Pre-Market IV Report June 16, 2021

Pre-Market IV Report June 16, 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: CRSR UWMC GOEV ARVL HYG GNUS CLVS C RIDE ATOS MNMD GOEV

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

Volume, IV and share price movers

VIZIO Holding Corp. (VZIO) 30-day option implied volatility is at 73; compared to its 52-week range of 54 to 112. Call put ratio 5.2 calls to 1 put.

Finance of America (FOA) 30-day option implied volatility is at 97; compared to its 52-week range of 13 to 130. Call put ratio 11.1 calls to 1 put.

Petco Health and Wellness (WOOF) 30-day option implied volatility is at 85; compared to its 52-week range of 45 to 137.

ContextLogic (WISH) 30-day option implied volatility is at 175; compared to its 52-week range of 79 to 279. Call put ratio 5.4 calls to 1 put.

Vinco Ventures (BBIG) 30-day option implied volatility is at 180; compared to its 52-week range of 85 to 254. Call put ratio 5.3 calls to 1 put.

EHang Holdings (EH) 30-day option implied volatility is at 140; compared to its 52-week range of 109 to 187. Call put ratio 11 calls to 1 put.

B&G Foods (BGS) 30-day option implied volatility is at 51; compared to its 52-week range of 26 to 95. Call put ratio 8.9 calls to 1 put.

At Home Group (HOME) 30-day option implied volatility is at 19; compared to its 52-week range of 12 to 163. Call put ratio 1 call to 3.9 puts.

SAGE Therapeutics (SAGE) 30-day option implied volatility is at 74; compared to its 52-week range of 62 to 209. Call put ratio 1 call to 2.5 puts.

ContextLogic (WISH) 30-day option implied volatility is at 176; compared to its 52-week range of 79 to 279. Call put ratio 5.4 calls to 1 put.

Corsair Gaming (CRSR) 30-day option implied volatility is at 90; compared to its 52-week range of 41 to 166. Call put ratio 3.2 calls to 1 put.

AGNC Investment Corp (AGNC) 30-day option implied volatility is at 20; compared to its 52-week range of 15 to 117.

Roblox (RBLX) 30-day option implied volatility is at 67; compared to its 52-week range of 58 to 131. Call put ratio 3.2 calls to 1 put into reports daily active use.

Moderna (MRNA) 30-day option implied volatility is at 55; compared to its 52-week range of 51 to 132.

Blue Apron (APRN) 30-day option implied volatility is at 134; compared to its 52-week range of 87 to 279. Call put ratio 13.4 calls to 1 put into announces offering of Class A common stock.

Teucrium Corn Fund (CORN) 30-day option implied volatility is at 45; compared to its 52-week range of 16 to 46.

Teucrium Soybean Fund (SOYB) 30-day option implied volatility is at 28; compared to its 52-week range of 18 to 36.

Straddle prices into expected release of quarter results this week

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 550 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 +/- 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 +/- 7.5% into the expected release of quarter results after the bell on June 17.

Options with decreasing option implied volatility: CLOV CLDR KODK WISH FEYE DOCU BBBY WEN BIIB
Increasing unusual option volume: RAPT VZIO CLSD JNK FOA WOOF WISH
Increasing unusual call option volume: VZIO FOA WOOF WISH CLNK BBIG EH BGS
Increasing unusual put option volume: HOME SAGE WISH CRSR AGNC
Popular stocks with increasing volume: DKNG PLTR F NIO FCX ABNB BABA
Active options: AAPL TSLA DKNG PLTR INTC WISH FB F NIO FCX CLF AMD XOM BAC ABNB AMZN BABA IVR CLOV
Global S&P Futures recently mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at 72.32, natural gas mixed, gold at $1861 an ounce