Pre-Market IV Report June 20, 2024

Pre-Market IV Report June 20, 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: ARM DJT NFLX TSM ACN ASML CMG GLW ISRG ANVS SRPT SLS SIRI GOEV UVIX LQDA IBRX CAN

Stocks expected to have increasing option volume: NVDA DELL MU JBL DRI KR DJT AZO

Large Tech movement

Dell Technologies (DELL) 30-day option implied volatility is at 48; compared to its 52-week range of 23 to 77.

Apple (AAPL) 30-day option implied volatility is at 23; compared to its 52-week range of 16 to 31.

Micron Technology (MU) 30-day option implied volatility is at 68; compared to its 52-week range of 27 to 68 into quarter results next week.

NVIDIA (NVDA) 30-day option implied volatility is at 45; compared to its 52-week range of 32 to 68.

Broadcom (AVGO) 30-day option implied volatility is at 48; compared to its 52-week range of 25 to 59 as share price near record high.

NetApp (NTAP) 30-day option implied volatility is at 22; compared to its 52-week range of 16 to 42.

Microsoft (MSFT) 30-day option implied volatility is at 18; compared to its 52-week range of 16 to 35.

Straddle prices into quarter results

Accenture (ACN) June straddle 285 priced for a move of 7.5% into the expected release of quarter results today before the bell.

Kroger (KR) June 52 straddle priced for a move of 6% into the expected release of quarter results today before the bell.

Darden Restaurants (DRI) June 150 straddle priced for a move of 5% into the expected release of quarter results today before the bell.

Jabil (JBL) June 125 straddle priced for a move of 11% into the expected release of quarter results today before the bell.

Winnebago (WGO) June 57.50 straddle priced for a move of 9.5% into the expected release of quarter results today before the bell.

Commercial Metals (CMC) June 50 straddle priced for a move of 6.5% into the expected release of quarter results today before the bell.

FactSet (FDS) June 410 straddle priced for a move of 5% into the expected release of quarter results before the bell on June 21.

CarMax (KMX) June 72.50 straddle priced for a move of 11% into the expected release of quarter results before the bell on June 21.

Movers

Kroger (KR) 30-day option implied volatility is at 30; compared to its 52-week range of 16 to 33 with a focus on September 55 calls as share price up.

Pegasystems (PEGA) 30-day option implied volatility is at 44; compared to its 52-week range of 30 to 82 with a focus on July 60 and 65 calls.

iShares Gold Trust (IAU) 30-day option implied volatility is at 15; compared to its 52-week range of 9 to 25 with a focus on January 40 puts.

WisdomTree (WT) 30-day option implied volatility is at 34; compared to its 52-week range of 19 to 37 with a focus on September 10 calls.

AtriCure (ATRC) 30-day option implied volatility is at 75; compared to its 52-week range of 30 to 118 with a focus on July 20, 25 and 35 calls.

Floor & Decor Holdings (FND) 30-day option implied volatility is at 36; compared to its 52-week range of 30 to 84 with a focus on July 100 puts, July 115 puts, July 120 puts and August 95 puts.

Truist Financial Corp. (TFC) 30-day option implied volatility is at 27; compared to its 52-week range of 22 to 45.

Ally Financial (ALLY) 30-day option implied volatility is at 36; compared to its 52-week range of 23 to 50.

Annaly Capital Management (NLY) 30-day option implied volatility is at 16; compared to its 52-week range of 14 to 37.

Ishares Msci France Etf (EWQ) 30-day option implied volatility is at 22; compared to its 52-week range of 13 to 24.

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

Trump Media & Technology Group (DJT) 30-day option implied volatility is at 138; compared to its 52-week range of 44 to 635 into declaring S-1 effective.

Options with decreasing option implied volatility: BNED GME RH SIG CPRI ADBE ORCL OPRA IEP
Increasing unusual option volume: ABUS TSEM BMBL IAU CMTL GTHX
Increasing unusual call option volume: ABUS TSEM DM BBY OLLI CMTL
Increasing unusual put option volume: BMBL BALL KBH TIGR JBL MAXN ASTS
Popular stocks with increasing volume: TSM PLTR MU DELL ARM META SMCI HPE PFE PFE
Active options: NVDA AAPL TSLA AMD GME TSM PLTR MU AMZN DELL MSFT CHWY ARM META SMCI HPE MARA PFE AMC PFE SIRI
Global S&P Futures up in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $81, natural gas down 1%, gold at $2337