Pre-Market IV Report June 20, 2025

Pre-Market IV Report June 20, 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: SMST UCO CAPR USO SYM NFLX ALLY MA SCHW V CTAS AXP WBA UUP CRCL UPXI VOYG CONL SYM

Stocks expected to have increasing option volume: KR ACN DRI KMX SWBI GMS QXO HD

Movers

Circle Internet Group (CRCL) 30-day option implied volatility is at 169; compared to its 52-week range of 110 to 169. Call put ratio 1.3 calls to 1 put on 495K contracts as share price up before the bell.

& Wesson Brands (SWBI) 30-day option implied volatility is at 66; compared to its 52-week range of 23 to 78 into share price trading lower before the bell after reporting Q4 results.

Prothena Corp. (PRTA) 30-day option implied volatility is at 63; compared to its 52-week range of 50 to 315. Call put ratio 1 call to 29 puts with a focus on 5K contracts of January 7.5 puts.

GMS Inc. (GMS) 30-day option implied volatility is at 37; compared to its 52-week range of 24 to 55. Call put ratio 1 call to 1.2 puts into reports of competing bid for the company.

Movers

Gogo (GOGO) 30-day option implied volatility is at 66; compared to its 52-week range of 43 to 104. Call put ratio 9.5 calls to 1 put with a focus on June 12, 14 and 16 calls as share price up 15%.

TMC the metals company (TMC) 30-day option implied volatility is at 128; compared to its 52-week range of 67 to 188. Call put ratio 2.6 calls to 1 put with a focus July 6, Jan 7 and January 10 calls as share price up 23%.

Mind Medicine (MNMD) 30-day option implied volatility is at 84; compared to its 52-week range of 74 to 158. Call put ratio 31 calls to 1 put with a focus on June 7, 9, 10, 15 calls as share price up 5.8%.

Eaton (ETN) 30-day option implied volatility is at 27; compared to its 52-week range of 22 to 69. Call put ratio 1 call to 4.5 puts with a focus on July 25 weekly 300 puts.

Aurora Cannabis (ACB) 30-day option implied volatility is at 73; compared to its 52-week range of 61 to 217. Call put ratio 1.3 calls to 1 put on option volume of 8800 contracts compared to 90-day average of 1,100 contracts as share price down 20%.

Rubrik (RBRK) 30-day option implied volatility is at 50; compared to its 52-week range of 45 to 119. Call put ratio 1 call to 3.3 puts with a focus on July 85 puts.

Straddle prices into quarter results

KB Home (KBH) July 50 straddle priced for movement of 11.50% into the expected release of quarter results after the bell on June 23.

Options with decreasing option implied volatility: APPS SATS RDFN RH SWTX OKO ADBE DAN ORCL GILD AGNC
Increasing unusual option volume: VEA HUYA AMKR NTRS BLNK BDX
Increasing unusual call option volume: ASTL HUYA BLNK ALLT RARE NVDY INVZ
Increasing unusual put option volume: AMKR BDX QXO NGD ELV TCOM
Popular stocks with increasing volume: COIN AVGO SOFI MRVL MSTR PLTR SMCI INTC HOOD CRWV HIMS ORCL GME
Active options: TSLA NVDA COIN AVGO AMD AAPL SOFI MRVL MSTR AMZN PLTR SMCI INTC HUYA HOOD MARA CRWV HIMS ORCL GME
Global S&P Futures mixed in premarket, Nikkei mixed, DAX lower, WTI Crude oil recently at $75.90, natural gas up 2.2%, gold at $3371