Pre-Market IV Report June 6, 2023

Pre-Market IV Report June 6, 2023

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Pre-Market IV Report June 6, 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: XELA CSTL PDSB CXM REPL IRBT U COIN GTLB APLS ASO GENI EPAM DOCS MSTR CBRL

Stocks expected to have increasing option volume: SJM CIEN ASO CBRL COIN MSTR DISH MBLY GTLB U

Movers

Apple (AAPL) 30-day option implied volatility is at 21; compared to its 52-week range of 19 to 45 after WWDC on June 5, 2023. Call put ratio 2.1 calls to 1 put on active volume of 2.1M contracts.

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

Snowflake (SNOW) 30-day option implied volatility is at 50; compared to its 52-week range of 47 to 91 into Snowflake Summit 2023’ live in Las Vegas, Nevada from June 26-29, 2023.

Unity Software Inc. (U) 30-day option implied volatility is at 73; compared to its 52-week range of 57 to 116 after headlines of Apple (AAPL) working with Unity to bring apps to Vision Pro. Call put ratio 7.7 calls to 1 put.

BorgWarner (BWA) 30-day option implied volatility is at 29; compared to its 52-week range of 24 to 91 into hosting an investor day today.

Bitcoin stocks option IV

Coinbase (COIN) June weekly call option implied volatility is at 107, June is at 100; compared to its 52-week range of 81 to 150 amid share price sell off.

Marathon Digital Holdings (MARA) 30-day option implied volatility is at 107; compared to its 52-week range of 100 to 167.

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 72; compared to its 52-week range of 65 to 200.

Riot Platforms (RIOT) 30-day option implied volatility is at 106; compared to its 52-week range of 99 to 159.

Option IV amid WTI crude trades below $71.

United States Oil Fund (USO) 30-day option implied volatility is at 35; compared to its 52-week range of 30 to 52 as WTI crude oil trades below $71. Call put ratio 2.6 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 25; compared to its 52-week range of 24 to 49.

SPDR S&P Regional Banking ETF (KRE) 30-day option implied volatility at 37; compared to its 52-week range of 21 to 81.

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 today after the bell.

Dave & Busters (PLAY) June 30 straddle is priced for a move of 12.5% into the expected release of quarter results today after the bell.

Stitch Fix (SFIX) June weekly 3.5 straddle is priced for a move of 19% into the expected release of quarter results today after the bell.

Campbell Soup (CPB) June weekly 52 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 16% into the expected release of quarter results after the bell on June 7.

Ollie’s Bargain (OLLI) June 60 straddle is priced for a move of 12.5% 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.

DocuSign (DOCU) June weekly 58 straddle is priced for a move of 13% into the expected release of quarter results after the bell on June 8.

Vail Resorts (MTN) June 250 straddle is priced for a move of 6% into the expected release of quarter results after the bell on June 8.

Signet Jewelers (SIG) June weekly 64 straddle is priced for a move of 12% into the expected release of quarter results before the bell on June 8.

Designer Brands (DBI) June 6 straddle is priced for a move of 15% into the expected release of quarter results before the bell on June 8.

Nio (NIO) June weekly 7.5 straddle is priced for a move of 13% into the expected release of quarter results before the bell on June 9.

Options with decreasing option implied volatility: IEP DPST AI IOVA UVIX JWN PSTG MVIS M CPRI CHWY BILI ASAN OKTA AVGO LULU WAL MDB
Increasing unusual option volume: CIEN FGEN RPD GENI VVV GTLB
Increasing unusual call option volume: U PATH IOT AMAM CIEN EWJ
Increasing unusual put option volume: AAP MAC DG FGEN IOT GTLB SABR RVLV MAC ETRN CELH BALL
Popular stocks increasing volume: AI INTC MRVL SOFI
Active options: AAPL TSLA NVDA PLTR AMZN GOOGL SOFI AMD META COIN MSFT CHPT GOOG MRVL NFLX AI INTC BAC MARA F
Global S&P Futures mixed in premarket, Nikkei up 1%, DAX mixed, WTI Crude oil recently at $70.50, natural gas mixed, gold at $1973

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