Pre-Market IV Report June 26, 2020

Pre-Market IV Report June 26, 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: NKE BAC JPM C WFC PNC USB AMRN INO NFLX AMZN GNC FSLY SPOT SONO CZR PAYS BXC WUBA

Options expected to have increasing volume: BAC JPM C WFC PNC USB GS MS ZION OZK CMA NTRS DB CS KR PCG SPCE

Kroger (KR) 30-day option implied volatility is at 38; compared to its 52-week range of into 28 to 95 into Albertsons (ACI) prices IPO at $16 a share.

PG&E Corp. (PCG) June weekly call option implied volatility is at 140, July is at 62; compared to its 52-week range of 72 to 253 into capital raise.

Airline option implied volatility into CEOs of major U.S. airlines are set to hold a White House meeting today

U.S. Global Jets ETF (JETS) 30-day option implied volatility is at 80; compared to its 52-week range of 14 to 204 into CEOs of major U.S. airlines are set to hold a White House meeting today.

Delta (DAL) 30-day option implied volatility is at 90; compared to its 52-week range of 20 to 265.

Southwest Airlines (LUV) 30-day option implied volatility is at 71; compared to its 52-week range of 17 to 203.

American Airlines (AAL) 30-day option implied volatility is at 128; compared to its 52-week range of 29 to 293.

United Airlines (UAL) 30-day option implied volatility is at 104; compared to its 52-week range of 20 to 421.

Alaska Airlines (ALK) 30-day option implied volatility is at 79; compared to its 52-week range of 21 to 234.

Allegiant Air (ALGT) 30-day option implied volatility is at 78; compared to its 52-week range of 21 to 216.

Ford (F) 30-day option implied volatility is at 65; compared to its 52-week range of 20 to 195 into unveiling next generation F-150 pickup.

Straddle prices for stocks expected to report results next week

Carnival Corp (CCL) July weekly 16 straddle priced for a move of 14% into the expected release of quarter results before the bell on June 29.

Micron (MU) July weekly 49 straddle priced for a move of 9% into the expected release of quarter results after the bell on June 29.

ConAgra (CAG) July weekly 33.50 straddle priced for a move of 8% into the expected release of quarter results before the bell on June 30.

FedEx (FDX) July weekly 136 straddle priced for a move of 9% into the expected release of quarter results on June 30.

Herman Miller (MLHR) July 25 straddle priced for a move of 7.5% into the expected release of quarter results before the bell on June 30.

Steelcase (SCS) July 12.50 straddle priced for a move of 20% into the expected release of quarter results before the after the bell on June 30.

Capri Holdings (CPRI) July weekly 15 straddle priced for a move of 17% into the expected release of quarter results before the bell on July 1.

Constellation Brands (STZ) July weekly 172.50 straddle priced for a move of 8% into the expected release of quarter results before the bell on July 1.

General Mills (GIS) July 60 straddle priced for a move of 6% into the expected release of quarter results before the bell on July 1.

Macys (M) July weekly 6.5 straddle priced for a move of 15% into the expected release of quarter results before the bell on July 1.

Huazhu (HTHT) July 35 straddle priced for a move of 15% into the expected release of quarter results before the bell on July 1.

Korn Ferry (KFY) July 30 straddle priced for a move of 13% into the expected release of quarter results before the bell on July 2.

Virgin Galactic (SPCE) June weekly call option implied volatility is at 129, July is at 95; compared to its 52-week range of 39 to 238 into announces successful completion of second SpaceShipTwo test.

Berkshire Hathaway (BRK-B) 30-day option implied volatility is at 28; compared to its 52-week range of 12 to 79 as shares at lower end of four year range. Call put ratio 1.1 calls to 1 put.

Options with decreasing option implied volatility: CRON OXY ACB WGO CHK SWBI HOME BA ACN
Increasing unusual option volume: WKHS GNC CRBP CLDR HZNP FTCH AGNC VALE IDEX
Increasing unusual call option volume: WKHS GNC CLDR HZNP REAL CRBP SONO PAYS VAL NKLA SPOT FTCH
Increasing unusual put option volume: CNX NKLA AER CS LEVI SRNE FSLY SPOT MITT
Popular stocks with increasing volume: GE NKE BYND NKLA INO
Active options: AAPL TSLA BA AMD AAL BAC INO FB SNAP NKLA BYND MSFT JPM F WFC AMZN C GE NKE
Global S&P Futures recently mixed in premarket, Nikkei up 1%, DAX mixed, WTI Crude oil recently at $39.25, natural gas down 2%, gold at $1774 an ounce