Pre-Market IV Report June 10, 2025

Pre-Market IV Report June 10, 2025

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: PCG INMB NVTS AEHR SATS UMAC JOBY BTM ACHR LE VEL MANU RVMD UEC LAKE GRPN EIX SGRY

Stocks expected to have increasing option volume: SJM UNFI ASO ORCL RH ADBE T

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 30; compared to its 52-week range of 27 to 66. Call put ratio 1 call to 2 puts amid sharp rally.

AT&T (T) 30-day option implied volatility is at 22; compared to its 52-week range of 17 to 109. Call put ratio 1 call to 2.7 puts with a focus on June 26 and January 27 puts into reiterates FY25 financial and operational guidance.

Gilead Sciences (GILD) 30-day option implied volatility is at 38; compared to its 52-week range of 19 to 49. Call put ratio 1 call to 1.3 puts as share price near upper end of range.

Straddle prices into quarter results

GameStop (GME) June 13 weekly 30.50 straddle priced for movement of 12% into the expected release of quarter results today after the bell. Call put ratio 4.6 calls to 1 put with a focus on June 40 and 45 calls.

Adobe Systems (ADBE) June 13 weekly 415 straddle priced for movement of 7.5% into the expected release of quarter results after the bell on June 12. Call put ratio 1 call to 1.4 puts.

Movers

Cameco Corp. (CCJ) 30-day option implied volatility is at 42; compared to its 52-week range of 37 to 73. Call put ratio 2.3 calls to 1 put with a focus on Jun 53 calls, July 70 calls, January 90 calls.

Interactive Brokers (IBKR) 30-day option implied volatility is at 38; compared to its 52-week range of 21 to 83. Call put ratio 3.9 calls to 1 put with a focus on June and July 230 calls as share price down 3.4%.

Children’s Place (PLCE) 30-day option implied volatility is at 125; compared to its 52-week range of 65 to 199. Call put ratio 1.3 calls to 1 put as share price down 30.6%.

Williams Cos. (WMB) 30-day option implied volatility is at 24; compared to its 52-week range of 16 to 54. Call put ratio 1 call to 10 puts with a focus on 10K contracts of July 55 puts.

Centrus Energy (LEU) 30-day option implied volatility is at 76; compared to its 52-week range of 52 to 113. Call put ratio 1 call to 4 puts with a focus on June 120 and July 115 puts as share price up 3.2%.

Rocket Lab USA, Inc. (RKLB) 30-day option implied volatility is at 79; compared to its 52-week range of 47 to 145. Call put ratio 3.9 calls to 1 put with a focus on December 35 and 50 calls as share price up 4.2%.

AST SpaceMobile (ASTS) 30-day option implied volatility is at 96; compared to its 52-week range of 77 to 161. Call put ratio 2.4 calls to 1 put with a focus on June 40, 45 and 50 calls.

Joby Aviation (JOBY) 30-day option implied volatility is at 81; compared to its 52-week range of 48 to 114. Call put ratio 8.3 calls to 1 put with a focus on June 10.5 calls as share price up 13.2%.

Options with decreasing option implied volatility: CLBR SMST RBRK MDB ASAN CRDO QURE IOT DOCU DG DLTR
Increasing unusual option volume: NVTS SFIX EWY MOMO PHAT PPL UMAC
Increasing unusual call option volume: EWY NVTS SFIX PPL XLB UMAC GPRO VEEV JOBY ETHA
Increasing unusual put option volume: XLB VNET PCG IEP EIX LEU SATS BDX EH BAM EWY PAYX
Popular stocks with increasing volume: HOOD PLTR MSTR RKLB ACHR SOFI CRWV INTC
Active options: NVDA TSLA AAPL AMZN HOOD AMD PLTR MSTR GOOGL RKLB ACHR SOFI CRWV AVGO INTC APLD MARA MSFT META
Global S&P Futures mixed to in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $65.50, natural gas mixed, gold at $3348