Pre-Market IV Report June 10, 2024

Pre-Market IV Report June 10, 2024

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: GME MBLY NVAX TMUS VZIO EDR ULCC ODD ARCT APGE CNH GRND VZIO PBR EWW CERE INFY

Stocks expected to have increasing option volume: ORCL NVDA AAPL LUV BA GME

Option IV into events

NVIDIA (NVDA) 30-day option implied volatility is at 45; compared to its 52-week range of 32 to 68 into stock split.

Apple (AAPL) 30-day option implied volatility is at 21; compared to its 52-week range of 16 to 31 into hosting its annual Worldwide Developers Conference (WWDC) from June 10 through 14, 2024.

Southwest Airlines (LUV) 30-day option implied volatility is at 34; compared to its 52-week range of 25 to 46 into Elliott builds $2B stake in Southwest Airlines, WSJ reports.

Boeing (BA) 30-day option implied volatility is at 27; compared to its 52-week range of 22 to 39 into Boeing CEO Dave Calhoun will testify before a U.S. Senate panel on June 18.

Straddle prices into quarter results

Oracle (ORCL) June weekly 126 straddle priced for a move of 6% into the expected release of quarter results after the bell on June 11.

Broadcom (AVGO) June weekly 1407.50 straddle priced for a move of 7% into the expected release of quarter results after the bell on June 12.

Movers

Braze, Inc. (BRZE) 30-day option implied volatility is at 37; compared to its 52-week range of 35 to 110 amid active June 35 amid 40 calls.

Endeavor Group Holdings Inc. (EDR) 30-day option implied volatility is at 9; compared to its 52-week range of 5 to 81 with a focus on August 27 and January 27 calls.

Samsara Inc (IOT) 30-day option implied volatility is at 46; compared to its 52-week range of 45 to 107 on active volume of 73K contracts as share price down.

FMC Corp. (FMC) 30-day option implied volatility is at 36; compared to its 52-week range of 19 to 90 with a focus on June 50 puts.

Cipher Mining (CIFR) 30-day option implied volatility is at 101; compared to its 52-week range of 97 to 201 with focus on July 4.5, 5.5 and 6 calls.

Options with decreasing option implied volatility: GTLB DJT IOT VSCO HPE DLTR LULU FIVE
Increasing unusual option volume: FFIE MBLY MAXN INCY SFIX CNH DM ODD GLNG MTN ODD MNST
Increasing unusual call option volume: FFIE MBLY GLNG PPL EWW XLB SPWR GME
Increasing unusual put option volume: MAXN GME DOCU MNST ODD INCY CORZ
Popular stocks with increasing volume: COIN WMT TSM DELL MBLY OXY
Active options: GME NVDA TSLA AMC AAPL AMD AMZN MARA PLTR META FFIE MSFT HOOD COIN WMT TSM BABA DELL MBLY OXY
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $75.70, natural gas up 2%, gold at $2313