Pre-Market IV Report June 18, 2024

Pre-Market IV Report June 18, 2024

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: APLD NFLX HPE TSM GLW LEN KBH AMCX APLD CIM CSTS CABA PERI VZIO DJT CURB SGH CURV

Stocks expected to have increasing option volume: LEN KBH NVDA LZB CHGG C

Movement

Taiwan Semi (TSM) 30-day option implied volatility is at 45; compared to its 52-week range of 22 to 48. Call put ratio 2.2 calls to 1 put.

Broadcom (AVGO) 30-day option implied volatility is at 49; compared to its 52-week range of 25 to 59. Call put ratio 1.9 calls to 1 put on 155K contracts.

GE Aerospace (GE) 30-day option implied volatility is at 28; compared to its 52-week range of 19 to 39 amid Chairman-CEO Larry Culp declines Boeing (BA) approach to take over airplane maker – WSJ. Call put ratio 4.4 calls to 1 put as share price up 5.1%.

GE HealthCare (GEHC) 30-day option implied volatility is at 22; compared to its 52-week range of 18 to 35.

GE Vernova (GEV) 30-day option implied volatility is at 44; compared to its 52-week range of 37 to 51.

Boeing (BA) 30-day option implied volatility is at 31; compared to its 52-week range of 22 to 39.

Best Buy (BBY) 30-day option implied volatility is at 24; compared to its 52-week range of 20 to 42. Call put ratio 3.2 calls to 1 puts as share price up amid analyst comments.

Ishares Msci France Etf (EWQ) 30-day option implied volatility is at 23; compared to its 52-week range of 13 to 24. Call put ratio 13 calls to 1 put with focus on July 40 calls.

Ishares Msci Mexico Capped Etf (EWW) 30-day option implied volatility is at 28; compared to its 52-week range of 16 to 67.

Straddle prices into quarter results

KB Home (KBH) June 70 straddle priced for a move of 7.5% into the expected release of quarter results today after the bell on June 18.

Steelcase (SCS) June 12.50 straddle priced for a move of 13% into the expected release of quarter results after the bell on June 19.

SunPower (SPWR) June 2.5 straddle priced for a move of 15% into the expected release of quarter results on June 19.

Option Movers

GameStop (GME) 30-day option implied volatility is at 154; compared to its 52-week range of 52 to 347.

Louisiana-Pacific (LPX) 30-day option implied volatility is at 29; compared to its 52-week range of 23 to 80 as share price down 4.2%.

Nutrien (NTR) 30-day option implied volatility is at 24; compared to its 52-week range of 22 to 39. Call put ratio 1 call to 11.6 puts with a focus on June 50 puts and August weekly (2) 47 puts.

Hexcel Corp. (HXL) 30-day option implied volatility is at 25; compared to its 52-week range of 17 to 34 with a focus on July 65 calls.

Cracker Barrel (CBRL) Cracker Barrel (NASDAQ: CBRL) 30-day option implied volatility is at 45; compared to its 52-week range of 28 to 97 with a focus on July 37.50 and 42.50 puts.

APA Corporation (APA) 30-day option implied volatility is at 34; compared to its 52-week range of 28 to 45 with a focus on June 27.50 and August weekly (2) 25 puts.

Vistra Energy (VST) 30-day option implied volatility is at 58; compared to its 52-week range of 19 to 75 with a focus on August 105 and December 100 calls.

Trump Media & Technology Group (DJT) 30-day option implied volatility is at 121; compared to its 52-week range of 44 to 635.

Options with decreasing option implied volatility: GME BNED SPCE RH SIG ASO OPRAORCL ADBE
Increasing unusual option volume: TSEM FFIE ASTS AMCX NVD OLLI TPX
Increasing unusual call option volume: TSEM ASTS NVD FFIE OLLI WES SYF LEN GLBE
Increasing unusual put option volume: CHPT ASTS OIH MAXN ODD XLB LEN IEF
Popular stocks with increasing volume: GME PLTR SOFI AMC SMCI DELL DKNG TSM LEN PFE
Active options: NVDA TSLA AAPL GME AMD PLTR AMZN MU SOFI MSFT AMC SMCI DELL META MARA DKNG AVGO TSM LEN PFE
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $80, natural gas mixed, gold at $2326