Pre-Market IV Report June 11, 2025

Pre-Market IV Report June 11, 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: RDFN NLY PCG SATS CRWV INOD FCEL LE NLY THC ETH ETHE INTC TSLY SAIL RUM FETH PRGO PBR K AGNC BRO BITO RGLS

Stocks expected to have increasing option volume: ORCL RH ADBE T GTLB CHWY VSCO SAIL SFIX SNAP

Aero space-defense–tech stock option implied volatility into Paris Air Show

Lockheed Martin (LMT) 30-day option implied volatility is at 23; compared to its 52-week range of 13 to 43. Call put ratio 1 call to 1.2 puts into Paris Air Show.

Northrop Grumman (NOC) 30-day option implied volatility is at 22; compared to its 52-week range of 15 to 45. Call put ratio 1 call to 1.1 puts into Paris Air Show.

Raytheon Technologies (RTX) 30-day option implied volatility is at 20; compared to its 52-week range of 14 to 53. Call put ratio 1.7 calls to 1 put into Paris Air Show.

General Dynamics (GD) 30-day option implied volatility is at 20; compared to its 52-week range of 13 to 45. Call put ratio 3.2 calls to 1put into Paris Air Show.

L3Harris Technologies (LHX) 30-day option implied volatility is at 21; compared to its 52-week range of 15 to 49 into Paris Air Show.

HII (HII) 30-day option implied volatility is at 29; compared to its 52-week range of 18 to 56. Call put ratio 2.8 calls to 1 put into Paris Air Show.

Spirit AeroSystems (SPR) 30-day option implied volatility is at 15; compared to its 52-week range of 15 to 70.

Honeywell (HON) 30-day option implied volatility is at 17; compared to its 52-week range of 14 to 50. Call put ratio 1 call to 3 puts into Paris Air Show.

GE Aerospace (GE) 30-day option implied volatility is at 34; compared to its 52-week range of 23 to 65 into Paris Air Show. Call put ratio 1 call to 1.1 puts.

Boeing (BA) 30-day option implied volatility is at 28; compared to its 52-week range of 27 to 75 into Paris Air Show. Call put ratio 2 calls to 1 put.

Palantir (PLTR) 30-day option implied volatility is at 55; compared to its 52-week range of 39 to 110 into Paris Air Show. Call put ratio 1.3 calls to 1 put on 502K contracts.

Archer Aviation (ACHR) 30-day option implied volatility is at 76; compared to its 52-week range of 49 to 168. Call put ratio 2.8 calls to 1 put into Paris Air Show.

Joby Aviation (JOBY) 30-day option implied volatility is at 75; compared to its 52-week range of 48 to 113. Call put ratio 1.7 calls to 1 put into Paris Air Show.

Straddle prices into quarter results

Oracle (ORCL) June 13 weekly 177.50 straddle priced for movement of 7.5% into the expected release of quarter results today after the bell. Call put ratio 1.2 calls to 1 put.

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 1.3 puts.

RH (RH) June 13 weekly 190 straddle priced for movement of 14% into the expected release of quarter results after the bell on June 12. Call put ratio 1.1 calls to 1 put.

Movers

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 1.6 calls to 1 put amid sharp rally.

McDonald’s (MCD) 30-day option implied volatility is at 17; compared to its 52-week range of 15 to 40. Call put ratio 1.7 calls to 1 put as share price down 1.3%.

Snap (SNAP) 30-day option implied volatility is at 48; compared to its 52-week range of 40 to 125. Call put ratio 5.3 calls to 1 put into launch “Specs” smart glasses.

Victoria’s Secret & Co. (VSCO) June call option implied volatility is at 110, July is at 72; compared to its 52-week range of 46 to 116 into the expected release of quarter results before the bell on June 11. Call put ratio 1.8 calls to 1 put with a focus on June 21 calls.

Chewy (CHWY) June 13 weekly call option implied volatility is at 137, June is at 80; compared to its 52-week range of 40 to128 into the expected release of quarter results before the bell on June 11. Call put ratio 1.4 calls to 1 put with a focus on June 48 and 52 calls as share price down 1.4%.

SailPoint Technologies Holdings, Inc. (SAIL) June call option implied volatility is at 100, July is at 71; compared to its 52-week range of 20 to 86 into the expected release of quarter results before the bell on June 11. Call put ratio 3.5 calls to 1 put with a focus on June 20 calls.

Casey’s General Stores (CASY) 30-day option implied volatility is at 28; compared to its 52-week range of 17 to 68. Call put ratio 1 call to 1 put as share price up 11.5%.

Taiwan Semi (TSM) 30-day option implied volatility is at 31; compared to its 52-week range of 31 to 72. Call put ratio 1.2 calls to 1 put as share price up 2.7%.

Starwood Property Trust (STWD) 30-day option implied volatility is at 17; compared to its 52-week range of 14 to 40. Call put ratio 39 calls to 1 put with a focus on December 22 calls and January 20 calls.

McCormick & Co. (MKC) 30-day option implied volatility is at 25; compared to its 52-week range of 17 to 44. Call put ratio 1 call to 11.9 puts with a focus on 2K contracts of July 75 puts at $2.15.

Vista Oil & Gas, S.A.B. de C.V. (VIST) 30-day option implied volatility is at 45; compared to its 52-week range of 35 to 88. Call put ratio 1 call to 66 puts with a focus on June 45 puts, July 40 puts and July 45 puts as share price up 5.1%.

A.O. Smith (AOS) 30-day option implied volatility is at 23; compared to its 52-week range of 17 to 47. Call put ratio 1 call to 49 puts with a focus on 1300 contracts of July 60 puts.

Options with decreasing option implied volatility: SMST RBRK ASAN MDB INSM IOT DOCU QURE LULU DLTR FIVE HPE MSTY CRWD AVGO WBA AGNC
Increasing unusual option volume: SJM NVTS SFIX DK MOMO ABCL UNFI UMAC VTYX TRMD CYH
Increasing unusual call option volume: NVTS SJM DK SFIX ABCL TRMD BAX ENTG UMAC QRVO
Increasing unusual put option volume: BDX SATS FE GTLB IEP PLCE INSM PLAY PCG IRBT IQ ETHA
Popular stocks with increasing volume: INTC PLTR HOOD PLUG MSTR CRWV APLD SOFI QUBT AVGO
Active options: TSLA NVDA AAPL INTC GOOGL AMD PLTR AMZN HOOD GOOG PLUG MSTR CRWV APLD MSFT SOFI QUBT AVGO
Global S&P Futures mixed to in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $65.20, natural gas mixed, gold at $3364