Pre-Market IV Report June 24, 2021

Pre-Market IV Report June 24, 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: NFLX TWTR VZ ATOS INTC TAL CVAC BBIG EDU

Stocks expected to have increasing option volume: FDX NKE BB ACN KBH FUL

Option IV for energy as oil near 2018 highs

ExxonMobil (XOM) 30-day option implied volatility is at 27; compared to its 52-week range of 26 to 53 into 18th OPEC and non-OPEC Ministerial Meeting via video conference on July 1, 2021.

Chevron (CVX) 30-day option implied volatility is at 26; compared to its 52-week range of 24 to 51

BP plc (BP) 30-day option implied volatility is at 29; compared to its 52-week range of 28 to 52

ConocoPhillips (COP) 30-day option implied volatility is at 34; compared to its 52-week range of 31 to 77

Phillips 66 (PSX) 30-day option implied volatility is at 31; compared to its 52-week range of 30 to 64

Marathon Oil (MRO) 30-day option implied volatility is at 50; compared to its 52-week range of 46 to 243

Royal Dutch Petroleum (RDS.B) 30-day option implied volatility is at 31; compared to its 52-week range of 26 to 66

SPDR S&P Oil & Gas Exploration & Production Etf (XOP) 30-day option implied volatility is at 40; compared to its 52-week range of 39 to 68 into 18th OPEC and non-OPEC Ministerial Meeting via video conference on July 1, 2021.

Bank option IV flat to low into capital review results

Bank of America (BAC) 30-day option implied volatility is at 27; compared to its 52-week range of 24 to 55

Citigroup (C) 30-day option implied volatility is at 30; compared to its 52-week range of 23 to 61

Goldman Sachs (GS) 30-day option implied volatility is at 27; compared to its 52-week range of 23 to 50

JPMorgan (JPM) 30-day option implied volatility is at 24; compared to its 52-week range of 21 to 49

Morgan Stanley (MS) 30-day option implied volatility is at 29; compared to its 52-week range of 25 to 50

Wells Fargo (WFC) 30-day option implied volatility is at 33; compared to its 52-week range of 27 to 63

Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility is at 19; compared to its 52-week range of 17 to 42.

Straddle prices into expected release of quarter results this week

Accenture (ACN) June weekly 285 straddle priced for a move of +/- 3% into the expected release of quarter results today before the bell

BlackBerry (BB) June weekly 13 straddle priced for a move of +/- 12% into the expected release of quarter results today

Darden (DRI) July 135 straddle priced for a move of +/- 6.5% into the expected release of quarter results today before the bell

FedEx (FDX) June weekly 297.50 straddle priced for a move of +/- 5% into the expected release of quarter results today after the bell

Nike (NKE) June weekly 133 straddle priced for a move of +/- 4.5% into the expected release of quarter results today after the bell

CarMax (KMX) June weekly 118 straddle priced for a move of +/- 5% into the expected release of quarter results today before the bell

Paychex (PAYX) July 105 straddle priced for a move of +/- 5% into the expected release of quarter results today before the bell

Options with decreasing option implied volatility: VIX SPLK DOCU BBBY
Increasing unusual option volume: BEST PLYA LOOP VTNR KBH WISH
Increasing unusual call option volume: BEST PLYA LU FPAC LOOP
Increasing unusual put option volume: QRTEA XLC PRPL IVR IWN CIEN KBH WISH CLOV
Popular stocks with increasing volume: PLTR RKT PLUG F SNAP
Active options: TSLA AAPL VALE AMC F PLTR SNDL WISH CLOV FB SNAP AMD AMZN NIO WKHS BABA RKT NVDA PLUG MSFT
Global S&P Futures recently mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at 73.52, natural gas mixed, gold at $1780 an ounce