Pre-Market IV Report June 16, 2022

Pre-Market IV Report June 16, 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 FVRR MSTR GGPI IVR EDU BITO QLD NLY PCG STWD NOC AKAM UAVS RDBX ATHA VTGN CYN

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

Option IV offered lower after FOMC Jerome Powell Q&A

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 28; compared to its 52-week range of 11 to 32.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 34; compared to its 52-week range of 14 to 40.

Bank of America (BAC) 30-day option implied volatility is at 38; compared to its 52-week range of 22 to 48.

JPMorgan (JPM) 30-day option implied volatility is at 36; compared to its 52-week range of 18 to 44.

Visa (V) 30-day option implied volatility is at 33; compared to its 52-week range of 19 to 43.

MasterCard (MA) 30-day option implied volatility is at 36; compared to its 52-week range of 21 to 44.

Apple (AAPL) 30-day option implied volatility is at 36; compared to its 52-week range of 19 to 44.

Tesla (TSLA) 30-day option implied volatility is at 74; compared to its 52-week range of 35 to 84.

Meta Platforms (META) 30-day option implied volatility is at 50; compared to its 52-week range of 21 to 79.

Microsoft (MSFT) 30-day option implied volatility is at 34; compared to its 52-week range of 16 to 46.

Amazon (AMZN) 30-day option implied volatility is at 45; compared to its 52-week range of 19 to 54.

Netflix (NFLX) 30-day option implied volatility is at 59; compared to its 52-week range of 21 to 71. Call put ratio 1 call to 1 put.

Alphabet (GOOGL) 30-day option implied volatility is at 36; compared to its 52-week range of 18 to 49.

Twitter (TWTR) 30-day option implied volatility is at 64; compared to its 52-week range of 21 to 88 into Elon Musk set to address Twitter employees today.

Straddle prices for stocks expected to report quarterly results

Adobe (ADBE) June 377 straddle priced for a move of 8% into the expected release of quarter results after the bell on June 16.

Kroger (KR) June 51 straddle priced for a move of 8.5% into the expected release of quarter results before the bell on June 16.

Jabil (JBL) July 60 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: DOCU ZEN CLR CFVI ORCL
Increasing unusual option volume: XP DVA CNDT MBB PFSI ACAD
Increasing unusual call option volume: XP VGK MNTV SHLS
Increasing unusual put option volume: XP PFSI ACAD VSTO EWY
Popular stocks with increasing volume: 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 down 0.9% in premarket, Nikkei mixed, DAX down 0.7%, WTI Crude oil recently at $116, natural gas up 1%, gold at $1816 an ounce