Pre-Market IV Report June 15, 2021

Pre-Market IV Report June 15, 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

Options with increasing option implied volatility: IVR HYG GNUS WOOF CRSR WISH ROOT ZNGA BBIG RIDE CLNE ATOS

Stocks expected to have increasing option volume: ORCL LEN ADBE KR MSTR RIDE

Bank option IV low into FOMC decision

Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility is at 19; compared to its 52-week range of 17 to 47 into FOMC policy decision.

Spdr S&P Bank Etf (KBE) 30-day option implied volatility is at 19; compared to its 52-week range of 17 to 47 into FOMC policy decision.

Bank of America (BAC) 30-day option implied volatility is at 26; compared to its 52-week range of 24 to 60 into FOMC policy decision.

Citigroup (C) 30-day option implied volatility is at 27; compared to its 52-week range of 23 to 67 into FOMC policy decision.

Goldman Sachs (GS) 30-day option implied volatility is at 26; compared to its 52-week range of 23 to 50 into FOMC policy decision.

JPMorgan (JPM) 30-day option implied volatility is at 23; compared to its 52-week range of 21 to 54 into FOMC policy decision.

Morgan Stanley (MS) 30-day option implied volatility is at 27; compared to its 52-week range of 25 to 55 into FOMC policy decision.

Wells Fargo (WFC) 30-day option implied volatility is at 30; compared to its 52-week range of 27 to 69 into FOMC policy decision.

State Street (STT) 30-day option implied volatility is at 27; compared to its 52-week range of 24 to 59 into FOMC policy decision.

U.S. Bancorp (USB) 30-day option implied volatility is at 26; compared to its 52-week range of 23 to 59 into FOMC policy decision.

PNC Financial Services (PNC) 30-day option implied volatility is at 25; compared to its 52-week range of 23 to 57 into FOMC policy decision.

Bank of New York Mellon (BK) 30-day option implied volatility is at 25; compared to its 52-week range of 22 to 50 into FOMC policy decision.

Comerica (CMA) 30-day option implied volatility is at 30; compared to its 52-week range of 28 to 82 into FOMC policy decision. Call put ratio 7 calls to 1 put.

Straddle prices into expected release of quarter results this week

Oracle (ORCL) June 83 straddle priced for a move of +/- 5% into the expected release of quarter results today after the bell.

Lennar (LEN) June 92 straddle priced for a move of +/- 5% into the expected release of quarter results before the bell on June 16.

Adobe (ADBE) June 555 straddle priced for a move of +/- 4% into the expected release of quarter results before the bell on June 17.

Commercial Metals (CMC) June 33 straddle priced for a move of +/- 7.5% into the expected release of quarter results before the bell on June 17.

Kroger (KR) June 38.50 straddle priced for a move of +/- 5.5% 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% 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: FSLY WEN DOCU BBBY BIIB BB AMC FCEL
Increasing unusual option volume: RAPT CCXI WOOF FNF WISH CRSR ITUB DS CLNE WEN VTNR
Increasing unusual call option volume: CCXI WOOF FNF ITUB WISH CRSR CLNE WEN TWNK
Increasing unusual put option volume: IVR CRSR WEN ITB WISH WOOF
Popular stocks with increasing volume: PLTR CLF BB NIO
Active options: AAPL AMC TSLA NIO WISH F PLTR CRSR CLOV INTC RIOT ITUB SOS AMD CLF SNDL IVR BAC BB FB
Global S&P Futures recently mixed in premarket, Nikkei up 0.9%, DAX up 0.9%, WTI Crude oil recently at 71.11, natural gas mixed, gold at $1865 an ounce