Pre-Market IV Report June 21, 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: MARA SPCE SNAP BITO LZB VKTX NFLX COF ALLY AA APRN ISRG IBM
Stocks expected to have increasing option volume: FDX UPS EXAS ACN KMX INTC LZB
Option IV into Jerome Powell testimony
Telsa (TSLA) option IV increases
Tesla (TSLA) 30-day option implied volatility is at 66; compared to its 52-week range of 44 to 96.
NVIDIA (NVDA) 30-day option implied volatility is at 44; compared to its 52-week range of 39 to 68.
Adobe Systems (ADBE) 30-day option implied volatility is at 30; compared to its 52-week range of 26 to 50.
Carvana Co. (CVNA) 30-day option implied volatility is at 137; compared to its 52-week range of 112 to 267.
Apple (AAPL) 30-day option implied volatility is at 18; compared to its 52-week range of 17 to 45.
Ishares Msci Japan Etf (EWJ) 30-day option implied volatility is at 16; compared to its 52-week range of 13 to 60. Call put ratio 1 call to 4.2 puts.
Exact Sciences (EXAS) 30-day option implied volatility is at 50; compared to its 52-week range of 40 to 127 into announces results from BLUE-C study.
Option implied volatility for Home-Building Stocks
PulteGroup (PHM) 30-day option implied volatility is at 25; compared to its 52-week range of 24 to 94 as shares trend higher.
Toll Brothers (TOL) 30-day option implied volatility is at 25; compared to its 52-week range of 24 to 54 as shares trend higher.
Beazer Homes (BZH) 30-day option implied volatility is at 39; compared to its 52-week range of 36 to 99 as shares trend higher.
Lennar (LEN) 30-day option implied volatility is at 24; compared to its 52-week range of 23 to 54 as shares trend higher.
D.R. Horton (DHI) 30-day option implied volatility is at 29; compared to its 52-week range of 24 to 53 as shares trend higher.
Ishares U.S. Home Construction Etf (ITB) 30-day option implied volatility is at 22; compared to its 52-week range of 22 to 45 as shares trend higher.
Home Depot (HD) 30-day option implied volatility is at 19; compared to its 52-week range of 19 to 39.
Lowe’s Cos. (LOW) 30-day option implied volatility is at 20; compared to its 52-week range of 20 to 44.
Rocket Companies (RKT) 30-day option implied volatility is at 41; compared to its 52-week range of 39 to 86. Call put ratio 1 call to 3.7 puts.
India stocks into Indian PM Narendra Modi’s state visit to the White House and Congress
Ishares Msci India Etf (INDA) 30-day option implied volatility is at 13; compared to its 52-week range of 12 to 29. Call put ratio 1 call to 2.8 puts amid Indian PM Narendra Modi’s state visit to the White House and Congress.
Wipro (WIT) 30-day option implied volatility is at 20; compared to its 52-week range of 20 to 50.
MakeMyTrip Limited (MMYT) 30-day option implied volatility is at 27; compared to its 52-week range of 26 to 63.
HDFC Bank Ltd (HDB) 30-day option implied volatility is at 17; compared to its 52-week range of 18 to 86.
Dr. Reddys Labs (RDY) 30-day option implied volatility is at 22; compared to its 52-week range of 22 to 33.
Icici Bank Limited (IBN) 30-day option implied volatility is at 14; compared to its 52-week range of 15 to 81.
Infosys Limited (INFY) 30-day option implied volatility is at 22; compared to its 52-week range of 17 to 87.
Straddle prices into quarter results
KB Home (KBH) July 50 straddle is priced for a move of 9% into the expected release of quarter results after the bell on June 21.
Winnebago (WGO) July 65 straddle is priced for a move of 12% into the expected release of quarter results before the bell on June 21.
Steelcase (SCS) July 7.5% straddle is priced for a move of 12.5% into the expected release of quarter results after the bell on June 21.
Accenture (ACN) June weekly 317 straddle is priced for a move of 4% into the expected release of quarter results before the bell on June 22.
Darden (DRI) July 165 straddle is priced for a move of 7% into the expected release of quarter results before the bell on June 22.
CarMax (KMX) June weekly 79 straddle is priced for a move of 9% into the expected release of quarter results before the bell on June 23.
Equinix (EQIX) 30-day option implied volatility is at 26; compared to its 52-week range of 22 to 61 into hosting a virtual analyst day today.
Intel (INTC) 30-day option implied volatility is at 39; compared to its 52-week range of 27 to 59 into hosting an investor webinar today.
Fastly, Inc. (FSLY) 30-day option implied volatility is at 64; compared to its 52-week range of 57 to 115 into hosting an investor day on June 22.
Options with decreasing option implied volatility: JEPI ORCL CVNA TRUP ADBE APLS KR FHN ARCC GIS LEN HZNP
Increasing unusual option volume: CHRS MQ HUN QSR TMC VRT BOTZ RYAM OPCH
Increasing unusual call option volume: ERJ QSR VRT TMC BOTZ LITE MQ
Increasing unusual put option volume: LYB EWJ HPE RVLV FGEN SPCE FDX XRX
Popular stocks increasing volume: PYPL PLTR SPCE RIVN BAC NKLA SOFI
Active options: TSLA NVDA AAPL MARA AMD AMZN PYPL PLTR SOFI INTC MSFT AMC BABA META SPCE F RIVN BAC GOOGL NKLA
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $71.50, natural gas mixed, gold at $1946
