Pre-Market IV Report June 27, 2022

Pre-Market IV Report June 27, 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: RDBX EQX IPOD CFVI REV LWLG KRTX HEAR EXEL DNUT

Stocks expected to have increasing option volume: NKE GIS MU BBBY PAYX STZ

Freeport-McMoran (FCX) option implied volatility elevated

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

BHP Billiton Ltd. (BHP) 30-day option implied volatility is at 38; compared to its 52-week range of 25 to 66. Call put ratio 1 call to 9.3 puts.

Southern Copper (SCCO) 30-day option implied volatility is at 41; compared to its 52-week range of 31 to 89.

Kaiser Aluminum (KALU) 30-day option implied volatility is at 51; compared to its 52-week range of 39 to 106.

Vale S.A. (VALE) 30-day option implied volatility is at 51; compared to its 52-week range of 30 to 81. Call put ratio 5.9 calls to 1 put.

Rio Tinto plc (RIO) 30-day option implied volatility is at 39; compared to its 52-week range of 27 to 66.

Alcoa (AA) 30-day option implied volatility is at 74; compared to its 52-week range of 49 to 82.

Arconic (ARNC) 30-day option implied volatility is at 51; compared to its 52-week range of 35 to 115.

Nucor (NUE) 30-day option implied volatility is at 53; compared to its 52-week range of 34 to 60.

Steel Dynamics (STLD) 30-day option implied volatility is at 51; compared to its 52-week range of 37 to 62.

U.S. Steel (X) 30-day option implied volatility is at 64; compared to its 52-week range of 49 to 78.

ArcelorMittal (MT) 30-day option implied volatility is at 53; compared to its 52-week range of 35 to 71.

TimkenSteel (TMST) 30-day option implied volatility is at 63; compared to its 52-week range of 51 to 102.

Century Aluminum (CENX) 30-day option implied volatility is at 90; compared to its 52-week range of 60 to 135.

Constellium (CSTM) 30-day option implied volatility is at 55; compared to its 52-week range of 40 to 66. Call put ratio 1 call to 14 puts.

Schlumberger Ltd. (SLB) 30-day option implied volatility is at 57; compared to its 52-week range of 35 to 61. Call put ratio 2.4 calls to 1 put.

Halliburton (HAL) 30-day option implied volatility is at 58; compared to its 52-week range of 38 to 62.
Movers

Revlon (REV) 30-day option implied volatility is at 247; compared to its 52-week range of 54 to 597. Call put ratio 2.8 calls to 1 put.

Coinbase (COIN) 30-day option implied volatility is at 120; compared to its 52-week range of 45 to 173.

Straddle prices for stocks expected to report quarterly results

Nike (NKE) July weekly 112 straddle priced for a move of 7% into the expected release of quarter results after the bell on June 27.

National Beverage (FIZZ) July 50 straddle priced for a move of 16% into the expected release of quarter results June 28.

Bed Bath & Beyond (BBBY) July weekly 7straddle priced for a move of 18% into the expected release of quarter results before the bell on June 29.

General Mills (GIS) July weekly 70 straddle priced for a move of 6% into the expected release of quarter results before the bell on June 29.

Constellation Brands (STZ) July weekly 245 straddle priced for a move of 5.5% into the expected release of quarter results on June 30.

Paychex (PAYX) July weekly 120 straddle priced for a move of 7% into the expected release of quarter results before the bell on June 29.

Micron (MU) July weekly 58.50 straddle priced for a move of 8% into the expected release of quarter results after the bell on June 30.

Walgreens Boots Alliance (WBA) July weekly 41.50 straddle priced for a move of 7% into the expected release of quarter results on June 30.

Options with decreasing option implied volatility: ACAD ZEB MSTR UVXY UVIX GME LCID BITO KBH
Increasing unusual option volume: EWC CSTM ENTG CMRX AVYA
Increasing unusual call option volume: CMRX ENTG YUMC CANO SWBI
Increasing unusual put option volume: EWC DM AVYA HGEN STWD
Popular stocks with increasing volume: CCL SQ OXY PYPL PLTR RBLX XOM INTC
Active options: TSLA AAPL AMZN META AMD NVDA BAC MSFT NIO CCL F BABA AMC SQ OXY PYPL PLTR RBLX XOM INTC
Global S&P Futures up premarket, Nikkei up 1%, DAX up 0.9%, WTI Crude oil recently at $107, natural gas down 1%, gold at $1840 an ounce