Pre-Market IV Report June 25, 2020

Pre-Market IV Report June 25, 2020

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: AMRN INO AMZN NFLX WKHS SONO FSLY NKLA HTZ PLUG SRNE UVXY DISH LAKE CZR REAL

Options expected to have increasing volume: ETSY KBH DIS NKE BB GM CCL RCL NLCH AAL UAL LUV DAL ALGT ALK ZM

Etsy (ETSY) June weekly call option implied volatility is at 66, July is at 61; compared to its 52-week range of 34 to 125 as shares near record high. Call put ratio 2.4 calls to 1 put. Quarter results are expected on July 30.

Hospital groups amid virus volumes amid rising cases of Covid-19 cases

Community Health (CYH) 30-day option implied volatility is at 103; compared to its 52-week range of 62 to 181 amid rising cases of Covid-19 cases.

HCA Healthcare (HCA) 30-day option implied volatility is at 57; compared to its 52-week range of 18 to 167.

Tenet (THC) 30-day option implied volatility is at 99; compared to its 52-week range of 34 to 166 amid rising cases of Covid-19 cases.

Universal Health (UHS) 30-day option implied volatility is at 64; compared to its 52-week range of 18 to 130.

Molina Healthcare (MOH) 30-day option implied volatility is at 46; compared to its 52-week range of 31 to 94.

Gilead (GILD) 30-day option implied volatility is at 38; compared to its 52-week range of 18 to 108 amid rising Covid 19. Call put ratio 2 calls to 1 put.

Regeneron (REGN) 30-day option implied volatility is at 42; compared to its 52-week range of 25 to 79 amid rising Covid 19. Call put ratio 2.6 calls to 1 put.

Moderna (MRNA) 30-day option implied volatility is at 100; compared to its 52-week range of 50 to 173 amid rising Covid 19. Call put ratio 5.8 calls to 1 put.

Straddle prices for stocks expected to report quarterly results this week

Accenture PLC (ACN) June weekly 202.50 straddle priced for a move of 6% into the expected release of quarter results before the bell.

Darden (DRI) July 70 straddle priced for a move of 14% into the expected release of quarter results today before the bell.

McCormick (MKC) July 170 straddle priced for a move of 6% into the expected release of quarter results today before the bell.

Apogee (APOG) July 22.50 straddle priced for a move of 23% into the expected release of quarter results on June 26.

Nike (NKE) June weekly 100 straddle priced for a move of 6% into the expected release of quarter results today after the bell.

Progress Software (PRGS) July 35 straddle priced for a move of 13% into the expected release of quarter results today after the bell.

Rite Aid (RAD) July 13 straddle priced for a move of 18% into the expected release of quarter results today before the bell.

Worthington Industries (WOR) July 35 straddle priced for a move of 17% into the expected release of quarter results today before the bell.

National Beverage (FIZZ) July 60 straddle priced for a move of 13% into the expected release of quarter results today.

Option implied volatility into Federal Reserve Annual Stress Tests

Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility is at 41; compared to its 52-week range of 13 to 111.

Spdr S&P Bank Etf (KBE) 30-day option implied volatility is at 54; compared to its 52-week range of 17 to 126.

JPMorgan (JPM) 30-day option implied volatility is at 48; compared to its 52-week range of 15 to 119.

State Street (STT) 30-day option implied volatility is at 54; compared to its 52-week range of 23 to 112.

PNC Financial Services (PNC) 30-day option implied volatility is at 53; compared to its 52-week range of 16 to 115.

Wells Fargo (WFC) 30-day option implied volatility is at 63; compared to its 52-week range of 15 to 138.

Bank of New York Mellon (BK) 30-day option implied volatility is at 48; compared to its 52-week range of 18 to 118.

Comerica (CMA) 30-day option implied volatility is at 74; compared to its 52-week range of 23 to 162.

Zions Bancorp (ZION) 30-day option implied volatility is at 54; compared to its 52-week range of 20 to 100.

Fifth Third Bancorp (FITB) 30-day option implied volatility is at 66; compared to its 52-week range of 19 to 151 .
Huntington Bancshares (HBAN) 30-day option implied volatility is at 61; compared to its 52-week range of 20 to 149.

TCF Financial Corp. (TCF) 30-day option implied volatility is at 72; compared to its 52-week range of 22 to 126.

Regions Financial (RF) 30-day option implied volatility is at 66; compared to its 52-week range of 20 to 161.

Options with decreasing option implied volatility: CHK CVM NKLA HOME SWBI TWO KR TCO CGC SRNE MITT ACB
Increasing unusual option volume: WKHS PUMP BGCP FISV REAL PLUG
Increasing unusual call option volume: WKHS REAL IONS APD GNC NKLA
Increasing unusual put option volume: MTDR CNX JNPR NKLA PLUG LEVI FSLY VMW
Popular stocks with increasing volume: SPOT VMW AAL NKLA CCL HTZ BOX ACN DELL
Active options: AAPL TSLA AMD AAL MSFT BA FB HTZ BAC NKLA F AMZN NIO GE CCL PLUG JPM INO WFC
Global S&P Futures recently mixed in premarket, Nikkei down 1.1%, DAX up 0.5%, WTI Crude oil recently at $37.93, natural gas down 1.3%, gold at $1773 an ounce