Pre-Market IV Report June 18, 2021

Pre-Market IV Report June 18, 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: ARVL HYG MNMD GNUS ITUB TAL EDU CLNE ATOS HZON CRSR EXEL ZNGA DPZ AMC

Stocks expected to have increasing option volume: AMC ADBE EDU CAI SWBI GERN

Movers into June expiration

AMC Entertainment (AMC) 30-day option implied volatility is at 276; compared to its 52-week range of 85 to 726. Call put ratio 2.2 calls to 1 put.

GameStop (GME) 30-day option implied volatility is at 148; compared to its 52-week range of 78 to 553. Call put ratio 1 call to 1.2 puts.

Tilray, Inc. (TLRY) 30-day option implied volatility is at 92; compared to its 52-week range of 70 to 360. Call put ratio 3.9 calls to 1 put.

BlackBerry (BB) 30-day option implied volatility is at 121; compared to its 52-week range of 48 to 478, Call put ratio 4.7 calls to 1 put.

Workhorse Group (WKHS) 30-day option implied volatility is at 134; compared to its 52-week range of 89 to 287. Call put ratio 4.4 calls to 1 put.

Clean Energy Fuels (CLNE) 30-day option implied volatility is at 182; compared to its 52-week range of 61 to 202. Call put ratio 9.3 calls to 1 put.

Clover Health Investments (CLOV) 30-day option implied volatility is at 153; compared to its 52-week range of 12 to 306. Call put ratio 3.2 calls to 1 put.

Mind Medicine (MNMD) 30-day option implied volatility is at 156; compared to its 52-week range of 125 to 215. Call put ratio 15 calls to 1 put.

Macy’s (M) 30-day option implied volatility is at 54; compared to its 52-week range of 51 to 171. Call put ratio 13.7 calls to 1 put with focus on June 18, 18.50 and 19 calls.
EA
Electronic Arts (EA) 30-day option implied volatility is at 22; compared to its 52-week range of 22 to 46 into Madden NFL 22 launches worldwide August 20.

Amazon (AMZN) 30-day option implied volatility is at 21; compared to its 52-week range of 21 to 64 into Amazon Prime Days on June 21.

Stock option implied volatility after FOMC decision

Caterpillar (CAT) 30-day option implied volatility is at 29; compared to its 52-week range of 23 to 45 as shares pull back.

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 29; compared to its 52-week range of 28 to 51 into Gold futures price down by over 4%.

Ishares Silver Trust (SLV) 30-day option implied volatility is at 25; compared to its 52-week range of 24 to 79 into Silver futures price down by about 6%.

Freeport-McMoran (FCX) 30-day option implied volatility is at 49; compared to its 52-week range of 44 to 71 into Copper futures price down by about 4.5%.

Teucrium Soybean Fund (SOYB) 30-day option implied volatility is at 30; compared to its 52-week range of 18 to 36 into Corn and Soybean futures price down by about 7%.

Teucrium Corn Fund (CORN) 30-day option implied volatility is at 44; compared to its 52-week range of 16 to 46 into Corn and Soybean futures price down by about 7%.

Energy Select Sector SPDR ETF (XLE) 30-day option implied volatility is at 31; compared to its 52-week range of 27 to 58 into WTI Crude Oil futures trade $70.67.

Straddle prices into expected release of quarter results next week

H.B. Full (FULL) July 65 straddle priced for a move of +/- 7% into the expected release of quarter results after the bell on June 23.

KB Home (KBH) July 43 straddle priced for a move of +/- 9% into the expected release of quarter results after the bell on June 23.

Rite Aid (RAD) June weekly 21 straddle priced for a move of +/- 15% into the expected release of quarter results on June 23.

Steelcase (SCS) July 15 straddle priced for a move of +/- 15% into the expected release of quarter results after the bell on June 23.

Winnebago (WGO) July 60 straddle priced for a move of +/- 14% into the expected release of quarter results before the bell on June 23.

Accenture (ACN) June weekly 285 straddle priced for a move of +/- 4% into the expected release of quarter results before the bell on June 24.

BlackBerry (BB) June weekly 13.50 straddle priced for a move of +/- 21% into the expected release of quarter results on June 24.

Darden (DRI) July 130 straddle priced for a move of +/- 4% into the expected release of quarter results before the bell on June 24.

FedEx (FDX) June weekly 287 straddle priced for a move of +/- 6% into the expected release of quarter results after the bell on June 24.

Nike (NKE) June weekly straddle priced for a move of +/- 5% into the expected release of quarter results after the bell on June 24.

CarMax (KMX) June weekly 115 straddle priced for a move of +/- 5.5% into the expected release of quarter results before the bell on June 25.

Paychex (PAYX) July 105 straddle priced for a move of +/- 5% into the expected release of quarter results before the bell on June 25.

Options with decreasing option implied volatility: CLOV DOCU FSLY BBBY TTD SAGE CRIS CLDR TEVA CLDR
Increasing unusual option volume: CLSD QS SVM MNTV BCS WISH AON
Increasing unusual call option volume: TXRH SVM MNTV BCS ITUB CLNE JCI
Increasing unusual put option volume: QD AON CVAC WEN EDU ASAN WU
Popular stocks with increasing volume: F FCX PLTR CLF WFC C M
Active options: AAPL AMC AMD TSLA NVDA F NIO AMZN BAC PLTR FCX FB BB C XOM CLF MSFT ITUB WFC WISH
Global S&P Futures recently mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at 70.67, natural gas down 2.2%, gold at $1785 an ounce