Pre-Market IV Report June 22, 2022

Pre-Market IV Report June 22, 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: META CLVS CRSP DWAC PSTH LZB NFLX SNAP UA VYNE REV RDBX CFRX

Stocks expected to have increasing option volume: META FDX CCL LZB CRSP TSLA

IV Movers

Meta Platforms (META) June weekly call option implied volatility is at 69, July is at 55; compared to its 52-week range of 21 to 79. Call put ratio 1.8 calls to 1 put as shares near 30-month low.

FedEx (FDX) June weekly call option implied volatility is at 95, July is at 51; 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.

Option implied volatility is at as share price near 52-week low.

Home Depot (HD) 30-day option implied volatility is at 34; compared to its 52-week range of 18 to 46 as shares trade near 52-week low.

KB Financial Group, Inc. (KB) 30-day option implied volatility is at 30; compared to its 52-week range of 17 to 51 as shares trade near 52-week low.

Bausch Health Co. Inc. (BHC) 30-day option implied volatility is at 83; compared to its 52-week range of 31 to 104 as shares trade near 52-week low.

DaVita (DVA) 30-day option implied volatility is at 51; compared to its 52-week range of 22 to 90 as shares trade near 52-week low.

ODP Corporation (ODP) 30-day option implied volatility is at 53; compared to its 52-week range of 33 to 72 as shares trade near 52-week low.

Cracker Barrel (CBRL) 30-day option implied volatility is at 44; compared to its 52-week range of 29 to 94 as shares trade near 52-week low.

Brinker International (EAT) 30-day option implied volatility is at 62; compared to its 52-week range of 44 to 118 as shares trade near 52-week low.

Straddle prices for stocks expected to report quarterly results

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

Accenture (ACN) June weekly 282 straddle priced for a move of 5% into the expected release of quarter results before the bell on June 23.

BlackBerry (BB) June weekly 5.5 straddle priced for a move of 11% into the expected release of quarter results on June 23.

Darden (DRI) July 115 straddle priced for a move of 9% into the expected release of quarter results before the bell on June 23.

Rite Aid (RAD) June weekly 6.5 straddle priced for a move of 19% into the expected release of quarter results before the bell on June 23.

Carnival Corp (CCL) June weekly 9.5 straddle priced for a move of 12% into the expected release of quarter results on June 24.

Movers

CRISPR Therapeutics (CRSP) 30-day option implied volatility is at 83; compared to its 52-week range of 53 to 97 amid wide price movement.

Acadia Pharma (ACAD) 30-day option implied volatility is at 92; compared to its 52-week range of 38 to 187 after PDAC vote of 9 to 3 against Nuplazid in ADP.

Options with decreasing option implied volatility: MSTR KOLD BOIL ORCL UNG ADBE
Increasing unusual option volume: CSPR CLAR UNIT BBD FSK CLVS ASHR
Increasing unusual call option volume: CLAR UNIT BBD CSTM REKR ASHR
Increasing unusual put option volume: CLVS TIP GFI PLAN DVA MNTV ASHR KR
Popular stocks with increasing volume: XOM PLTR BAC KR T SOFI DIS INTC AAL
Active options: TSLA AAPL AMZN META F AMD NIO NVDA AMC MSFT BABA XOM PLTR BAC KR T SOFI DIS INTC AAL
Global S&P Futures down 1% in premarket, Nikkei mixed, DAX down 1%, WTI Crude oil recently at $114, natural gas down 2%, gold at $1825 an ounce