Pre-Market IV Report June 17, 2021

Pre-Market IV Report June 17, 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: AON WLTW HYG ARVL WFC BAC MNMD ATOS TAL BBIG CLNE ARVL

Stocks expected to have increasing option volume: LEN ADBE KR AON WLTW

The “FANG’ stocks option implied volatility

Facebook (FB) 30-day option implied volatility is at 25; compared to its 52-week range of 21 to 55

Amazon (AMZN) 30-day option implied volatility is at 22; compared to its 52-week range of 21 to 64

Netflix (NFLX) 30-day option implied volatility is at 23; compared to its 52-week range of 23 to 69

Alphabet (GOOG) 30-day option implied volatility is at 21; compared to its 52-week range of 19 to 49

Apple (AAPL) 30-day option implied volatility is at 22; compared to its 52-week range of 19 to 62

AON & WLTW volume and IV moving

AON (AON) 30-day option implied volatility is at 23; compared to its 52-week range of 20 to 40. Call put ratio 3.1 calls to 1 put after U.S. opens antitrust case on Aon deal for Willis Towers Watson (WLTW).

Willis Towers Watson (WLTW).30-day option implied volatility is at 33; compared to its 52-week range of 21 to 45. Call put ratio 1 call to 30 puts after U.S. opens antitrust case on Aon (AON) deal for Willis Towers Watson.

Rare earth IV flat

Market Vectors Rare Earth/strategic Metals Etf (REMX) 30-day option implied volatility is at 35; compared to its 52-week range of 28 to 67. Call put ratio 3.8 calls to 1 put.

MP Materials (MP) 30-day option implied volatility is at 77; compared to its 52-week range of 54 to 141. Call put ratio 4.2 calls to 1 put.

Straddle prices into expected release of quarter results this week

Adobe (ADBE) June 545 straddle priced for a move of +/- 4% into the expected release of quarter results today

Commercial Metals (CMC) June 31 straddle priced for a move of +/- 7% into the expected release of quarter results today.

Kroger (KR) June 37.50 straddle priced for a move of +/- 5.5% into the expected release of quarter results today before the bell.

Smith & Wesson Brands (SWBI) June 20 straddle priced for a move of +/- 7.5% into the expected release of quarter results today after the bell.

Options with decreasing option implied volatility: FSLY FEYE BBBY BIIB SAGE CLOV GEO LOTZ
Increasing unusual option volume: ITUB LESL CNQ WISH HNST JBL
Increasing unusual call option volume: ITUB CNQ LESL AMLP TAL WISH
Increasing unusual put option volume: TRQ IVR WEN STNG RLX EXC APRN EAT
Popular stocks with increasing volume: C F PLTR DKNG ORCL GM
Active options: AAPL AMC TSLA ITUB C BAC AMZN F WKHS PLTR DKNG FB MSFT ORCL TAL NIO RBLX WISH IVR GM
Global S&P Futures recently mixed to lower in premarket, Nikkei down 0.9%, DAX mixed, WTI Crude oil recently at 71.70, natural gas mixed, gold at $1810 an ounce