Pre-Market IV Report June 21, 2024

Pre-Market IV Report June 21, 2024

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Pre-Market IV Report June 21, 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: SMCI MU NFLX TSM DELL SNAP NVDA UAL ASML CMG ALLY DPZ ISRG AXP DHR ATRC AOSL NVDL NVDU HIMX LEG SAGE BWIN FOLD NVDA FTRE FSM PENN SNAP CBL

Stocks expected to have increasing option volume: BA SPR TREE GILD QCOM SPRT ASAN PENN FDS KMX SRPT

Option IV into June expiration

Qualcomm (QCOM) 30-day option implied volatility is at 33; compared to its 52-week range of 22 to 43.

Gilead Sciences (GILD) 30-day option implied volatility is at 24; compared to its 52-week range of 16 to 29.

Dell Technologies (DELL) 30-day option implied volatility is at 52; compared to its 52-week range of 23 to 77.

NVIDIA (NVDA) 30-day option implied volatility is at 53; compared to its 52-week range of 32 to 68.

Direxion Daily NVDA Bull 2X Shares (NVDU) 30-day option implied volatility is at 103; compared to its 52-week range of 21 to 149.

Direxion Daily Semiconductor Bear 3x Shares (SOXS) 30-day option implied volatility is at 84; compared to its 52-week range of 64 to 105.

Broadcom (AVGO) 30-day option implied volatility is at 42; compared to its 52-week range of 25 to 59.

Super Micro Computer (SMCI) 30-day option implied volatility is at 82; compared to its 52-week range of 54 to 117.

Boeing (BA) 30-day option implied volatility is at 31; compared to its 52-week range of 22 to 39 into nearing deal With Spirit Aerosystems (SPR) sources say – Reuters.

Spirit Aerosystems (SPR) 30-day option implied volatility is at 47; compared to its 52-week range of 33 to 104 into Boeing (BA) nearing deal With Spirit Aerosystems sources say – Reuters. Call put ratio 8.7 calls to 1 put with focus on October 33 calls.

Chipotle Mexican Grill (CMG) 30-day option implied volatility is at 34; compared to its 52-week range of 15 to 40 amid wide price movement.

Straddle prices into quarter results

FedEx (FDX) June weekly straddle priced for a move of 7.5% into the expected release of quarter results after the bell on June 25.

Movers

LendingTree (TREE) 30-day option implied volatility is at 61; compared to its 52-week range of 47 to 97. Call put ratio 1 call to 3.3 puts.

SolarEdge Technologies (SEDG) 30-day option implied volatility is at 81; compared to its 52-week range of 41 to 105 on 40K option contracts.

TransUnion (TRU) 30-day option implied volatility is at 33; compared to its 52-week range of 23 to 51.

Carrier Global (CARR) 30-day option implied volatility is at 28; compared to its 52-week range of 20 to 74 with a focus on June 60 calls, September 67.50 calls and September 57.50 calls.

Ishares Msci France Etf (EWQ) 30-day option implied volatility is at 23; compared to its 52-week range of 13 to 24 with a focus on July 35 puts.

Silicon Motion Technology (SIMO) 30-day option implied volatility is at 32; compared to its 52-week range of 18 to 121 with focus on July 77.50 puts.

PENN Entertainment (PENN) 30-day option implied volatility is at 60; compared to its 52-week range of 37 to 75 after Reuters report on Boyd takeover approach. Call put ratio 11.6 calls to 1 put.

Kohl’s (KSS) 30-day option implied volatility is at 41; compared to its 52-week range of 38 to 76. Call put ratio 5.1 calls to 1 put.

WisdomTree (WT) September 10 calls active.

AtriCure (ATRC) 30-day option implied volatility is at 103; compared to its 52-week range of 30 to 118 with a focus on July 20, 25 and 35 calls.

Floor & Decor Holdings (FND) 30-day option implied volatility is at 37; compared to its 52-week range of 30 to 84 with a focus on June 115 puts active.

Options with decreasing option implied volatility: GME RH SIG CPRI ADBE XP CAN KR LEN EMB
Increasing unusual option volume: TT IVZ LXRX SWBI EU CARR ARKG
Increasing unusual call option volume: LXRX SWBI EU SAGE CARR HIMX IGT
Increasing unusual put option volume: CHPT NNOX SILJ MGA JBL KBH MAXN KMX
Popular stocks with increasing volume: DELL SMCI MU TSM ARM BAC INTC SIRI CMG GILD QCOM
Active options: NVDA AMD AAPL TSLA AMZN PLTR GME DELL SMCI MU MARA TSM ARM META MSFT DJT BAC INTC AMC SIRI
Global S&P Futures up in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $81.30, natural gas down 2%, gold at $2377

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