Pre-Market IV Report June 13, 2025

Pre-Market IV Report June 13, 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 SATS SKX GMEU GME REPL SGMT FCEL MP CVGW HUSA FSM SLAB BA UCO MANU ARWR MPLX MTX WU

Stocks expected to have increasing option volume: SPY QQQ BA GE ADBE RH MP USAR GME

Option IV into Middle East headlines, Crude oil up

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 15; compared to its 52-week range of 10 to 43. Call put ratio 1 call to 1.3 puts in share prices lower before the bell.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 18; compared to its 52-week range of 14 to 47. Call put ratio 1 call to 1.2 puts share prices lower before.

United States Oil Fund (USO) 30-day option implied volatility is at 39; compared to its 52-week range of 21 to 53. Call put ratio 2.2 calls to 1 put into WTI Crude oil up 7.7%.

Market Vectors Oil Services ETF (OIH) 30-day option implied volatility is at 34; compared to its 52-week range of 24 to 70. Call put ratio 1.1 calls to 1 put into WTI Crude oil up 7.7%.

Rare earth option IV as share prices move up

MP Materials (MP) 30-day option implied volatility is at 82; compared to its 52-week range of 44 to 90. Call put ratio 6.9 calls to 1 put with a focus on July 30 and 32 calls amid Trump rare earth plans.

USA Rare Earth (USAR) 30-day option implied volatility is at 123; compared to its 52-week range of 38 to 124. Call put ratio 1 call to 1.2 puts amid Trump rare earth plans.

Movers

Fabrinet (FN) 30-day option implied volatility is at 45; compared to its 52-week range of 17 to 48. Call put ratio 2.1 calls to 1 put with a focus on June 250 calls as share price up 6%.

Comstock Resources (CRK) 30-day option implied volatility is at 53; compared to its 52-week range of 38 to 93. Call put ratio 16.4 calls to 1 put with a focus on July 27 calls as share price up 5.8%.

Oxford Industries (OXM) 30-day option implied volatility is at 54; compared to its 52-week range of 24 to 76. Call put ratio 1 call to 1.9 puts with a focus on June 40 and 45 puts as share price down 13.6%.

Conmed (CNMD) 30-day option implied volatility is at 36; compared to its 52-week range of 33 to 71. Call put ratio 1 call to 10 puts as share price down 4.1%.

Minerals Technologies (MTX) 30-day option implied volatility is at 32; compared to its 52-week range of 21 to 57 with a focus on as spreader of 3500 contracts of August 45 puts, August 50 puts and August 65 calls as share price down 3.4%.

Silicon Labs (SLAB) 30-day option implied volatility is at 52; compared to its 52-week range of 37 to 86 with a focus on 19K contracts of July 150 calls as share price up 3%.

GeneDx Holdings (WGS) 30-day option implied volatility is at 61; compared to its 52-week range of 60 to 158. Call put ratio 7.8 calls to 1 put with a focus on a spreader of July 70 and 80 calls as share price down 5.7%.

Options with decreasing option implied volatility: SMST RBRK GTLB TSLL INSM PL CRWV IOT
Increasing unusual option volume: DJX URGN MANU BDX UNFI
Increasing unusual call option volume: NVTS WMB CFG CF PZZA AIG ICE PPTA
Increasing unusual put option volume: BDX DJX SN HPP CFG ELV CPRT
Popular stocks with increasing volume: ORCL SOFI MSTR BA PLTR UNH INTC AVGO COIN OKLO
Active options: NVDA TSLA GME AAPL ORCL AMD SOFI MSTR BA PLTR AMZN MSFT UNH INTC META AVGO GOOGL COIN OKLO APLD
Global S&P Futures lower in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $73.26, natural gas up 1%, gold at $3444