Pre-Market IV Report June 14, 2022

Pre-Market IV Report June 14, 2022

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: MSTR GGPI BITO COIN EDU NCLH CCL RCL WOW SI KSS RDBX UAVS ATHA VTGN NYMX

Stocks expected to have increasing option volume: SPY QQQ RUT VIX TBT TLT HYG LQD JNK ORCL JBL ADBE COIN PYPL SQ AFRM

Interest rate yields increase amid stagflation fears into FOMC meeting

Proshares Trust Ultrashort Lehman 20+ Year Treasury (TBT) 30-day option implied volatility is at 54; compared to its 52-week range of 25 to 50. Call put ratio 3.6 calls to 1 put.

iShares 20+ Year Treasury Bond ETF (TLT) 30-day option implied volatility is at 27; compared to its 52-week range of 12 to 25.

SPDR Bloomberg Barclays High Yield Bond ETF (JNK) 30-day option implied volatility is at 12; compared to its 52-week range of 5 to 21. Call put ratio 1 call to 5 puts.

iShares iBoxx $ High Yield Corporate Bond ETF (HYG) 30-day option implied volatility is at 23; compared to its 52-week range of 4 to 23. Call put ratio 1 call to 9.9 puts.

Ishares Iboxx $ Investment Grade Corporate Bond Etf (LQD) 30-day option implied volatility is at 15; compared to its 52-week range of 6 to 15. Call put ratio 1 call to 92 puts.

Ishares Msci Eafe Etf (EFA) 30-day option implied volatility is at 26; compared to its 52-week range of 11 to 37. Call put ratio 1 call to 4.8 put as shares sell off 2.7%.

Freeport-McMoran (FCX) 30-day option implied volatility is at 61; compared to its 52-week range of 41 to 64.

Disney (DIS) 30-day option implied volatility is at 42; compared to its 52-week range of 20 to 58.

Boeing (BA) 30-day option implied volatility is at 63; compared to its 52-week range of 29 to 61. Call put ratio 1.5 call to 1 put.

General Motors (GM) 30-day option implied volatility is at 55; compared to its 52-week range of 29 to 58.

Option implied volatility for Cruise Stocks

Royal Caribbean Cruises (RCL) 30-day option implied volatility is at 81; compared to its 52-week range of 36 to 81.

Carnival Cruise Lines (CCL) 30-day option implied volatility is at 97; compared to its 52-week range of 41 to 97.

Norwegian Cruise Line (NCLH) 30-day option implied volatility is at 94; compared to its 52-week range of 46 to 94.

Straddle prices for stocks expected to report quarterly results

Adobe (ADBE) June 370 straddle priced for a move of 8% into the expected release of quarter results after the bell on June 16.

Kroger (KR) June 50 straddle priced for a move of 10% into the expected release of quarter results before the bell on June 16.

Jabil (JBL) July 66 straddle priced for a move of 9% into the expected release of quarter results before the bell on June 16.

Options with decreasing option implied volatility: GTLB PSTH CFVI
Increasing unusual option volume: CIM MNTV TIP AQB DVY
Increasing unusual call option volume: BXMT HST MNTV ONEM ARDX
Increasing unusual put option volume: CIM TIP MNTV STWD
Popular stocks with increasing volume: XOM SOFI COIN PLTR NIO
Active options: AMZN AAPL TSLA AMD CHPT NVDA AAL META MSFT BABA XOM RDBX AMC F SOFI BAC COIN PLTR NIO MU