Pre-Market IV Report June 24, 2022

Pre-Market IV Report June 24, 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: DB CS NFLX CFVI ATVI XAIR ZETA WEBR MO BTX HEXO CFRX REV RDBX

Stocks expected to have increasing option volume: ZEN BHC BLCO FDX CCL BB TREE NVAX

Zendesk (ZEN) 30-day option implied volatility is at 75; compared to its 52-week range of 31 to 112. Call put ratio 6.8 calls to 1 put into WSJ report about potential buyout deal.

Wide price and IV movers as interest rates pull back. Grain, oil, nat gas, copper lower

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 70; compared to its 52-week range of 28 to 91.
Airbnb (ABNB) 30-day option implied volatility is at 61; compared to its 52-week range of 34 to 77.

Schlumberger Ltd. (SLB) 30-day option implied volatility is at 60; compared to its 52-week range of 35 to 61. Call put ratio 3 calls to 1 put.

Halliburton (HAL) 30-day option implied volatility is at 61; compared to its 52-week range of 38 to 62.

Teucrium Corn Fund (CORN) 30-day option implied volatility is at 34; compared to its 52-week range of 20 to 64.

Teucrium Wheat Fund (WEAT) 30-day option implied volatility is at 43; compared to its 52-week range of 23 to 182.

Teucrium Soybean Fund (SOYB) 30-day option implied volatility is at 25; compared to its 52-week range of 18 to 36.

Freeport-McMoran (FCX) 30-day option implied volatility is at 60; compared to its 52-week range of 41 to 64.

PulteGroup (PHM) 30-day option implied volatility is at 45; compared to its 52-week range of 27 to 55.

Toll Brothers (TOL) 30-day option implied volatility is at 50; compared to its 52-week range of 29 to 62.

Beazer Homes (BZH) 30-day option implied volatility is at 67; compared to its 52-week range of 40 to 71.

Lennar (LEN) 30-day option implied volatility is at 49; compared to its 52-week range of 26 to 57.

KB Home (KBH) 30-day option implied volatility is at 54; compared to its 52-week range of 29 to 70.

D.R. Horton (DHI) 30-day option implied volatility is at 52; compared to its 52-week range of 27 to 55.

Headlines

Bausch Health (BHC) 30-day option implied volatility is at 82; compared to its 52-week range of 31 to 104 into chairman Joseph Papa resigns, Paulson named new chairman.

Bausch + Lomb Corporation (BLCO) 30-day option implied volatility is at 50; compared to its 52-week range of 45 to 63 into announced that it has expanded its Board of Directors (the “Board”) to add two designees to the Board from Carl C. Icahn and affiliated entities (the “Icahn Group”).

Revlon (REV) 30-day option implied volatility is at 134; compared to its 52-week range of 54 to 598.

Coinbase (COIN) 30-day option implied volatility is at 125; compared to its 52-week range of 45 to 173.

Altria Group (MO) 30-day option implied volatility is at 32; compared to its 52-week range of 17 to 33.

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.

Straddle prices for stocks expected to report quarterly results

Nike (NKE) July weekly 108 straddle priced for a move of 8% into the expected release of quarte results after the bell on June 27.

National Beverage (FIZZ) July 47 straddle priced for a move of 17% into the expected release of quarter results June 28.

Options with decreasing option implied volatility: KR ACAD
Increasing unusual option volume: EWC SIGA WEBR VRM KIRK DB CS ZEN
Increasing unusual call option volume: WEBR SIGA VRM BOXD
Increasing unusual put option volume: EWC VRM AVYA WEBR CALM
Popular stocks with increasing volume: F AMC FCX XOM RBLX CHPT PLTR SQ
Active options: TSLA AAPL AMZN AMD META NVDA BABA BAC NIO F AMC MSFT FCX VRM XOM LCID RBLX CHPT PLTR SQ
Global S&P Futures up premarket, Nikkei mixed to up, DAX mixed to higher, WTI Crude oil recently at $104, natural gas down 1%, gold at $1823 an ounce