Pre-Market IV Report June 25, 2021

Pre-Market IV Report June 25, 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: INTC NFLX TWTR ATOS WISH EDU BBIG CLDR

Stocks expected to have increasing option volume: FDX NKE BB

Micron Technology (MU) 30-day option implied volatility is at 39; compared to its 52-week range 34 to 61 into expected release of quarter results on June 30. Call put ratio 2.2 calls to 1 put.

Wells Fargo (WFC) 30-day option implied volatility is at 35; compared to its 52-week range of 27 to 63 into Fed stress tests results. Call put ratio 2.8 calls to 1 put.

iShares Russell 2000 ETF (IWM) 30-day option implied volatility is at 19; compared to its 52-week range of 19 to 42 into reconstitution. Call put ratio 1 call to 3.8 puts.

Capri Holdings (CPRI) 30-day option implied volatility is at 44; compared to its 52-week range of 40 to 111 into Virtual Investor meeting to be held on June 29. Call put ratio 6.8 calls to 1 put with focus on July weekly 55 and 55.50 calls.

OPTIONS: Option Implied Volatility for Social Media

Option implied volatility for Social Media is flat to low as shares trend higher into end of quarter

Snap (SNAP) 30-day option implied volatility is at 65; compared to its 52-week range of 44 to 118.

Facebook (FB) 30-day option implied volatility is at 24; compared to its 52-week range of 22 to 55

Twitter (TWTR) 30-day option implied volatility is at 56; compared to its 52-week range of 36 to 91

Pinterest (PINS) 30-day option implied volatility is at 45; compared to its 52-week range of 41 to 110

Yelp (YELP) 30-day option implied volatility is at 40; compared to its 52-week range of 35 to 116.

Alphabet (GOOG) 30-day option implied volatility is at 20; compared to its 52-week range of 19 to 49.

Spotify (SPOT) 30-day option implied volatility is at 38; compared to its 52-week range of 35 to 74.

Ad tech companies are surging today on earlier news that Google (GOOGL) will delay the removal of third-party cookies until 2023

The Trade Desk Inc. (TTD) 30-day option implied volatility is at 53; compared to its 52-week range of 46 to 87 after news that Google (GOOGL) will delay the removal of third-party cookies until 2023. Call put ratio 2.6 calls to 1 put. Option volume active on 345,000 contracts.

Criteo S.A. (CRTO) 30-day option implied volatility is at 58; compared to its 52-week range of 48 to 94 after news that Google (GOOGL) will delay the removal of third-party cookies until 2023. Call put ratio 5.8 calls to 1 put.

Magnite (MGNI) 30-day option implied volatility is at 75; compared to its 52-week range of 69 to 128 after news that Google (GOOGL) will delay the removal of third-party cookies until 2023. Call put ratio 7 calls to 1 put.

LiveRamp (RAMP) 30-day option implied volatility is at 49; compared to its 52-week range of 39 to 88 after news that Google (GOOGL) will delay the removal of third-party cookies until 2023. Call put ratio 2.3 calls to 1 put.

Straddle prices into expected release of quarter results next week

Herman Miller (MLHR) July 50 straddle priced for a move of +/- 11% into the expected release of quarter results after the bell on June 28.

National Beverage (FIZZ) July 47 straddle priced for a move of +/- 14% into the expected release of quarter results after the bell on June 29.

NovaGold (NG) July 8 straddle priced for a move of +/- 7% into the expected release of quarter results after the bell on June 29.

Bed Bath & Beyond (BBBY) July weekly 30 straddle priced for a move of +/- 16% into the expected release of quarter results before the bell on June 30.

Constellation Brands (STZ) July 225 straddle priced for a move of +/- 4% into the expected release of quarter results before the bell on June 30.

General Mills (GIS) July 60 straddle priced for a move of +/- 5% into the expected release of quarter results before the bell on June 30.

Micron (MU) July weekly 80 straddle priced for a move of +/- 7.5% into the expected release of quarter results after the bell on June 30.

McCormick (MKC) July 85 straddle priced for a move of +/- 5% into the expected release of quarter results before the bell on July 1.

Walgreens Boots Alliance (WBA) July weekly 52 straddle priced for a move of +/- 5% into the expected release of quarter results on July 1.

Options with decreasing option implied volatility: PSTH DASH SPLK DOCU BBBY
Increasing unusual option volume: WISH ATCO BEST KBH
Increasing unusual call option volume: WISH BEST TTD SCR XRX
Increasing unusual put option volume: KBH UMC CRBP GTT MAXN WISH RAD
Popular stocks with increasing volume: F SNAP BAC PLTR
Active options: TSLA AAPL AMC AMD WISH SNAP PLTR AMZN TTD MSFT F NIO BABA NVDA WFC CLOV BA FB BAC TLRY
Global S&P Futures recently mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at 73.38, natural gas mixed, gold at $1781 an ounce