Pre-Market IV Report June 27, 2024

Pre-Market IV Report June 27, 2024

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

Stocks expected to have increasing option volume: MU LEVI MCK APOG WBA

Straddle price into quarter results

Nike (NKE) June weekly 95 straddle priced for a move of 7.5% into the expected release of quarter results after the bell on June 27.

Movers

TMC the metals company (TMC) 30-day option implied volatility is at 91; compared to its 52-week range of 72 to 175 with a focus on January 1.5 calls trading at 65c with the stock at $1.40.

Xerox Corp. (XRX) 30-day option implied volatility is at 34; compared to its 52-week range of 25 to 91. Spreader active in October 12 puts, January 9 puts and January 13 puts.

Veris Residential, Inc (VRE) 30-day option implied volatility is at 47; compared to its 52-week range of 20 to 55 with a spreader int July 12.50 puts, July 17.50 calls, July 20 calls, January 12.50 puts, January 20 calls.

Spdr S&p 500 Growth Etf (SPYV) 30-day option implied volatility is at 10; compared to its 52-week range of 8 to 17 with a focus on July 50 calls trading at 5 cents with share price at $48.66.

Popular stocks with increasing volume: MU CMG FFIE CCL FDX BAC HOOD PFE RIVN
Active options: NVDA TSLA AMZN AAPL RIVN MU AMD MSFT CMG FFIE CCL GME MARA FDX META BAC HOOD PFE GOOGL PLTR
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $81, natural gas mixed, gold at $2317