Pre-Market IV Report June 23, 2022

Pre-Market IV Report June 23, 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: REV WEBR YINN MO MT DOLE BALL CFVI PSTH RDBX CLVR BOXD XELA

Stocks expected to have increasing option volume: BB RAD KBH

Options active amid wide price movement

Revlon (REV) 30-day option implied volatility is at 340; compared to its 52-week range of 54 to 598. Call put ratio 2.9 calls to 1 put.

Coinbase (COIN) 30-day option implied volatility is at 131; compared to its 52-week range of 45 to 173. Call put ratio 1 call to 1.6 puts.

Altria Group (MO) 30-day option implied volatility is at 33; compared to its 52-week range of 17 to 33. Call put ratio 1 call to 1.3 puts.

Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility is at 29; compared to its 52-week range of 16 to 58 into bank stress test results.

Energy stocks option IV as energy prices pull back

Exxon Mobil (XOM) 30-day option implied volatility is at 43; compared to its 52-week range 24 to 46.

Chevron (CVX) 30-day option implied volatility is at 41; compared to its 52-week range of 21 to 46.

Marathon Oil (MRO) 30-day option implied volatility is at 67; compared to its 52-week range 43 to 70.

Occidental Petroleum (OXY) 30-day option implied volatility is at 64; compared to its 52-week range of 46 to 89.

Option implied volatility for refiner companies

Phillips 66 (PSX) 30-day option implied volatility is at 48; compared to its 52-week range of 30 to 48.
Marathon Petroleum (MPC) 30-day option implied volatility is at 46; compared to its 52-week range of 28 to 49.

Valero Energy (VLO) 30-day option implied volatility is at 53; compared to its 52-week range of 32 to 54.

Straddle prices for stocks expected to report quarterly results

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

FedEx (FDX) June weekly 230 straddle priced for a move of 7% into the expected release of quarter results on June 24.

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

Options with decreasing option implied volatility: ACAD BOIL KR IVR ADBE AKAM
Increasing unusual option volume: EWC CLAR GERN KIRK BOXD AVYA
Increasing unusual call option volume: CLAR GERN BOXD XXII WEBR
Increasing unusual put option volume: EWC AVYA BAM NMM CLVS
Popular stocks with increasing volume: MO REV XOM PLTR FCX AAL INTC
Active options: TSLA AAPL AMZN META AMD NVDA NIO MSFT AMC F BABA MO REV XOM PLTR FCX NFLX AAL BAC INTC
Global S&P Futures mixed in premarket, Nikkei mixed, DAX down 0.6%, WTI Crude oil recently at $104, natural gas down 1%, gold at $1838 an ounce