Pre-Market IV Report June 22, 2023

Pre-Market IV Report June 22, 2023

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Pre-Market IV Report June 22, 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: ENPH BITO KTOS RUM TPVG ATVI HCA PBRA OTEX MARA BTAI BIVI SPCE APRN VKTX ISRG IBM

Stocks expected to have increasing option volume: ROOT DRI KBH SCS KMX ACN KMX LOGI SPR

NASDAQ option IV low

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 18; compared to its 52-week range of 17 to 38 as share price near 15-month high.

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 25; compared to its 52-week range of 25 to 49.

Amazon (AMZN) 30-day option implied volatility is at 29; compared to its 52-week range of 26 to 61 into Prime Day 2023 from July 11 to July 12.

Teladoc (TDOC) 30-day option implied volatility is at 46; compared to its 52-week range of 45 to 110.

DocuSign Inc. (DOCU) 30-day option implied volatility is at 41; compared to its 52-week range of 41 to 109.

Roku (ROKU) 30-day option implied volatility is at 57; compared to its 52-week range of 55 to 108.

Roblox (RBLX) 30-day option implied volatility is at 55; compared to its 52-week range of 46 to 112.

Uber (UBER) 30-day option implied volatility is at 33; compared to its 52-week range of 32 to 79 as shares near 15-month high. Call put ratio 2 calls to 1 put with focus on June weekly and July calls.

C3 AI (AI) 30-day option implied volatility is at 105; compared to its 52-week range of 54 to 223 as shares sell off.

Peloton (PTON) 30-day option implied volatility is at 73; compared to its 52-week range of 70 to 137 as shares sell off.

Asia asset movements: China-Japan, IV near low end of range

Ishares Msci Japan Etf (EWJ) 30-day option implied volatility is at 15; compared to its 52-week range of 13 to 60. Call put ratio 1 call to 2.8 puts.

Db X-trackers Harvest Csi 300 China A – Shares Fund (ASHR) 30-day option implied volatility is at 18; compared to its 52-week range of 18 to 38.

KraneShares CSI China Internet ETF (KWEB) 30-day option implied volatility is at 38; compared to its 52-week range of 36 to 75.

Option IV, Bitcoin Extends Gain, above $30,000

Marathon Digital Holdings (MARA) 30-day option implied volatility is at 122; compared to its 52-week range of 95 to 167. Call put ratio 3.4 calls to 1 put.

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 70; compared to its 52-week range of 62 to 173.

Riot Platforms (RIOT) 30-day option implied volatility is at 96; compared to its 52-week range of 90 to 147. Call put ratio 5.8 calls to 1 put.

Coinbase (COIN) 30-day option implied volatility is at 85; compared to its 52-week range of 80 to 141.

Straddle prices into quarter results

Accenture (ACN) June weekly 312 straddle is priced for a move of 4% into the expected release of quarter results today before the bell.

Darden (DRI) July 165 straddle is priced for a move of 7% into the expected release of quarter results today before the bell.

CarMax (KMX) June weekly 78 straddle is priced for a move of 9% into the expected release of quarter results before the bell on June 23.

Options with decreasing option implied volatility: APLS ADBE GME ETRN KR FDX SBSW LEN ARCC SH HZNP ISEE JEPI
Increasing unusual option volume: BBD QURE AVTR VYM NKLA SSYS ESPR SAVA
Increasing unusual call option volume: NCR TMC VRT KBH LOGI SSYS QURE GT BBIO PM
Increasing unusual put option volume: RILY NKLA EWU SABR EWJ DBX GSM FGEN
Popular stocks increasing volume: INTC PLTR RIVN NIO AMC COIN PYPL BABA DIS RIOT
Active options: TSLA NVDA AMD AAPL AMZN NKLA MARA INTC PLTR RIVN NIO MSFT AMC GOOGL META COIN PYPL BABA DIS RIOT
Global S&P Futures mixed in premarket, Nikkei mixed to lower, DAX mixed to lower, WTI Crude oil recently at $72.50, natural gas mixed, gold at $1940

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