Pre-Market IV Report June 10, 2022

Pre-Market IV Report June 10, 2022

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: ORCL AMD DOCU SFIX MTN V RDBX ALZN QTT ATHA VTGN

Stocks expected to have increasing option volume: ORCL DIS AMD TDOC SFIX

Option IV int PPI

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 25; compared to its 52-week range of 11 to 32.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 31; compared to its 52-week range of 14 to 40.

Option Volume Movers

Apple (AAPL) 30-day option implied volatility is at 34; compared to its 52-week range of 19 to 44.

Oracle (ORCL) 30-day option implied volatility is at 40; compared to its 52-week range of 20 to 52 into quarter results.

FedEx (FDX) June call option implied volatility is at 42, July is at 46; compared to its 52-week range of 22 to 54 into the expected release of quarter results on June 23 and the company hosting an investor and analyst day today on June 28. Call put ratio 1.3 calls to 1 put.

Straddle prices for stocks expected to report quarterly results

Oracle (ORCL) June 69 straddle priced for a move of 7.5% into the expected release of quarter results after the bell on June 13.

Adobe (ADBE) June 425 straddle priced for a move of 8% into the expected release of quarter results after the bell on June 16.

Kroger (KR) June 50 straddle priced for a move of 9% into the expected release of quarter results before the bell on June 16.

Jabil (JBL) July 60 straddle priced for a move of 10% into the expected release of quarter results before the bell on June 16.

Options with decreasing option implied volatility: GTLB ASO RH CPB LULU
Increasing unusual option volume: VIEW TIP REAL HST DVA IMPP
Increasing unusual call option volume: VIEW REAL HST IMPP ALNY SIG
Increasing unusual put option volume: TIP BBD ENB MVST FIGS FIVE ITUB
Popular stocks with increasing volume: META AAL CCL XOM OXY INTC SOFI
Active options: AMZN TSLA AAPL BABA AMD DVN NVDA BAC NIO AMC META MSFT IMPP AAL XOM CCL INTC SQ OXY UPST
Global S&P Futures mixed premarket, Nikkei down 1%, DAX down 0.5%, WTI Crude oil recently at $120, natural gas mixed, gold at $1849 an ounce