Pre-Market IV Report June 15, 2022

Pre-Market IV Report June 15, 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: DWAC MSTR UVXY EDU BITO CCL NCLH OM CTXS RDBX ATHA VTGN XELA CYN

Stocks expected to have increasing option volume: SPY QQQ RUT ARKK VIX TBT TLT HYG LQD JNK JBL ADBE KR MRNA

Option IV into FOMC policy decision

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 30; compared to its 52-week range of 11 to 32.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 37; compared to its 52-week range of 14 to 40. Call put ratio 1 call to 1.2 puts.

Bank of America (BAC) 30-day option implied volatility is at 42; compared to its 52-week range of 22 to 48.

JPMorgan (JPM) 30-day option implied volatility is at 39; compared to its 52-week range of 18 to 44.

Apple (AAPL) 30-day option implied volatility is at 40; compared to its 52-week range of 19 to 44.

Tesla (TSLA) 30-day option implied volatility is at 79; compared to its 52-week range of 35 to 84.

Meta Platforms (META) 30-day option implied volatility is at 53; compared to its 52-week range of 21 to 79.

Amazon (AMZN) 30-day option implied volatility is at 50; compared to its 52-week range of 19 to 54.

Netflix (NFLX) 30-day option implied volatility is at 64; compared to its 52-week range of 21 to 71.

Alphabet (GOOGL) 30-day option implied volatility is at 40; compared to its 52-week range of 18 to 49.

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 9% into the expected release of quarter results before the bell on June 16.

Jabil (JBL) July 55 straddle priced for a move of 9% into the expected release of quarter results before the bell on June 16.

Airliners option IV amid interest rates, oil, FOMC meeting

American Airlines (AAL) 30-day option implied volatility is at 75; compared to its 52-week range of 39 to 87.

Delta Air Lines (DAL) 30-day option implied volatility is at 63; compared to its 52-week range of 32 to 71.

Southwest Airlines (LUV) 30-day option implied volatility is at 52; compared to its 52-week range of 29 to 58.

United Airlines (UAL) 30-day option implied volatility is at 71; compared to its 52-week range of 37 to 87.

APA Corporation (APA) 30-day option implied volatility is at 65; compared to its 52-week range of 49 to 73. Call put ratio 8.1 calls to 1 put with focus on July 40 and October 45 calls.

Options with decreasing option implied volatility: FDX PSTH
Increasing unusual option volume: TIP AQB DVA IHI APA
Increasing unusual call option volume: TIP NEX DK EVTL HUSA
Increasing unusual put option volume: TIP JEF ING EWU DBD
Popular stocks with increasing volume: APA UBER ORCL AAL XOM TWTR OXY COIN
Active options: TSLA AAPL AMZN NIO AMD NVDA META BABA F UBER RDBX ORCL MSFT AAL AMC BAC XOM TWTR OXY COIN
Global S&P Futures mixed in premarket, Nikkei down 1%, DAX up 0.7%, WTI Crude oil recently at $119, natural gas mixed, gold at $1824 an ounce