Pre-Market IV Report June 5, 2023

Pre-Market IV Report June 5, 2023

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Pre-Market IV Report June 5, 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: KOD DISH JFIN TMUS ASTL DDD ACI CALX CG DSKE T VZ

Stocks expected to have increasing option volume: USO XOM CVX CBRL PLAY CIEN

Movers

Apple (AAPL) 30-day option implied volatility is at 21; compared to its 52-week range of 19 to 45 into WWDC on June 5, 2023.

NVIDIA (NVDA) 30-day option implied volatility at 42; compared to its 52-week range of 40 to 68.

Option IV amid OPEC+ production cuts and WTI crude trades above $73

United States Oil Fund (USO) 30-day option implied volatility is at 38; compared to its 52-week range of 30 to 52 into OPEC+ production cuts. Call put ratio 2.5 calls to 1 put.

Market Vectors Oil Services Etf (OIH) 30-day option implied volatility is at 36; compared to its 52-week range of 35 to 62.

Energy Select Sector SPDR ETF (XLE) 30-day option implied volatility is at 26; compared to its 52-week range of 24 to 49.

T VZ TMUS option IV up

AT&T (T) 30-day option implied volatility is at 25; compared to its 52-week range of 18 to 36 amid wide price movement.

Verizon (VZ) 30-day option implied volatility is at 23; compared to its 52-week range of 17 to 36.

T-Mobile (TMUS) 30-day option implied volatility is at 27; compared to its 52-week range of 17 to 41.

Charter Communications (CHTR) 30-day option implied volatility is at 32; compared to its 52-week range of 28 to 54.

Comcast (CMCSA) 30-day option implied volatility is at 23; compared to its 52-week range of 19 to 47. Call put ratio 2.9 calls to 1 put.

DISH Network (DISH) 30-day option implied volatility is at 103; compared to its 52-week range of 48 to 123.

DuPont (DD) 30-day option implied volatility is at 26; compared to its 52-week range of 23 to 45. Call put ratio 3 calls to 1 put amid wide price movement.

Target (TGT) 30-day option implied volatility at 28; compared to its 52-week range of 26 to 52.

Palantir (PLTR) 30-day option implied volatility at 66; compared to its 52-week range of 48 to 84.

C3 AI (AI) 30-day option implied volatility at 117; compared to its 52-week range of 54 to 223.

Carvana Co. (CVNA) 30-day option implied volatility is at 139; compared to its 52-week range of 112 to 267.

SPDR S&P Regional Banking ETF (KRE) 30-day option implied volatility at 35; compared to its 52-week range of 21 to 81.

Palo Alto Networks Inc. (PANW) 30-day option implied volatility at 31; compared to its 52-week range of 28 to 55 into replacing DISH Network Corp. (DISH) in the S&P 500.

SPDR S&P Biotech ETF (XBI) 30-day option implied volatility at 28; compared to its 52-week range of 28 to 57 into ACSCO 2023.

Market Vectors Pharmaceutical Etf (PPH) 30-day option implied volatility at 13; compared to its 52-week range of 13 to 55 into ACSCO 2023.

Straddle prices into quarter results

Ciena (CIEN) June 50 straddle is priced for a move of 9.5% into the expected release of quarter results after the bell on June 6.

Dave & Busters (PLAY) June 30 straddle is priced for a move of 12% into the expected release of quarter results today after the bell on June 6.

Stitch Fix (SFIX) June weekly 4 straddle is priced for a move of 18% into the expected release of quarter results after the bell on June 6.

Campbell Soup (CPB) June weekly 51 straddle is priced for a move of 4% into the expected release of quarter results before the bell on June 7.

GameStop (GME) June weekly 24.50 straddle is priced for a move of 14% into the expected release of quarter results after the bell on June 7.

Ollie’s Bargain (OLLI) June 57.50 straddle is priced for a move of 12% into the expected release of quarter results before the bell on June 7.

United Natural Foods (UNFI) June 25 straddle is priced for a move of 12% into the expected release of quarter results before the bell on June 7.

Options with decreasing option implied volatility: WALL BILI LULU ASAN IEP UVIX GPS PACW M BIG PDD CHWY CPRI JWN
Increasing unusual option volume: BOX TMUS INVZ RYAM NNOX FGEN IJR QURE VVV MUR DDD AAP ETRN
Increasing unusual call option volume: S VVV INVZ NNOX VMW FGEN TMUS BOX DDD PATH ETRN
Increasing unusual put option volume: INVZ AAP FGEN S DDD ETRN AAP NNOX IOT IP OTLY NTR
Popular stocks increasing volume: SOFI BABA NFLX T DIS AI VZ LULU
Active options: TSLA AAPL AMZN AMD GOOGL BAC META PLTR MSFT SOFI BABA NFLX NIO T DIS GOOG AI VZ LULU
Global S&P Futures mixed in premarket, Nikkei up 1%, DAX mixed, WTI Crude oil recently at $73.50, natural gas up 2%, gold at $1957

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