DLO DOCU APRN VKTX FHN TCOM ORCL CPB UBS
Increasing unusual option volume: PLAY ACHR EWJ QURE TMC
Increasing unusual call option volume: FYBR PLAY EWJ ACHR QURE MO CMA
Increasing unusual put option volume: CNK PLAY IOT JOBY NKLA APTV
Popular stocks increasing volume: SOFI AI ORCL PLTR INTC GME NIO RIVN BAC
Active options: TSLA AMD NVDA AAPL AMZN AMC SOFI AI ORCL PLTR INTC GME NIO BABA RIVN MSFT F CCL GOOGL BAC
Global S&P Futures mixed in premarket, Nikkei up 1%, DAX mixed, WTI Crude oil recently at $69.50, natural gas mixed, gold at $1962

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