Pre-Market IV Report June 14, 2021

Pre-Market IV Report June 14, 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: IVR GNUS UWMC XL INO BBIG MNMD CLOV RIDE CLNE LOTZ GPRO CLDR

Stocks expected to have increasing option volume: GM HUM ORCL LEN ADBE KR

Option IV low into FOMC decision

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 11; compared to its 52-week range of into 12 to 36 into FOMC announces its monetary policy decision on June 16.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 16; compared to its 52-week range of 17 to 41 into FOMC announces its monetary policy decision on June 16.

iShares Russell 2000 ETF (IWM) 30-day option implied volatility is at 19; compared to its 52-week range of 19 to 50 into FOMC announces its monetary policy decision on June 16.

General Motors (GM) 30-day option implied volatility is at 31; compared to its 52-week range of 31 to 66 into shareholder meeting today.

Humana (HUM) 30-day option implied volatility is at 20; compared to its 52-week range of 21 to 44 into biannual investor day virtually on June 15.

DXC Technology (DXC) 30-day option implied volatility is at 34; compared to its 52-week range of 34 to 99 into investor day on June 17.

NRG Energy (NRG) 30-day option implied volatility is at 19; compared to its 52-week range of 20 to 40 into investor day on June 17.

ExxonMobil (XOM) 30-day option implied volatility is at 26; compared to its 52-week range of 26 to 58 as WTI crude oil trades above $71.

Chevron (CVX) 30-day option implied volatility is at 24; compared to its 52-week range of 24 to 52 as WTI crude oil trades above $71.

UWM Holdings Corporation (UWMC) 30-day option implied volatility is at 108; compared to its 52-week range of 13 to 171. Call put ratio 22 calls to 1 put with focus on July 11 calls.

Okta, Inc. (OKTA) 30-day option implied volatility is at 36; compared to its 52-week range of 36 to 61

Straddle prices into expected release of quarter results this week

Block H&R (HRB) June 26 straddle priced for a move of +/- 6.5% into the expected release of quarter results after the bell on June 15.

La-Z-Boy (LZB) June 45 straddle priced for a move of +/- 9% into the expected release of quarter results after the bell on June 15.

Oracle (ORCL) June 83 straddle priced for a move of +/- 5.5% into the expected release of quarter results after the bell on June 15.

Lennar (LEN) June 92.50 straddle priced for a move of +/- 5.5% into the expected release of quarter results before the bell on June 16.

Adobe (ADBE) June 540 straddle priced for a move of +/- 4.5% 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 +/- 6% 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 +/- 8% into the expected release of quarter results after the bell on June 17.

Options with decreasing option implied volatility: FEYE FSLY BBBY DOCU BIIB AMC BB MAT SFIX JMIA
Increasing unusual option volume: ARCC VTNR CCXI EMNTD WEN THO VXRT UWMC
Increasing unusual call option volume: CCXI IRM DLR MDLA MO RSX WEN WISH DPZ
Increasing unusual put option volume: WEN CCXI CLOV PGR WISH BIIB
Popular stocks with increasing volume: NIO NVDA PLTR BB
Active options: AMC TSLA AAPL NIO NVDA AMZN MO CLOV SNAP CLF GME PLTR BB AMD F VIAC MSFT WKHS VXRT SENS
Global S&P Futures recently mixed in premarket, Nikkei mixed to higher, DAX mixed, WTI Crude oil recently at 71.55, natural gas mixed, gold at $1858 an ounce