Pre-Market IV Report June 8, 2023

Pre-Market IV Report June 8, 2023

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Pre-Market IV Report June 8, 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: MVIS DPST PRM BVN GME CLFD VRNT FI AMZN

Stocks expected to have increasing option volume: GME NIO DOCU SIG

Airline option IV at low end of range amid wild fire smoke in Northwest US

American Airlines (AAL) 30-day option implied volatility is at 33; compared to its 52-week range of 33 to 81.

United Airlines (UAL) 30-day option implied volatility is at 33; compared to its 52-week range of 33 to 75.

Southwest Airlines (LUV) 30-day option implied volatility is at 28; compared to its 52-week range of 27 to 52.

Delta Air Lines (DAL) 30-day option implied volatility is at 29; compared to its 52-week range of 29 to 64.

Movers

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

Tesla (TSLA) 30-day option implied volatility is at 51; compared to its 52-week range of 44 to 96.

Snowflake (SNOW) 30-day option implied volatility is at 49; compared to its 52-week range of 47 to 91 into Snowflake Summit 2023 live in Las Vegas, Nevada from June 26-29, 2023.

Target (TGT) 30-day option implied volatility is at 27; compared to its 52-week range of 26 to 52.

Straddle prices into quarter results

DocuSign (DOCU) June weekly 57 straddle is priced for a move of 13% into the expected release of quarter results today after the bell.

Vail Resorts (MTN) June 260 straddle is priced for a move of 6% into the expected release of quarter results today after the bell.

Signet Jewelers (SIG) June weekly 69 straddle is priced for a move of 10% into the expected release of quarter results today before the bell.

Designer Brands (DBI) June 7 straddle is priced for a move of 15% into the expected release of quarter results.

Nio (NIO) June weekly 8 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: DPST AI CHWY PACW OKTA M
Increasing unusual option volume: HZO RSP IAG BTG PLAY RSP MVIS SMAR AGI PLCE UNFI PAGP LOVE
Increasing unusual call option volume: BTG IAG NGD VVV PLAY NTES
Increasing unusual put option volume: RSP MVIS AAP PLAY THC IP
Popular stocks increasing volume: F SOFI NFLX AFRM UPST MRVL COIN BAC GME
Active options: TSLA PLTR AMZN NVDA AAPL AMD MSFT GOOGL F META SOFI NFLX GOOG AFRM MARA UPST MRVL COIN BAC GME
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $72, natural gas mixed, gold at $1962

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