Pre-Market IV Report June 14, 2024

Pre-Market IV Report June 14, 2024

by

Pre-Market IV Report June 14, 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: HPE MBLY GRND AMSC YPF FIGS TERN SMCI ARDX MBLY GFI

Stocks expected to have increasing option volume: ADBE RL GME

Movers

Eli Lilly & Co. (LLY) 30-day option implied volatility is at 24; compared to its 52-week range of 19 to 39 as share price near record high.

Boeing (BA) 30-day option implied volatility is at 28; compared to its 52-week range of 22 to 39.

GameStop (GME) 30-day option implied volatility is at 248; compared to its 52-week range of 52 to 347.

Vaxart (VXRT) 30-day option implied volatility is at 129; compared to its 52-week range of 20 to 177 into announced that it received a project award valued at up to $453M through the Rapid Response Partnership Vehicle.

Tyson Foods (TSN) June weekly (14) call option implied volatility is at 33, June is at 24; compared to its 52-week range of 15 to 40. Call put ratio 1 call to 6 puts after Tyson suspends CFO following DWI arrest.

McDonald’s (MCD) 30-day option implied volatility is at 16; compared to its 52-week range of 16 to 23.

Option volume movers

Arista Networks (ANET) 30-day option implied volatility is at 33; compared to its 52-week range of 27 to 70 as share price up.

Everi Holdings Inc. (EVRI) 30-day option implied volatility is at 49; compared to its 52-week range of 25 to 142 with a focus on July 10 calls.

Danaher (DHR) 30-day option implied volatility is at 20; compared to its 52-week range of 16 to 33. Call put ratio 1 call to 2.4 puts with a focus on July puts as share price down 4.3%.

Westlake Chemical (WLK) 30-day option implied volatility is at 23; compared to its 52-week range of 21 to 69 with a focus on July 145 calls.

Arcutis Biotherapeutics (ARQT) 30-day option implied volatility is at 87; compared to its 52-week range of 65 to 273 with a focus on July 10 and 12.50 calls.

Sphere Entertainment (SPHR) 30-day option implied volatility is at 47; compared to its 52-week range of 46 to 111 with a focus on November 40 and 47.50 calls.

Straddle prices into quarter results

Lennar (LEN) June 155 straddle priced for a move of 6.5% into: BNED GME AMC NVAX IOT DOCU ASO SIG ORCL CORT XP ADKS

KB Home (KBH) June 70 straddle priced for a move of 7.5% into the expected release of quarter results after the bell on June 18.

Increasing unusual option volume: FFIE CXW HPE GFI ARQT MO XLI AMSC
Increasing unusual call option volume: DKS MO ARCC FFIE MBLY HPE GFI TROW
Increasing unusual put option volume: MNT the expected release of quarter results after the bell on June 17.
Options with decreasing option implied volatility PLAY BMBL MAXN SPCE HPE XLI MGA A URA
Popular stocks with increasing volume: SMCI AVGO MU ARM PLTR PFE COIN INTC ORCL SOFI
Active options: NVDA TSLA AAPL GME AMZN AMD SMCI AVGO MSFT MARA AMC MU META ARM PLTR PFE COIN INTC ORCL SOFI
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $78, natural gas mixed, gold at $2336

Subscribe to Rebel Roundup for your weekly digest of market highlights and free trading lessons.
We’re on a mission to empower retail traders with the tools they need to succeed.

Join a growing community of traders with Market Rebellion

Join the thousands of users daily!