Pre-Market IV Report June 12, 2025

Pre-Market IV Report June 12, 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: QUBT CONY PCG SMST RBRK CRWV MDB CAPR INSM IOT APLD GTLB DOCU GME FIVE PL LULU VSCO CHWY AVGO PARA SWTX

Stocks expected to have increasing option volume: BA ORCL RH ADBE DAN ALSN GME NMAX OKLO

Movers, into Paris Air show, oil, DC headlines

Boeing (BA) 30-day option implied volatility is at 28; compared to its 52-week range of 27 to 75. Call put ratio 2.4 calls to 1 put into share price lower before the bell.

United Airlines (UAL) 30-day option implied volatility is at 56; compared to its 52-week range of to 34 to 105. Call put ratio 1.1 calls to 1 put.

American Airlines (AAL) 30-day option implied volatility is at 53 compared to its 52-week range of 33 to 95. Call put ratio 1 call to 1.3 puts.

Delta Air Lines (DAL) 30-day option implied volatility is at 48; compared to its 52-week range of 28 to 89. Call put ratio 1 call to 1.5 puts.

Southwest Airlines (LUV) 30-day option implied volatility is at 36; compared to its 52-week range of 29 to 77. Call put ratio 1 call to 1.5 puts.

Home Depot (HD) 30-day option implied volatility is at 22; compared to its 52-week range of 17 to 48. Call put ratio 1 call to 1.1 puts with a focus on June 390, 400 and 410 puts.

Lowe’s Cos. (LOW) 30-day option implied volatility is at 23; compared to its 52-week range of to 18 to 53. Call put ratio 1 call to 5.2 puts with a focus on June 240, 250 and 260 puts.

Sherwin-Williams (SHW) 30-day option implied volatility is at 20; compared to its 52-week range of 17 to 46. Call put ratio 1 call to 2 puts with a focus on June 390 and 400 puts.

Intel (INTC) 30-day option implied volatility is at 45; compared to its 52-week range of 32 to 93. Call put ratio 1.8 calls to 1 put.

Alcoa (AA) 30-day option implied volatility is at 48; compared to its 52-week range of 41 to 101. Call put ratio 1 call to 1 put with a focus on June 40 and 45 puts.

Kroger (KR) 30-day option implied volatility is at 30; compared to its 52-week range of 16 to 39. Call put ratio 1.4 calls to 1 put.

Oklo (OKLO) 30-day option implied volatility is at 125; compared to its 52-week range of 68 to 168. Call put ratio 1 call to 1.1 puts with a focus on July puts into equity offering.

Straddle prices into quarter results

Adobe Systems (ADBE) June 13 weekly 412.5 straddle priced for movement of 7.5% into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.1 puts.

RH (RH) June 13 weekly 180 straddle priced for movement of 11% into the expected release of quarter results today after the bell. Call put ratio 1.2 calls to 1 put.

Options active amid Crude oil up

United States Oil Fund (USO) 30-day option implied volatility is at 36; compared to its 52-week range of 22 to 53. Call put ratio 1 call to 1 put

Proshares Ultra Dj-ubs Crude Oil (UCO) 30-day option implied volatility is at 60; compared to its 52-week range of 35 to 90. Call put ratio 6.9 calls to 1 put.

Market Vectors Oil Services ETF (OIH) 30-day option implied volatility is at 34; compared to its 52-week range of 4to 70. Call put ratio 2.7 calls to 1 put.

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 32; compared to its 52-week range of 28 to 50. Call put ratio 3.2 calls to 1 put as gold up 1%.

Options with decreasing option implied volatility: SMST RBRK CRWV MDB CAPR INSM IOT APLD GTLB DOCU GME FIVE PL LULU VSCO CHWY AVGO PARA SWTX
Increasing unusual option volume: NVTS SFIX ABCL MUB CFG SJM MANU UNFI GTLB
Increasing unusual call option volume: SFIX NVTS ABCL HPP SJM CFG EWY UMAC
Increasing unusual put option volume: PCG BMBL CFG GTLB BDX AMSC OUST
Popular stocks with increasing volume: PLTR INTC SOFI AVGO HOOD UNH MSTR
Active options: TSLA NVDA PLTR AAPL INTC RGTI OKLO GME AMD SOFI AMZN QUBT AVGO HOOD UNH MSTR MSFT SMCI META PCG
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $67.40, natural gas up 2%, gold at $3382