Pre-Market IV Report June 21, 2021

Pre-Market IV Report June 21, 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: HYG NKE ATOS FDX SRNE TAL EDU RIDE NUE

Stocks expected to have increasing option volume: FDX NKE AMC GME

Amazon (AMZN) 30-day option implied volatility is at 23; compared to its 52-week range of 21 to 64 into Amazon Prime Days.

Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility is at 18; compared to its 52-week range of 17 to 42 amid share price pullback after FOMC decision and into Chairman Powell testifying on the Hill.

IV for PYPL RIOT and MSFT amid Bitcoin pull back

PayPal (PYPL) 30-day option implied volatility is at 30; compared to its 52-week range of 25 to 59.

Riot Blockchain (RIOT) 30-day option implied volatility is at 105; compared to its 52-week range of 105 to 276

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 85; compared to its 52-week range of 30 to 154.

BlackBerry (BB) June weekly call option implied volatility is at 150, July is at 123; compared to its 52-week range of 48 to 477 into the expected release of quarter results on June 24.Call put ratio 3.2 calls to 1 put.

FedEx (FDX) June weekly call option implied volatility is at 53, July is at 36; compared to its 52-week range of 24 to 63 into the expected release of quarter results after the bell on June 24.

Nike (NKE) June weekly call option implied volatility is at 47, July is at 31; compared to its 52-week range of 21 to 43 into the expected release of quarter results after the bell on June 24.

Equinix (EQIX) 30-day option implied volatility is at 25; compared to its 52-week range of 23 to 38 into hosting an analyst day on June 23.

Johnson & Johnson (JNJ) 30-day option implied volatility is at 16; compared to its 52-week range of 14 to 34 into hosts a conference call to discuss its ESG strategy on June 23.

GlaxoSmithKline (GSK) 30-day option implied volatility is at 21; compared to its 52-week range of 17 to 44 into 2021 analyst day on June 23.

Boeing (BA) 30-day option implied volatility is at 33; compared to its 52-week range of 31 to 85 into expected release of quarter results on July 27.

Straddle prices into expected release of quarter results next week

H.B. Full (FUL) July 65 straddle priced for a move of +/- 7.5% into the expected release of quarter results after the bell on June 23.

KB Home (KBH) July 42 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 20 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 280 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 straddle priced for a move of +/- 19% into the expected release of quarter results on June 24.

Darden (DRI) July 130 straddle priced for a move of +/- 9% into the expected release of quarter results before the bell on June 24.

FedEx (FDX) June weekly 285 straddle priced for a move of +/- 6% into the expected release of quarter results after the bell on June 24.

Nike (NKE) June weekly 128 straddle priced for a move of +/- 5% into the expected release of quarter results after the bell on June 24.

CarMax (KMX) June weekly 114 straddle priced for a move of +/- 5% into the expected release of quarter results before the bell on June 25.

Paychex (PAYX) July 100 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: NVAX CLOV DOCU BBBY TTD
Increasing unusual option volume: GERN UIS GO FTAI HLT
Increasing unusual call option volume: GERN GO FTAI LU CLNE WISH
Increasing unusual put option volume: IWN MNKD IVR HLT CLNE
Popular stocks with increasing volume: PLTR NIO F BB
Active options: AMC TSLA AAPL NVDA AMD PLTR AMZN BAC NIO GE WISH C INTC MU FB F MSFT WFC SNAP BB
Global S&P Futures recently mixed in premarket, Nikkei down 3%, DAX mixed, WTI Crude oil recently at 72, natural gas down 2.2%, gold at $1778 an ounce