Pre-Market IV Report June 17, 2022

Pre-Market IV Report June 17, 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 IVR EDU NCR BITO NCR AAL CZR FRGE EBIX KSS ADBE ACAD RDBX ATHA VTGN ASXC CLXT

Stocks expected to have increasing option volume: ADBE ROKU WMT ACAD LYFT X HCA

Apple trades $130 into quarter results expected on July 25

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

Bank option IV after Fed increases rates by 0.75%

Goldman Sachs (GS) 30-day option implied volatility is at 39; compared to its 52-week range of 22 to 42 after Fed raises increases rates 0.75%.

JPMorgan (JPM) 30-day option implied volatility is at 38; compared to its 52-week range of 19 to 44.

Morgan Stanley (MS) 30-day option implied volatility is at 43; compared to its 52-week range of 23 to 47.

Wells Fargo (WFC) 30-day option implied volatility is at 47; compared to its 52-week range of 26 to 51.

Bank of America (BAC) 30-day option implied volatility is at 41; compared to its 52-week range of 22 to 48.

Citigroup (C) 30-day option implied volatility is at 43; compared to its 52-week range of 22 to 48.

Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility is at 33; compared to its 52-week range of 16 to 103.

Stocks with 52-week lows

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 29; compared to its 52-week range of 11 to 32 as shares near 52-week low. Call put ratio 1 call to 1.4 puts after UK and Switzerland Central Bankers raise interest rates.

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 45; compared to its 52-week range of 20 to 49 as shares near 52-week low.

Ford Motor (F) 30-day option implied volatility is at 57; compared to its 52-week range of 33 to 65 as shares near 52-week low.

General Motors (GM) 30-day option implied volatility is at 55; compared to its 52-week range of 29 to 58 as shares near 52-week low.

Charter Communications (CHTR) 30-day option implied volatility is at 41; compared to its 52-week range of 19 to 44 as shares near 52-week low. Call put ratio 1 call to 3.1 puts.

RH (RH) 30-day option implied volatility is at 68; compared to its 52-week range of 33 to 85 as shares near 52-week low.

MasterCard (MA) 30-day option implied volatility is at 41; compared to its 52-week range of 21 to 44 as shares near 52-week low.

BlackRock (BLK) 30-day option implied volatility is at 42; compared to its 52-week range of 19 to 42 as shares near 52-week low.

TripAdvisor (TRIP) 30-day option implied volatility is at 70; compared to its 52-week range of 45 to 71 as shares near 52-week low.

Ebix (EBIX) 30-day option implied volatility is at 149; compared to its 52-week range of 47 to 149 as shares near 52-week low.

Straddle prices for stocks expected to report quarterly results

Lennar (LEN) June weekly 64 straddle priced for a move of 9% into the expected release of quarter results before the bell on June 21.

Carnival Corp (CCL) June weekly 9 straddle priced for a move of 16% into the expected release of quarter results on June 22.

KB Home (KBH) July 26 straddle priced for a move of 18% into the expected release of quarter results before the bell on June 22.

Steelcase (SCS) July 10 straddle priced for a move of 15% into the expected release of quarter results after the bell on June 22.

Winnebago (WGO) July 45 straddle priced for a move of 17% into the expected release of quarter results before the bell on June 22.

Acadia Pharma (ACAD) 30-day option implied volatility is at 173; compared to its 52-week range of 38 to 187 into FDA Psychopharmacologic Drugs Advisory Committee Meeting. Call put ratio 1 call to 1.9 puts.

Options with decreasing option implied volatility: IPOD CFVI PSTH
Increasing unusual option volume: ADN BKLN MANU IHI CTXS PK EBIX STWD ACAD
Increasing unusual call option volume: ADN EBIX SKIN NWL SWK FLEX RIGL PERI
Increasing unusual put option volume: BKLN ACAD SIX STWD ARCC BAM CG COOP
Popular stocks with increasing volume: F UBER CCL TWTR INTC
Active options: AAPL TSLA AMZN AMD NVDA F META T NIO AAL XOM BAC UBER BA MSFT BABA AMC CCL TWTR INTC
Global S&P Futures mixed in premarket, Nikkei down 1%, DAX mixed, WTI Crude oil recently at $117, natural gas down 1%, gold at $1845 an ounce