Pre-Market IV Report June 15, 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: BYND SOFI SH HUM UNH VERA OCUL COHR DENN INOD HUM CI
Stocks expected to have increasing option volume: UNH ADBE KR AJG SG LEN ALGT
UnitedHealth Group (UNH) 30-day option implied volatility is at 25; compared to its 52-week range of 18 to 34 amid wide price movement.
Social Stocks option IV
Meta Platforms (META) 30-day option implied volatility is at 30; compared to its 52-week range of 29 to 78.
Alphabet (GOOGL) 30-day option implied volatility is at 25; compared to its 52-week range of 23 to 47.
Zoom (ZM) 30-day option implied volatility is at 44; compared to its 52-week range of 40 to 86.
Roblox (RBLX) 30-day option implied volatility is at 51; compared to its 52-week range of 46 to 112.
Pinterest (PINS) 30-day option implied volatility is at 36; compared to its 52-week range of 36 to 107.
Snap (SNAP) 30-day option implied volatility is at 52; compared to its 52-week range of 48 to 116.
Apple (AAPL) 30-day option implied volatility is at 18; compared to its 52-week range of 18 to 44.
Index option IV amid FOMC rates unchanged and oil
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 after FOMC leaves rates unchanged.
PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 18; compared to its 52-week range of 17 to 39 after FOMC leaves rates unchanged.
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 $69.
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 $69.
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 $69.
Straddle prices into quarter results
Adobe (ADBE) June 480 straddle is priced for a move of 7% into the expected release of quarter results today after the bell.
Kroger (KR) June 47 straddle is priced for a move of 6% into the expected release of quarter results today before the bell.
Movers
Options with decreasing option implied volatility: DOCU APRN GME TCOM ORCL
Increasing unusual option volume: SG NEXT DNMR GSM MVIS COHR
Increasing unusual call option volume: NEXT SG DNMR LOGI AIG HPE COHR FHN
Increasing unusual put option volume: ADM FGEN OHI HUM NTR MVIS
Popular stocks increasing volume: INTC PLTR ORCL TGT TSM NIO AMC CCL
Active options: TSLA NVDA SOFI AAPL AMD INTC AMZN MSFT PLTR BABA ORCL TGT NFLX TSM NIO F GOOGL META AMC CCL
Global S&P Futures mixed in premarket, Nikkei up 1%, DAX mixed, WTI Crude oil recently at $68.50, natural gas mixed, gold at $1944
