Pre-Market IV Report June 21, 2022

Pre-Market IV Report June 21, 2022

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: QLD SPG DWAC GGPI RDBX FANG NLSN HEAR

Stocks expected to have increasing option volume: ACAD REV COIN MDLZ SAVE JBLU NTES

Option IV into events

FedEx (FDX) June weekly call option implied volatility is at 64, July is at 49; compared to its 52-week range of 22 to 54 into the expected release of quarter results on June 23 and the company hosting an investor and analyst day today on June 28.

Acadia Pharma (ACAD) 30-day option implied volatility is at 169; compared to its 52-week range of 38 to 187 into PDAC vote of 9 to 3 against Nuplazid in ADP.

Mondelez (MDLZ) 30-day option implied volatility is at 26; compared to its 52-week range of 14 to 30 into acquiring Clif Bar for $2.9B.

NetEase (NTES) 30-day option implied volatility is at 56; compared to its 52-week range of 30 to 85.

Activision Blizzard (ATVI) 30-day option implied volatility is at 23; compared to its 52-week range of 10 to 46.

Crypto themed stocks as Bitcoin moves

Coinbase (COIN) 30-day option implied volatility is at 131; compared to its 52-week range of 45 to 174. Call put ratio 1 call to 3.5 puts.

Marathon Patent Group (MARA) 30-day option implied volatility is at 143; compared to its 52-week range of 89 to 183.

Riot Blockchain (RIOT) 30-day option implied volatility is at 143; compared to its 52-week range of 88 to 176.

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 170; compared to its 52-week range of 65 to 221.

Microvision (MVIS) 30-day option implied volatility is at 107; compared to its 52-week range of 83 to 153.

Bit Digital (BTBT) 30-day option implied volatility is at 108; compared to its 52-week range of 101 to 255. Call put ratio 15 calls to 1 put.

ProShares Trust – ProShares Bitcoin Strategy ETF (BITO) 30-day option implied volatility is at 104; compared to its 52-week range of 59 to 115.

Silvergate Capital (SI) 30-day option implied volatility is at 115; compared to its 52-week range of 65 to 164.

Fintech stock option IV

Affirm Holdings (AFRM) 30-day option implied volatility is at 124; compared to its 52-week range of 60 to 214.

Block (SQ) 30-day option implied volatility is at 89; compared to its 52-week range of 34 to 109.

SoFi Technologies (SOFI) 30-day option implied volatility is at 83; compared to its 52-week range of 58 to 122.

PayPal (PYPL) 30-day option implied volatility is at 61; compared to its 52-week range of 23 to 84.

Straddle prices for stocks expected to report quarterly results

Lennar (LEN) June weekly 64.50 straddle priced for a move of 8% into the expected release of quarter results today.

Carnival Corp (CCL) June weekly 9.5 straddle priced for a move of 15% into the expected release of quarter results on June 22.

KB Home (KBH) July 25 straddle priced for a move of 17% into the expected release of quarter results before the bell on June 22.

Steelcase (SCS) July 10 straddle priced for a move of 14% into the expected release of quarter results after the bell on June 22.

Winnebago (WGO) July 45 straddle priced for a move of 17% into the expected release of quarter results before the bell on June 22.

Options with decreasing option implied volatility: CLR KR ORCL
Increasing unusual option volume: FSK AND PACB SGEN
Increasing unusual call option volume: SGEN AND SESN TTI CNX
Increasing unusual put option volume: PACB ABR XP REI TIP OTLY
Popular stocks with increasing volume: CCL BA BAC INTC CHPT DAL OXY
Active options: AAPL TSLA AMZN BABA AMD NVDA META NIO XOM F AAL AMC MSFT CCL BA BAC INTC CHPT DAL OXY
Global S&P Futures up 1.6% in premarket, Nikkei up 1.2%, DAX up 1%, WTI Crude oil recently at $1170, natural gas down 3%, gold at $1839 an ounce