Pre-Market IV Report June 18, 2025

Pre-Market IV Report June 18, 2025

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: UCO SMST USO NN NFLX JETS UAL SCHW AXP CTAS BAC JPM SHEL

Stocks expected to have increasing option volume: CRWV USO UCO OIH XLF DAL UAL LUV AAL ALGT

Option IV into FOMC and Middle East headlines

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 17; compared to its 52-week range of 10 to 43. Call put ratio 1 call to 1.2 puts.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 20; compared to its 52-week range of 14 to 47. Call put ratio 1 call to 1 put.

States Oil Fund (USO) 30-day option implied volatility is at 66; compared to its 52-week range of 21 to 66. Call put ratio 2.1 calls to 1 put amid WTI Crude oil at $74.

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 34; compared to its 52-week range of 28 to 50. Call put ratio 2.5 calls to 1 put as gold at $3400.

CoreWeave (CRWV) 30-day option implied volatility is at 115; compared to its 52-week range of 94 to 157. Call put ratio 3.1 calls to 1 put.

Delta Air Lines (DAL) 30-day option implied volatility is at 52; compared to its 52-week range of 28 to 89. Call put ratio 1 call to 2.3 puts as share price down.

United Airlines (UAL) 30-day option implied volatility is at 65; compared to its 52-week range of 35 to 105. Call put ratio 1 call to 1.6 puts as share price down.

Southwest Airlines (LUV) 30-day option implied volatility is at 39; compared to its 52-week range of 29 to 77. Call put ratio 1 call to 1 put as share price down.

American Airlines (AAL) 30-day option implied volatility is at 58; compared to its 52-week range of 34 to 60. Call put ratio 1 call to 2.9 puts as share price down.

Straddle prices into quarter results

Kroger (KR) June 66 straddle priced for movement of 7% into the expected release of quarter results before the bell on June 20. Call put ratio 1.3 calls to 1 put.

Darden (DRI) June 220 straddle priced for movement of 7% into the expected release of quarter results before the bell on June 20. Call put ratio 1 call to 1.5 puts.

CarMax (KMX) June straddle priced for movement of % into the expected release of quarter results before the bell on June 20.

Movers

MP Materials (MP) 30-day option implied volatility is at 52; compared to its 52-week range of 47 to 90. Call put ratio 5.3 calls to 1 put with a focus on 36 calls.

Jabil (JBL) 30-day option implied volatility is at 33; compared to its 52-week range of 21 to 73 with a focus on June 180, July 190 and September 195 puts as share price up 8.9%.

Comstock Resources (CRK) 30-day option implied volatility is at 55; compared to its 52-week range of 40 to 93. Call put ratio 4.4 calls to 1 put with a focus on June 25 and 30 calls as share price up 6.6%.

Digital Turbine (APPS) 30-day option implied volatility is at 118; compared to its 52-week range of 86 to 166. Call put ratio 2.4 calls to 1 put with a focus on June 6 and 8 calls as share price up 50%.

T-Mobile (TMUS) 30-day option implied volatility is at 26; compared to its 52-week range of 17 to 47. Call put ratio 1 call to 1.7 puts with a focus on June 240, 250 and 270 puts as share price down.

Murphy Oil (MUR) 30-day option implied volatility is at 49; compared to its 52-week range of 24 to 86. Call put ratio 1 call to 4.7 puts with a focus on 3K contracts of October 20 puts at 90 cents.

WAVE Life Sciences (WVE) 30-day option implied volatility is at 92; compared to its 52-week range of 62 to 127 with a focus on 1100 contracts of January 10 calls as share price down 2.4%.

Algoma Steel Group (ASTL) 30-day option implied volatility is at 70; compared to its 52-week range of 27 to 81 with a focus on a spreader of 5750 contracts of July 7 and 9 calls as share price up 3.3%.

Tandem Diabetes (TNDM) 30-day option implied volatility is at 56; compared to its 52-week range of 51 to 108 with a focus on 2200 contracts of August 23 calls.

Options with decreasing option implied volatility: SATS APPS SWTX NVTS RDFN GTLB PLAY RH X CHWY ADBE DAN ORCL NLY
Increasing unusual option volume: APPS FSK DK JBL MUB URGN ASTL INMB
Increasing unusual call option volume: DK ASTL APPS TTE JBL UMAC DHT INVZ
Increasing unusual put option volume: APPS INMB JBL BDX ELV CPRT CLX RDW
Popular stocks with increasing volume: INTC CRWV MSTR RUN GME HOOD ORCL RDDT SOFI MU
Active options: TSLA AMD NVDA AAPL PLTR AMZN INTC CRWV MSTR META RUN GME MARA HOOD ORCL RDDT SOFI MU ENPH GOOGL
Global S&P Futures mixed in premarket, Nikkei mixed, DAX lower, WTI Crude oil recently at $74, natural gas mixed, gold at $3400