Pre-Market IV Report June 11, 2021

Pre-Market IV Report June 11, 2021

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: CLDR CLOV LOTZ ROOT CRIS HTBX YRD IVR GNUS XL SIRI BBIG MNMD RIDE CLNE GEO

Stocks expected to have increasing option volume: CHWY PLAY

Option volume, IV, delta, gamma, vega and share price movers

CarLotz, Inc. (LOTZ) 30-day option implied volatility is at 158; compared to its 52-week range of 71 to 259.

Root (ROOT) 30-day option implied volatility is at 148; compared to its 52-week range of 82 to 193. Call put ratio 5.7 calls to 1 put.

Curis (CRIS) 30-day option implied volatility is at 189; compared to its 52-week range of 98 to 507.

Heat Biologics (HTBX) 30-day option implied volatility is at 250; compared to its 52-week range of 92 to 250. Call put ratio 8.6 calls to 1 put.

Genius Brands Int’l (GNUS) 30-day option implied volatility is at 136; compared to its 52-week range of 85 to 530. Call put ratio 6 calls to 1 put.

XL Fleet (XL) 30-day option implied volatility is at 127; compared to its 52-week range of 27 to 207. Call put ratio 16 calls to 1 put.

Sirius XM (SIRI) 30-day option implied volatility is at 55; compared to its 52-week range of 25 to 451. Call put ratio 8.4 calls to 1 put.

Mind Medicine (MNMD) 30-day option implied volatility is at 183; compared to its 52-week range of 125 to 215. Call put ratio 10.7 calls to 1 put.

GEO Group (GEO) 30-day option implied volatility is at 128; compared to its 52-week range of 37 to 179.

Clover Health Investments (CLOV) 30-day option implied volatility is at 199; compared to its 52-week range of 12 to 306.

GameStop (GME) 30-day option implied volatility is at 191; compared to its 52-week range of 78 to 553.

AMC Entertainment (AMC) 30-day option implied volatility is at 282; compared to its 52-week range of 85 to 726.

Clean Energy Fuels (CLNE) 30-day option implied volatility is at 160; compared to its 52-week range of 61 to 202.

Academy Sports and Outdoor (ASO) 30-day option implied volatility is at 64; compared to its 52-week range of 61 to 163.

Cloudera Inc. (CLDR) 30-day option implied volatility is at 105; compared to its 52-week range of 10 to 158. Call put ratio 21 calls to 1 put.

Tilray, Inc. (TLRY) 30-day option implied volatility is at 118; compared to its 52-week range of 70 to 360.

BlackBerry (BB) 30-day option implied volatility is at 132; compared to its 52-week range of 48 to 478.

Advanced Micro Devices, Inc. (AMD) 30-day option implied volatility is at 30; compared to its 52-week range of 30 to 71.

Market Vectors Russia ETF Trust (RSX) 30-day option implied volatility is at 20; compared to its 52-week range of 20 to 82 into President Biden visiting Russian President Putin.

Luminar Technologies (LAZR) 30-day option implied volatility is at 88; compared to its 52-week range of 28 to 244 into hosting a Studio Day to feature a first look at the vision for Iris, Luminar’s high performance autonomous sensing solution for autonomy across passenger cars, trucking and robo-taxis on June 15.

Arthur J. Gallagher (AJG) 30-day option implied volatility is at 18; compared to its 52-week range of 18 to 42 into hosting a quarterly investor virtual meeting on June 17.

Straddle prices into expected release of quarter results next week

Block H&R (HRB) June 26 straddle priced for a move of +/- 7% into the expected release of quarter results after the bell on June 15.

La-Z-Boy (LZB) June 40 straddle priced for a move of +/- 9% into the expected release of quarter results after the bell on June 15.

Oracle (ORCL) June 82.50 straddle priced for a move of +/- 5.5% into the expected release of quarter results after the bell on June 15.

Lennar (LEN) June 90 straddle priced for a move of +/- 6% into the expected release of quarter results before the bell on June 16.

Adobe (ADBE) June 535 straddle priced for a move of +/- 5% into the expected release of quarter results before the bell on June 17.

Commercial Metals (CMC) June 33 straddle priced for a move of +/- 7% into the expected release of quarter results before the bell on June 17.

Kroger (KR) June 39 straddle priced for a move of +/- 5.5% into the expected release of quarter results before the bell on June 17.

Smith & Wesson Brands (SWBI) June 20 straddle priced for a move of +/- 8.5% into the expected release of quarter results after the bell on June 17.

Jabil (JBL) June 55 straddle priced for a move of +/- 11% into the expected release of quarter results after the bell on June 17.

Options with decreasing option implied volatility: BB AMC BIIB WKHS EXPR BBBY GPRO SFIX RKT FEYE BBBY EBAY DOCU
Increasing unusual option volume: RGLS EGHT VTNR HTBX MUX WEN SIG SRE WISH CLNE IVR EDU
Increasing unusual call option volume: RGLS MUX HTBX SRE VTNR SIG WEN TWNK WISH CLNE
Increasing unusual put option volume: WEN CLOV IVRSIG CLNE WISH EDU PLAY GEO AGNC RH
Popular stocks with increasing volume: TLRY NIO BAC GME
Active options: AMC TSLA AAPL AMD CLOV CLF GME AMZN F PLTR BB PFE MSFT WISH IVR FB SNDL TLRY NIO BAC
Global S&P Futures recently mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at 70.31, natural gas up 3%, gold at $1904 an ounce